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电梯直达

1^#

发表于 2013-3-22 19:46:20 |只看该作者 |倒序浏览

Params
Numeric K1(0.50);
Numeric K2(0.50);
Numeric Mday(0);
Numeric Nday(0);
Numeric lots(1);
Numeric offset(0);
Numeric BeginTradeMins(9);
Numeric ExitOnCloseMins(14.30);
Numeric takeprofitset(1);

Vars
Numeric BuyRange(0);
Numeric SellRange(0);
Numeric BuyTrig(0);
Numeric SellTrig(0);
Numeric HH;
Numeric LL;
Numeric HC;
Numeric LC;
Numeric i_offset;
Numeric BuyPosition;
Numeric SellPosition;
Numeric Myprice;
Numeric DayOpen;
NumericSeries HigherAfterEntry;
      NumericSeries LowerAfterEntry;
Numeric StopLossSet;
Numeric StopLine;
Numeric myentryprice ;
Numeric myexitprice;

Begin

DayOpen = OpenD(0);
StopLine = HigherAfterEntry +DayOpen*StopLossSet;
StopLine = LowerAfterEntry-DayOpen*StopLossSet;
　　StopLine = AvgEntryPrice-DayOpen*StopLossSet;
   i_offset = offset*MinMove*PriceScale;
      HH = Highest(HighD[1],Mday);
   HC = Highest(CloseD[1],Mday);
      LL = Lowest(LowD[1],mday);
   LC = Lowest(CloseD[1],mday);
   If((HH - LC) == (HC - LL))
   {
            SellRange = HH - LC;
   }
   Else
   {
            SellRange =HC -LL;
   }
   HH = Highest(HighD[1],Nday);
   HC = Highest(CloseD[1],Nday);
   LL = Lowest(LowD[1],Nday);
      LC = Lowest(CloseD[1],Nday);
      If((HH - LC) >= (HC - LL))
      {
            BuyRange = HH - LC;
      }
      Else
   {
            BuyRange = HC + LL;
      }
      BuyTrig = K1*BuyRange;
      SellTrig = K2*SellRange;
      BuyPosition = OpenD(0)+BuyTrig;
   SellPosition = OpenD(0)-SellTrig;




   If(Date!=Date[1])
   {
   If(MarketPosition == 0)
   {
            If(High>=BuyPosition )
            {
   Buy(lots,Max(Open,BuyPosition)+i_offset);
                     Return;
}

            }
            If(Low<=SellPosition )
            {
   SellShort(lots,Min(Open,SellPosition)-i_offset);
                     Return;
}
            }

      If(MarketPosition == -1)
   {
            If(High>=BuyPosition )
            {
Buy(lots,Max(Open,BuyPosition)+i_offset);
                     Return;

}



}


   If(MarketPosition == 1)
   {
            If(Low<=SellPosition)
            {
   SellShort(lots,Min(Open,SellPosition)-i_offset);
                     Return;

}

            }

If(MarketPosition == -1)
{
If(HigherAfterEntry<=AvgEntryPrice+DayOpen*StopLossSet)
　　　　{

　　　　}Else
　　　　{
　　　　}
      If(Low == StopLine )
      {
      MyPrice = StopLine;
      If(Open <MyPrice) MyPrice = Open;
      BuyToCover(lots,MyPrice);
      }
}

If(MarketPosition == 1)
{
      If(LowerAfterEntry>=AvgEntryPrice-DayOpen*StopLossSet)
      {
      }Else
      {
      }
      If(high== StopLine)
{
      MyPrice = StopLine;
      If(Open >MyPrice) MyPrice = Open;
      sell(lots,MyPrice);
      }
}

If(Time ==ExitOnCloseMins/100)
{
Sell(lots,MyPrice);
BuyToCover(lots,MyPrice);
}

End

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