(*backtest
start: 2022-05-16 08:00:00
end: 2022-05-22 00:13:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
args: [["A",5],["RunMode",1,126961],["TradeAmount",0.001,126961],["MinLot",0.001,126961],["SyncDelay",3000,126961],["MarginLevel",50,126961]]
*)
HK^^HV(H,A)-(C*0.0003)-0.01;
HP^^LV(L,A)+(C*0.0003)+0.01;
LK^^LV(L,A)+(C*0.0003)+0.01;
LP^^HV(H,A)-(C*0.0003)-0.01;
TC:ROUND(MONEY/C/4,2);
yue:MONEY;
SBK:ABS(SKVOL+BKVOL);
C>HK AND BKVOL=0 , BK(TC);
C<LK AND SKVOL=0 , SK(TC);
C<HP AND BKVOL>0 , SP(BKVOL);
C>LP AND SKVOL>0 , BP(SKVOL);
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