(*backtest start: 2021-10-01 00:00:00 end: 2022-01-01 00:00:00 period: 30m basePeriod: 1m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT","balance":100,"fee":[0.008,0.023]}] args: [["RunMode",1,126961],["TradeAmount",0.001,126961],["ContractType","swap",126961],["MinLot",0.001,126961],["MarginLevel",50,126961]] *) TC:ROUND(MONEY/C,3); yue:MONEY; SBK:ABS(SKVOL+BKVOL); TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)); ATR:MA(TR,20); C>REF(H,1)+0.1*ATR AND SKVOL=0 , SPK(TC); C<REF(L,1)-0.1*ATR AND BKVOL=0 , BPK(TC); SBK>TC*2,CLOSEOUT; SBK>TC*2,CLOSEOUT;
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