迷雾中的老虎（tigers in the mist）

yebenli

Input: MistLength(3),Longstop(0.993),Shortstop(1.007)
Var: UpTrend(0),DownTrend(0),Longtrigger(0),Shorttrigger(0)



Condition1 = High > Highest(High, MistLength)[1] AND Close > Close[1]
Condition2 = Low < Lowest(Low, MistLength)[1] AND Close < Close[1]



Longtrigger= EntryPrice(0) * Longstop
Shorttrigger= EntryPrice(0) *Shortstop



If Condition1[1] AND Open > High[1] AND Close < High[1] Then
    Buy next bar at High Stop
End If
If Condition2[1] AND Open < Low[1] AND Close > Low[1] Then
    Sell next bar at Low Stop
End If



If MarketPosition = 1 Then
    ExitLong next bar at Longtrigger stop
Else If MarketPosition = -1 Then
    ExitShort next bar at Shorttrigger stop
End If

SetExitOnClose

zjjzxl

u最初级的突破系统啊，名字搞这么花哨干嘛

dcba2008

这个是什么语言？

yebenli

zjjzxl 发表于 2013-12-22 09:21
u最初级的突破系统啊，名字搞这么花哨干嘛

别处抄来的。。。