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Params
Numeric lots(1); // 定义设置开仓数量
Vars
Numeric N1(1); // 定义设置滑点数
Numeric i_offset;
NumericSeries D1(0);
NumericSeries D2(0);
NumericSeries D3(0);
Bool Condition1;
Bool Condition2;
Begin
i_offset = N1*MinMove*PriceScale;
D1 = Lowest(Low[2],22); //求1个月最低价
D2 = Highest(High[2],22); //求1个月最高价
D3 = IntPart(0.008*Open[1]); //昨日开盘价的0.8%
Condition1 = (Low[1]<=D1 OR low[2]<=D1 OR low[3]<=D1) And (Open[1]-Close[1])>=D3; //判断反转日,由多转空
Condition2 = (High[1]>=D2 OR High[2]<=D2 OR High[3]<=D2) And (Close[1]-open[1])>=D3; //判断反转日,由空转多
if (Condition1 And MarketPosition!=-1)
{
SellShort(lots,Open-i_offset); //反转日,开空
}
if (Condition2 And MarketPosition!=01)
{
Buy(lots,Open+i_offset); //反转日,开多
}
End |
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