DAA:=6;FY:=5;CT:=1;P:=0;

NS:=IF((HHV(ABS(((HHV(CLOSE,DAA)/LLV(CLOSE,DAA))-1)),DAA)>(10/100)),3,DAA);

N1:=IF((MINUTE=5),(NS*48),IF((MINUTE=15),(NS*16),IF((MINUTE=30),(NS*8),IF((MINUTE=60),(NS*4),NS))));

MM:=IF(((P=0) OR (VOL=0)),MA(CLOSE,N1),((SUM(AMOUNT,N1)/SUM(VOL,N1))/100));

M1:=REF(MM,1);

买入:=IF(CROSS(CLOSE,M1),M1,0);

卖出:=IF(CROSS(M1,CLOSE),M1,0);

DW:=BARS