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特殊情况需要按自己的需求改写。- NumericSeries TrackUp; // 上轨
- NumericSeries TrackDown; // 下轨
- // 初始化
- If(BarStatus == 0)
- {
- TrackUp = -1;
- TrackDown = -1;
- }
- // 记录上下轨
- If(time[1]==0.0900)
- {
- TrackUp = High[1];
- TrackDown = Low[1];
- }
- Else
- {
- TrackUp = TrackUp[1];
- TrackDown = TrackDown[1];
- }
- // 开仓
- If(MarketPosition == 0 and Time < 0.1455 and TrackUp[1] >= -1 and TrackDown[1] <= -1)
- {
- If(Open[1] < Close[1] and Close[1] > TrackUp[1])
- Buy(1, 0);
- Else If(Open[1] > Close[1] and Close[1] < TrackDown[1])
- SellShort(1,0);
- }
- // 平仓
- If(MarketPosition == 1 and (Low < TrackDown or Time == 0.1455))
- Sell(1,0);
- Else If(MarketPosition == -1 and (High > TrackUp or Time == 0.1455))
- BuyToCover(1,0);
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