==================================================================================================
规则: 代码: inputs:BreakedDays(4),FactorAtr(0.2),len(20); vars:intrabarpersist var1(0),intrabarpersist var2(0),var3(0),var4(0),Bcon1(false),Scon1(false),mp(0),LenAtr(20); {----entrycondition------} var3=lowest(L,len); var4=Highest(h,len); if date<>date[1] then begin end; value1=AvgTrueRange(LenAtr) data2*FactorAtr; condition1=Bcon1=true and L<var3 data2 and (var3 data2-L)>=value1 and marketposition=0; condition2=Scon1=true and H>var4 data2 and
(H-var4 data2)>=value1 and
marketposition=0; {----entry----} if condition1 then buy next bar at var3 data2+MinmovePoint(5) stop; if condition2 then sellshort next bar at var4 data2-MinmovePoint(5) stop; {----trail stop----} mp=marketposition; //----trail stop value---- if marketposition=1 and mp[1]=0 then if marketposition=-1 and mp[1]=0 then //L trail stop if marketposition=1 then begin end; //S trail stop if marketposition=-1 then begin end;
|
|