公式源码白送了！

liuwu3077057

根据http://bbs.tb18.net/thread-8818-1-1.html里的公式改的，有些多余的我没有删，反正自己看
Params
    Numeric ceilingAmt(60);
    //Numeric floorAmt(20);
    Numeric bolBandTrig(0.1);
        Numeric lookBackDays(20);
Vars
     
    Numeric lookBackDays1(0);
    Numeric lookBackDays2(0);
    Numeric lookBackDays3(0);         
    Numeric todayVolatility(0);
    Numeric yesterDayVolatility(0);
    Numeric deltaVolatility(0);
    NumericSeries buyPoint(0);
    NumericSeries sellPoint(0);
    NumericSeries longLiqPoint(0);
    NumericSeries shortLiqPoint(0);
    NumericSeries upBand(0);
    NumericSeries dnBand(0);
    NumericSeries MidLine(0);
    NumericSeries Band(0);
Begin
    todayVolatility = StandardDev(High[1],30,1);
    yesterDayVolatility = StandardDev(High[2],30,1);
    deltaVolatility = (todayVolatility - yesterDayVolatility)/todayVolatility;
    lookBackDays1 = ceilingAmt * (1 + deltaVolatility);
    lookBackDays1 = Round(lookBackDays1,0);
    lookBackDays2 = Min(lookBackDays1,ceilingAmt);
    lookBackDays3 = Max(lookBackDays1,ceilingAmt);
    MidLine = AverageFC(Close,lookBackDays);
    Band = StandardDev(Close,lookBackDays,bolBandTrig);
    upBand = MidLine + bolBandTrig * Band;
    dnBand = MidLine - bolBandTrig * Band;
    buyPoint = Highest(High[1],lookBackDays3);
    sellPoint = Lowest(Low[1],lookBackDays2);
    longLiqPoint = Average(Close,lookBackDays);
   // shortLiqPoint = Average(Close,lookBackDays3);
     //PlotNumeric("buyPoint",buyPoint );
        // PlotNumeric("upBand",upBand);
If(MarketPosition == 0)

{
       
   If(high>=BuyPoint)   
  {
     Buy(1,max( BuyPoint, Open ));

  }


/*if(Close[1] <Midline[1])
{

   If(Low<=sellPoint )
   {
      SellShort(1,min( sellPoint , Open ));
   }
Commentary("空头触发价:"+Text(sellPoint));

}*/
}
if(MarketPosition == 1 And BarsSinceEntry > 0)
{  
   If(Low<=sellPoint)
   {
      Sell(1,min( sellPoint , Open ));
   }
//Commentary("多头退出:"+Text(longLiqPoint));
}




/*if(MarketPosition == -1  And BarsSinceEntry > 0)

{
   If(high>=shortLiqPoint[1])   
  {
     BuyToCover(1,max( shortLiqPoint[1], Open ));
  }
Commentary("多头退出:"+Text(shortLiqPoint));

}*/


End

win5ms

Dynamic Break Out II？

liuwu3077057

win5ms 发表于 2020-10-15 14:04
Dynamic Break Out II？

用他改的，不过还是有好多不同的！自己看吧