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标题:[交易系统]外包日系统

1楼
z7c9 发表于:2011/10/23 19:20:16

 

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;

2楼
CITSCWB 发表于:2011/10/26 17:36:48
缺少TR参数
3楼
CITSCWB 发表于:2011/10/26 17:38:10
第三句完全是错的
共3 条记录, 每页显示 10 条, 页签: [1]


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