diff --git a/examples/VnTrader/MystrategyBollingerBot.py b/examples/VnTrader/MystrategyBollingerBot.py
new file mode 100644
index 00000000..d1afb40f
--- /dev/null
+++ b/examples/VnTrader/MystrategyBollingerBot.py
@@ -0,0 +1,362 @@
+# encoding: UTF-8
+
+"""
+仅在知乎Live中分享，请勿外传。
+
+基于布林通道通道的交易策略，适合用在股指上5分钟线上。
+"""
+
+from __future__ import division
+
+import talib
+import numpy as np
+
+from vnpy.trader.vtObject import VtBarData
+from vnpy.trader.vtConstant import EMPTY_STRING
+from vnpy.trader.app.ctaStrategy.ctaTemplate import CtaTemplate, BarGenerator, ArrayManager
+
+import csv
+from vnpy.trader.vtConstant import (EMPTY_STRING, EMPTY_UNICODE, 
+                                    EMPTY_FLOAT, EMPTY_INT)
+
+from vnpy.event import Event
+from vnpy.trader.vtGlobal import globalSetting
+from vnpy.trader.vtEvent import *
+from vnpy.trader.vtGateway import *
+from vnpy.trader.language import text
+from vnpy.trader.vtFunction import getTempPath
+########################################################################
+class MyBollingerBotStrategy(CtaTemplate):
+    """基于布林通道的交易策略"""
+    className = 'MyBollingerBotStrategy'
+    author = 'yuanhui'
+
+    # 策略参数
+    bollWindow = 26         # 通道窗口数
+    entryDev = 2          # 开仓偏差
+    exitDev = 1.2           # 平仓偏差
+    trailingPrcnt = 0.4     # 移动止损百分比
+    maWindow = 10           # 过滤用均线窗口
+    initDays = 10           # 初始化数据所用的天数
+    fixedSize = 1           # 每次交易的数量
+    priceTick = 0.2         # 价格最小变动 
+    
+    DayTrendStatus='duotou'  #DuoTou, KongTou,Panzheng
+    OnehourTrendstatus='panzhen'
+    FifteenMinTrendStatus='panzhen'
+    FiveMinTrendStatus='panzhen'
+
+    # 5Min策略变量    
+    bollMid = 0                         # 布林带中轨
+    BeforebollMid=0                     #上一根K线的布林线中轨
+    bollStd = 0                         # 布林带宽度
+    bollUp = 0                          # 开仓上轨
+    Beforebollup=0                      #上一根K线的布林线上轨
+    bollDown = 0                        # 平仓下轨    
+    beforebooldown=0                    #上一根K线的布林线下轨
+    
+    # 15Min策略变量    
+    bollMid15 = 0                         # 布林带中轨
+    BeforebollMid15=0                     #上一根K线的布林线中轨
+    bollStd15 = 0                         # 布林带宽度
+    bollUp15 = 0                          # 开仓上轨
+    Beforebollup15=0                      #上一根K线的布林线上轨
+    bollDown15 = 0                        # 平仓下轨    
+    beforebolldown15=0                    #上一根K线的布林线下轨    
+    
+    maFilter = 0                        # 均线过滤
+    maFilter1 = 0                       # 上一期均线                   
+    
+    intraTradeHigh = 0                  # 持仓期内的最高点  
+    longEntry = 0                       # 多头开仓
+    longExit = 0                        # 多头平仓   
+    shortEntry=0
+    shortExit=0
+    
+    deal=0
+    dealopen=0
+    
+    
+    orderList = []                      # 保存委托代码的列表
+
+    # 参数列表，保存了参数的名称
+    paramList = ['name',
+                 'className',
+                 'author',
+                 'vtSymbol',
+                 'bollWindow',
+                 'entryDev',
+                 'exitDev',
+                 'trailingPrcnt',
+                 'maWindow',
+                 'initDays',
+                 'fixedSize',
+                 'DayTrendStatus']    
+
+    # 变量列表，保存了变量的名称
+    varList = ['inited',
+               'trading',
+               'pos',
+               'bollUp',
+               'bollDown',
+               'bollUp15',
+               'bollDown15',
+               'FifteenMinTrendStatus',
+               'FiveMinTrendStatus']
+    
+    # 同步列表
+    syncList = ['pos',
+                'intraTradeHigh']
+
