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基本思想来源于《完美日内交易商II》- (作 者: (美)杰克.伯恩斯坦)中描述,做了部分调整及修改。
30分钟可以通过参数进行调整。。
代码如下:
- Params
- Numeric nMins(30); // N分钟的突破
- Numeric nOffset(3); // 突破式的价格偏移
- Vars
- NumericSeries HighestOf30Min;
- NumericSeries lowestOf30Min;
- Numeric myPrice;
- Numeric MinPoint;
- Numeric lots(1);
- Begin
- MinPoint = MinMove*PriceScale;
- If(Date <> Date[1])
- {
- HighestOf30Min = High;
- lowestOf30Min = Low;
- }Else If(Time < 0.0900+nMins*0.0001)
- {
- HighestOf30Min = max(high,HighestOf30Min[1]);
- lowestOf30Min = min(Low,lowestOf30Min[1]);
- }Else
- {
- HighestOf30Min = HighestOf30Min[1];
- lowestOf30Min = lowestOf30Min[1];
- }
-
- If(High >= HighestOf30Min + nOffset*MinPoint && MarketPosition != 1)
- {
- myPrice = HighestOf30Min + nOffset*MinPoint;
- If(Open > myPrice) myPrice = Open;
- Buy(lots,myPrice);
- }
- If(Low <= lowestOf30Min - nOffset*MinPoint && MarketPosition != -1)
- {
- myPrice = lowestOf30Min - nOffset*MinPoint;
- If(Open < myPrice) myPrice = Open;
- SellShort(lots,myPrice);
- }
- If(Time >= 0.1459)
- {
- Sell(lots,Open);
- BuyToCover(lots,Open);
- }
- End
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