主题：[交易系统]区间突破

 

 

runmode:0;

variable:maysset=0;

entertime:=time>=091500 and time<=145500;
exittime:=time>=150000;

dist1:=barslast(date<>ref(date,1))+1;
dist2:=ref(dist1,dist1);
hh:=ref(hhv(high,dist2),dist1);
ll:=ref(llv(low,dist2),dist1);
oo:=ref(open,dist1-1);

tt:=hh-ll;

highest:=oo+tt+mindiff;
lowest:=oo-tt-mindiff;

if holding=0 then begin
 if high>=highest then
  buy(1,1,limitr,highest);
end

if holding=0 then begin
 if low<=lowest then
  buyshort(1,1,limitr,lowest);
end

if holding>0 then begin
 if exittime then
  sell(1,holding,limitr,close);
end

if holding<0 then begin
 if exittime then
  sellshort(1,holding,limitr,close);
end

if exittime then
 myasset:=asset;

收益:(myasset-30000)/30000,noaxis,colormagenta;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;