+    #----------------------------------------------------------------------
+    def __init__(self, ctaEngine, setting):
+        """Constructor"""
+        super(MyBollingerBotStrategy, self).__init__(ctaEngine, setting)
+        
+        self.bm = BarGenerator(self.onBar, 5, self.onFiveBar)
+        self.am = ArrayManager()
+        
+        self.bm15 = BarGenerator(self.onBar, 15, self.on15MinBar)
+        self.am15 = ArrayManager()        
+        with open("datasig.csv","wb+") as csvfile: 
+            writer = csv.writer(csvfile)
+            writer.writerow(["datetime","open","close","high","low","openInterest","volume","deal","pDown","pUp","dealOpen"])
+        with open("datasig15.csv","wb+") as csvfile: 
+            writer = csv.writer(csvfile)
+            writer.writerow(["datetime","open","close","high","low","openInterest","volume","deal","pDown","pUp","dealOpen"])              
+        
+    #----------------------------------------------------------------------
+    def onInit(self):
+        """初始化策略（必须由用户继承实现）"""
+        self.writeCtaLog(u'%s策略初始化' %self.name)
+        
+        # 载入历史数据，并采用回放计算的方式初始化策略数值
+        initData = self.loadBar(self.initDays)
+        for bar in initData:
+            self.onBar(bar)
+
+        self.putEvent()
+
+    #----------------------------------------------------------------------
+    def onStart(self):
+        """启动策略（必须由用户继承实现）"""
+        self.writeCtaLog(u'%s策略启动' %self.name)
+        self.putEvent()
+
+    #----------------------------------------------------------------------
+    def onStop(self):
+        """停止策略（必须由用户继承实现）"""
+        self.writeCtaLog(u'%s策略停止' %self.name)
+        self.putEvent()
+
+    #----------------------------------------------------------------------
+    def onTick(self, tick):
+        """收到行情TICK推送（必须由用户继承实现）"""
+        self.bm.updateTick(tick)
+
+    #----------------------------------------------------------------------
+    def onBar(self, bar):
+        """收到Bar推送（必须由用户继承实现）"""
+        #self.bm.updateBar(bar)
+        # 基于15分钟判断趋势过滤，因此先更新
+        self.bm15.updateBar(bar)
+    
+        # 基于5分钟判断
+        self.bm.updateBar(bar)        
+        print u"策略:",self.__dict__["name"]
+        print u"时间：%s,1分钟刷新，趋势状态,5分钟趋势%s,15分钟趋势%s,日趋势%s"%(bar.time,self.FiveMinTrendStatus,self.FifteenMinTrendStatus,self.DayTrendStatus)  
+    
+    #----------------------------------------------------------------------
+    def onFiveBar(self, bar):
+        """收到5分钟K线"""        
+        #计算上一个k线的布林中轨，上轨，下轨
+        self.BeforebollMid=self.am.sma(self.bollWindow)
+        self.Beforebollup,self.beforebooldown=self.am.boll(self.bollWindow,self.entryDev)
+        # 保存K线数据
+        self.am.updateBar(bar)
+        if not self.am.inited:
+            return        
+
+        # 撤销之前发出的尚未成交的委托（包括限价单和停止单）
+        self.cancelAll()
+        orderList=[]
+    
+        # 计算指标数值
+        self.bollMid = self.am.sma(self.bollWindow)
+        #self.bollStd = self.am.std(self.bollWindow)
+        self.bollUp,self.bollDown = self.am.boll(self.bollWindow,self.entryDev)
+        #self.boolDown = self.bollMid - self.bollStd * self.entryDev
+        
+        #maArray = self.am.sma(self.maWindow, True)
+        #self.maFilter = maArray[-1]
+        #self.maFilter1 = maArray[-2]
+        #判断当前5Min布林线趋势状态
+        if bar.high > self.Beforebollup:
+            self.FiveMinTrendStatus='duotou'
+        elif bar.low < self.beforebooldown:
+            self.FiveMinTrendStatus='kongtou'
+        elif bar.low < self.BeforebollMid and self.FiveMinTrendStatus=='duotou':
+            self.FiveMinTrendStatus='panzhen'
