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标题:[交易系统]openbreaksystem

1楼
z7c9 发表于:2011/10/24 20:00:40

 

runmode:0;

input:entrystop(0.5);
input:exitstop(0.5);
input:malength(120);

myma:=ma(open,malength);

entrylongcond:=open>myma and high>=open*(1+entrystop/100);
exitlongcond:=low<=open*(1-exitstop/100);

entryshortcond:=openexitshortcond:=high>=open*(1+exitstop/100);

if holding=0 then begin
if entrylongcond then
buy(1,1,limitr,open*(1+entrystop/100));

if entryshortcond then
buyshort(1,1,limitr,open*(1-entrystop/100));
end

if holding>0 then begin
if exitlongcond then
sell(1,holding,limitr,open*(1-exitstop/100));
end

if holding<0 then begin
if exitshortcond then
sellshort(1,holding,limitr,open*(1+exitstop/100));
end

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

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