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今天学习了这个帖子 http://www.tradeblazer.net/forum ... 3&highlight=ATR
Params
Numeric length(20);
Numeric atrSet(3);
Vars
NumericSeries AvgValue;
Numeric ATRValue;
NumericSeries MyTrend(0);
NumericSeries MyHigher;
NumericSeries MyLower;
Begin
If(BarStatus == 0)
{
MyTrend = 0;
MyHigher = InvalidNumeric;
MyLower = InvalidNumeric;
}Else
{
MyTrend = MyTrend[1];
If(MyHigher!=InvalidNumeric)
MyHigher = max(high,MyHigher[1]);
If(MyLower!=InvalidNumeric)
MyLower = min(Low,MyLower[1]);
}
AvgValue = AverageFC(Close,Length);
ATRValue = AvgTrueRange(Length);
If(CrossOver(Close,AvgValue))
{
MyTrend = 1;
MyHigher = High;
MyLower = InvalidNumeric;
}
If(CrossUnder(Close,AvgValue))
{
MyTrend = -1;
MyHigher = InvalidNumeric;
MyLower = Low;
}
If(MyTrend==1)
{
PlotNumeric("StopLong",MyHigher-atrSet*ATRValue);
}Else If(MyTrend==-1)
{
PlotNumeric("StopShort",MyLower+atrSet*ATRValue);
}
End |
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