+        elif bar.high > self.BeforebollMid and self.FiveMinTrendStatus=='kongtou':
+            self.FiveMinTrendStatus='panzhen'
+        
+        if self.DayTrendStatus=='kongtou' and bar.high > self.bollMid15 and self.FifteenMinTrendStatus == 'kongtou':
+            self.FifteenMinTrendStatus=='panzhen'
+        if self.DayTrendStatus=='duotou' and bar.low < self.bollMid15 and self.FifteenMinTrendStatus == 'duotou':
+            
+            self.FifteenMinTrendStatus=='panzhen'        
+        # 判断是否要进行交易
+        print u"5分钟刷新，趋势状态,5分钟趋势%s,15分钟趋势%s"%(self.FiveMinTrendStatus,self.FifteenMinTrendStatus)        
+        # 当前无仓位，发送OCO开仓委托
+        if self.pos == 0:
+            #self.intraTradeHigh = bar.high
+            
+            if self.DayTrendStatus=='duotou' and (self.FifteenMinTrendStatus=='panzhen' or self.FifteenMinTrendStatus=='kongtou'):
+                orderList=self.buy(self.bollUp15+self.priceTick, self.fixedSize, True)
+                print u"委托多单，15分钟上轨开仓"
+            elif self.DayTrendStatus=='duotou' and self.FifteenMinTrendStatus=='duotou' and self.FiveMinTrendStatus=='duotou':
+                self.longEntry = bar.close
+                orderList=self.buy(self.longEntry+self.priceTick, self.fixedSize, True)        
+                print u"委托多单，5分钟收盘价开仓"
+            elif self.DayTrendStatus=='duotou' and self.FifteenMinTrendStatus=='duotou' and (self.FiveMinTrendStatus=='panzhen' or self.FiveMinTrendStatus=='kongtou'):
+                self.longEntry=self.bollUp
+                orderList=self.buy(self.longEntry+self.priceTick, self.fixedSize, True)    
+                print u"委托多单，5分钟上轨开仓"
+            elif  self.DayTrendStatus=='kongtou' and (self.FifteenMinTrendStatus=='panzhen' or self.FifteenMinTrendStatus=='duotou') :
+                self.orderList=self.short(self.bollDown15-self.priceTick, self.fixedSize, True)
+                print u"委托空单，15分钟下轨开仓"
+            elif self.DayTrendStatus=='kongtou' and self.FifteenMinTrendStatus=='kongtou' and self.FiveMinTrendStatus=='kongtou':
+                self.shortEntry = bar.close
+                orderList=self.short(self.shortEntry-self.priceTick, self.fixedSize, True)   
+                print u"委托空单，5分钟收盘价开仓"
+            elif self.DayTrendStatus=='kongtou' and self.FifteenMinTrendStatus=='kongtou' and (self.FiveMinTrendStatus=='panzhen' or self.FiveMinTrendStatus=='duotou'):
+                self.shortEntry=self.bollDown
+                orderList=self.short(self.shortEntry-self.priceTick, self.fixedSize, True)  
+                print u"委托空单，5分钟下轨开仓"
+                     
+
+        # 持有多头仓位
+        elif self.pos > 0:
+            #self.intraTradeHigh = max(self.intraTradeHigh, bar.high)
+            #self.longExit = self.intraTradeHigh * (1 - self.trailingPrcnt/100)
+            #self.longExit = min(self.longExit, self.exitUp)
+            #self.longExit=self.boolDown
+            
+            orderList=self.sell(self.bollDown-self.priceTick, abs(self.pos), True)
+            print u"委托止损单，5分钟下轨平仓"
+        # 持有空头仓位
+        elif self.pos < 0:
+            orderList=self.cover(self.bollUp+self.priceTick, abs(self.pos), True)
+            print u"委托止损单，5分钟上轨平仓"
+    
+        with open("datasig.csv","ab+",) as csvfile: 
+            writer = csv.writer(csvfile)
+            writer.writerow([bar.datetime,bar.open, bar.close, bar.high, bar.low,bar.openInterest,bar.volume,self.deal,0,0,self.dealopen])
+        self.deal=0
+        self.dealopen=0
+        
+
+        if orderList:
+            print u"委托单成功单号",orderList
+        else:
+            print u"委托单失败"             
+        # 发出状态更新事件
+        self.putEvent()        
