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发表于 2019-5-20 11:17:23
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Vars
Numeric PercentOfRange(0.3);
Numeric UpperLine;
Numeric LowerLine;
Numeric preAvgRange;
Numeric stopLine1;
Numeric stopLine2;
Numeric stopPrice;
Numeric myPrice;
Numeric CloseTime(0.1450);//平仓时间
Bool timerange;
Bool THISbar(False);//当天交易和止损不能在同一个K线上的布尔变量标记 初始值为false
Bool XBar(False);//当天止损后停止交易的布尔变量标记 初始值为flase
Numeric avgClose5;//求五天以来收盘价的平均值
Numeric Diff1;//前1个K线的最高价和最低价之差
Numeric Diff2;
Numeric Diff3;
Numeric Diff4;
Numeric Diff5;
Begin
Diff1 = High[1]-Low[1];
Diff2 = High[2]-Low[2];
Diff3 = High[3]-Low[3];
Diff4 = High[4]-Low[4];
Diff5 = High[5]-Low[5];
avgClose5 = AverageD(1,5);//求五天以来收盘价的平均值
timeRange = time>0.0900 && time<0.1400;
preAvgRange = (diff1+diff2+diff3+diff4+diff5)/5;
UpperLine = avgClose5+preAvgRange*PercentOfRange;//上轨
LowerLine = AvgClose5-preAvgRange*PercentOfRange;//下轨
stopPrice = AvgEntryPrice;//平均建仓价格
stopLine1 = stopPrice*1.005;
stopLine2 = stopPrice*0.995;
If(marketposition==1&&THISbar==false&&timerange){
If(low<=stopLine2){
Sell(0,Min(Low,stopLine2));//多头止损
XBar=True;//止损后xbar的布尔值变为true
}
}
If(marketposition==-1&&THISbar==false&&timerange){
If(High>=stopLine1){
BuyToCover(0,Max(High,stopLine1));//空头止损
XBar=True;//止损后xbar的布尔值变为true
}
}
If(MarketPosition==0 &&timeRange&& High>UpperLine&&XBar==False){
myPrice=UpperLine;
If(open>myprice){myprice = open;}
Buy(1,myprice);
THISbar=True;//交易后thisbar的布尔值变为true
}
If(MarketPosition==0 && timeRange&& Low<LowerLine&&XBar==False){
myprice=lowerLine;
If(open<myprice){myprice = open;}
SellShort(1,myprice);
THISbar=True;//交易后thisbar的布尔值变为true
}
If(time>=closeTime&&MarketPosition==1){
Sell(0,0);//多头平仓
}
If(time>=closeTime&&MarketPosition==-1){
BuyToCover(0,0);//空头平仓
}
End |
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