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建一个交易指令VS,和上面文档有所不同,不能再收盘的时候开仓,所以延迟到下一个Bar开盘交易。
- Params
- Numeric ATRLength(14); // 平均波幅的周期
- Numeric NATR(3); // 常量C
- Vars
- Numeric ATRValue;
- Numeric ARCValue;
- NumericSeries SICHigh;
- NumericSeries SICLow;
- Numeric SARLong;
- Numeric SARShort;
- Begin
- If(BarStatus == 0)
- {
- SICHigh = Close;
- SICLow = Close;
- }Else
- {
- SICHigh = Max(Close,SICHigh[1]);
- SICLow = Min(Close,SICLow[1]);
- }
- ATRValue = AvgTrueRange(ATRLength);
- ARCValue = ATRValue * NATR;
- SARLong = SICLow + ARCValue;
- SARShort = SICHigh - ARCValue;
- Commentary("SICHigh="+Text(SICHigh));
- Commentary("SICLow="+Text(SICLow));
- Commentary("ATR="+Text(ATRValue));
- Commentary("ARC="+Text(ARCValue));
- Commentary("SARLong="+Text(SARLong));
- Commentary("SARShort="+Text(SARShort));
-
- If(MarketPosition ==0)
- {
- If(Close > SARLong)
- {
- Buy(1,NextOpen,True);
- SICHigh = Close;
- SICLow = Close;
- }
- If(Close < SARShort)
- {
- SellShort(1,NextOpen,True);
- SICHigh = Close;
- SICLow = Close;
- }
- }Else If(MarketPosition == 1)
- {
- If(Close < SARShort)
- {
- SellShort(1,NextOpen,True);
- SICHigh = Close;
- SICLow = Close;
- }
- }Else If(MarketPosition == -1)
- {
- If(Close > SARLong)
- {
- Buy(1,NextOpen,True);
- SICHigh = Close;
- SICLow = Close;
- }
- }
- End
复制代码 |
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