+
+
+    def on15MinBar(self, bar):
+        """15分钟K线推送"""
+    
+        #计算上一个k线的布林中轨，上轨，下轨
+        self.BeforebollMid15=self.am15.sma(self.bollWindow)
+        self.Beforebollup15,self.beforebolldown15=self.am15.boll(self.bollWindow,self.entryDev)   
+        
+        self.am15.updateBar(bar)
+        
+        if not self.am15.inited:
+            return
+        
+        # 计算指标数值
+        self.bollMid15 = self.am.sma(self.bollWindow)
+        self.bollUp15,self.bollDown15 = self.am.boll(self.bollWindow,self.entryDev)
+
+    
+        #判断当前15Min布林线趋势状态
+        if bar.high > self.Beforebollup15 and bar.low > self.BeforebollMid15:
+            self.FifteenMinTrendStatus='duotou'
+        elif bar.low < self.beforebolldown15 and bar.high < self.Beforebollup15:
+            self.FifteenMinTrendStatus='kongtou'
+        elif bar.low < self.BeforebollMid15 and self.FifteenMinTrendStatus=='duotou':
+            self.FifteenMinTrendStatus='panzhen'
+        elif bar.high > self.BeforebollMid15 and self.FifteenMinTrendStatus=='kongtou':
+            self.FifteenMinTrendStatus='panzhen'
+   
+        with open("datasig15.csv","ab+",) as csvfile: 
+            writer = csv.writer(csvfile)
+            writer.writerow([bar.datetime,bar.open, bar.close, bar.high, bar.low,bar.openInterest,bar.volume,self.deal,0,0,self.dealopen])
+        
+        print u"15分钟刷新，趋势状态,5分钟趋势%s,15分钟趋势%s"%(self.FiveMinTrendStatus,self.FifteenMinTrendStatus)
+        # 当前无仓位，发送OCO开仓委托
+        '''
+        if self.pos == 0:
+            self.intraTradeHigh = bar.high
+            
+            if self.FifteenMinTrendStatus=='panzhen':
+                self.longEntry = self.bollUp15
+                self.shortEntry=self.booldown15
+                self.buy(self.longEntry, self.fixedSize, True)
+                self.short(self.shortEntry,self.fixedSize,True)
+        '''
+    #----------------------------------------------------------------------
+    def onOrder(self, order):
+        """收到委托变化推送（必须由用户继承实现）"""
+        pass
+
+    #----------------------------------------------------------------------
+    def onTrade(self, trade):
+        #打印信息
+        print u"委托单成交"
+        print trade.direction
+        print trade.offset
+        print "15min:",self.FifteenMinTrendStatus
+        print "5min:",self.FiveMinTrendStatus
+    
+        # 发出状态更新事件
+        orderList=[]
+        if self.pos > 0 :
+            orderList=self.sell(self.bollDown-self.priceTick, abs(self.pos), True)
+            print u"委托止损单，5分钟下轨平仓"
+        elif self.pos < 0 :
+            orderList=self.cover(self.bollUp+self.priceTick, abs(self.pos), True)
+            print u"委托止损单，5分钟上轨平仓"
+        
+        #打印信息    
+        if orderList:
+            print u"委托单成功单号",orderList
+        else:
+            print u"委托单失败"            
+
+            
+        if trade.offset==OFFSET_OPEN:
+            if trade.direction==DIRECTION_LONG:
+                self.dealopen=1
+                self.FifteenMinTrendStatus='duotou'
+                self.FiveMinTrendStatus='duotou'
+            else:
+                self.dealopen=-1
+                self.FifteenMinTrendStatus='kongtou'
+                self.FiveMinTrendStatus='kongtou'
+                
+        if trade.offset==OFFSET_CLOSE:
+            if trade.direction==DIRECTION_LONG:
+                self.deal=1
+            else:
+                self.deal=-1
+                
+
+        self.putEvent()
+
+    #----------------------------------------------------------------------
+    def onStopOrder(self, so):
+        """停止单推送"""
+        pass
\ No newline at end of file