-- 作者:z7c9
-- 发布时间:2011/10/23 19:20:16
-- [交易系统]外包日系统

runmode:0;
variable:stopline=0;
entrylongcond:=ref(high,1)>ref(high,2) and ref(high,2)>ref(high,3) and ref(low,2)entryshortcond:=ref(low,1)[ref(high,3) and ref(low,2)] atr:=3*ma(tr,15);
hh:=ref(high,1); ll:=ref(low,1);
if holding=0 then begin if entrylongcond then begin buy(1,1,limitr,open); stopline=:enterprice-atr; end
if entryshortcond then begin buyshort(1,1,limitr,open); stopline:=enterprice+atr; end end
if holding>0 and enterbars>=1 then begin if hh-atr>stopline then stopline:=hh-atr;
if low<=stopline then sell(1,holding,limitr,min(open,stopline)); end
if holding<0 and enterbars>=1 then begin if ll+atr stopline:=ll+atr;
if high>=stopline then sellshort(1,holding,limitr,max(open,stopline)); end
盈亏:asset-500000,noaxis,coloryellow,linethick2;
|