主题：[交易系统]菲阿里突破

runmode:0;

variable:longtrade=0;
variable:shorttrade=0;
variable:stopline=0;

predayhigh:=callstock(stklabel,vthigh,6,-1);
predaylow:=callstock(stklabel,vtlow,6,-1);
predayrange:=(predayhigh-predaylow)*0.5;
predayrange:=round(predayrange/mindiff)*mindiff;

dayopen:=callstock(stklabel,vtopen,6,0);

trailingstop:=predayrange;

dist:=barslast(date>ref(date,1))+1;

myentrytime:=time<=145500;
myexittime:=time>=150000;

upperband:=ref(hhv(high,dist),1);
lowerband:=ref(llv(low,dist),1);

hh:=ref(high,1);
ll:=ref(low,1);

if holding=0 then begin
if myentrytime and dayopenpredaylow then begin
if high>=predayhigh and longtrade=0 then begin
buy(1,1,limitr,max(open,predayhigh));
longtrade:=1;
end

if low<=predaylow and shorttrade=0 then begin
buyshort(1,1,limitr,min(open,predaylow));
shorttrade:=1;
end
end

if myentrytime and dayopen>=predayhigh then begin
if dist>=4 and high>=upperband and longtrade=0 then begin
buy(1,1,limitr,max(open,upperband));
longtrade:=1;
end
end

if myentrytime and dayopen<=predaylow then begin
if dist>=4 and low<=lowerband and shorttrade=0 then begin
buyshort(1,1,limitr,min(open,lowerband));
shorttrade:=1;
end
end
end

if holding>0 and enterbars>=1 then begin
myexitprice:=0;

if stopline=0 then
stopline:=enterprice-trailingstop;

if hh-trailingstop>stopline then
stopline:=hh-trailingstop;

if low<=stopline then
myexitprice:=min(open,stopline);

if myexittime then
myexitprice:=close;

if myexitprice>0 then begin
sell(1,holding,limitr,myexitprice);
stopline:=0;
end
end

if holding<0 and enterbars>=1 then begin
myexitprice:=0;

if stopline=0 then
stopline:=enterprice+1000;

if ll+trailingstop stopline:=ll+trailingstop;

if high>=stopline then
myexitprice:=max(open,stopline);

if myexittime then
myexitprice:=close;

if myexitprice>0 then begin
sellshort(1,holding,limitr,myexitprice);
stopline:=0;
end
end

if myexittime then begin
longtrade:=0;
shorttrade:=0;
end

盈亏:asset-500000,noaxis,coloryellow,linethick2;