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请高手帮忙给这个系统加一个限制开仓时间功能,比如只能在9点半到10点开仓.最好能够在TB上优化开仓时间.另外请帮忙加上止损止盈的功能.
日内30分钟突破系统
Params
Numeric nMins(30); // N分钟的突破
Numeric nOffset(3); // 突破式的价格偏移
Vars
NumericSeries HighestOf30Min;
NumericSeries lowestOf30Min;
Numeric myPrice;
Numeric MinPoint;
Numeric lots(1);
Begin
MinPoint = MinMove*PriceScale;
If(Date <> Date[1])
{
HighestOf30Min = High;
lowestOf30Min = Low;
}Else If(Time < 0.0900+nMins*0.0001)
{
HighestOf30Min = max(high,HighestOf30Min[1]);
lowestOf30Min = min(Low,lowestOf30Min[1]);
}Else
{
HighestOf30Min = HighestOf30Min[1];
lowestOf30Min = lowestOf30Min[1];
}
If(High >= HighestOf30Min + nOffset*MinPoint && MarketPosition != 1)
{
myPrice = HighestOf30Min + nOffset*MinPoint;
If(Open > myPrice) myPrice = Open;
Buy(lots,myPrice);
}
If(Low <= lowestOf30Min - nOffset*MinPoint && MarketPosition != -1)
{
myPrice = lowestOf30Min - nOffset*MinPoint;
If(Open < myPrice) myPrice = Open;
SellShort(lots,myPrice);
}
If(Time >= 0.1459)
{
Sell(lots,Open);
BuyToCover(lots,Open);
}
End |
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