上穿20日線虛擬做多，下穿20日線虛擬做空

ma20:=ma(c,20);

a5:=ma(asset,5);

if cross(close,ma20) then begin

    sellshort(1,0,market);

    buy(holding=0,1,market);

end

if cross(ma20,close) then begin

    sell(1,0,market);

    buyshort(holding=0,1,market);

end

if cross(asset,a5) and h>ma20 then begin

    sellshort(1,0,market);

    buy(holding=0,1,market);

end

if cross(asset,a5) and l<ma20 then begin

    sell(1,0,market);

    buyshort(holding=0,1,market);

end