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多头不能像空头一样连续开单,我希望多头能跟空头一样开平仓
//------------------------------------------------------------------------
// 简称: RB
// 名称: RangeBreak
// 类别: 交易指令
// 类型: 其他
// 输出:
//------------------------------------------------------------------------
Params
Numeric PercentOfRange(0.8);
Numeric ExitOnCloseMins(14.55);
Numeric MinRange(0.2);
Numeric LastTradeMins(14.00);
Numeric BeginTradeMins(9.00);
Numeric Lots(1);
Numeric Stoplossset(1);
Vars
NumericSeries DayOpen;
NumericSeries preDayRange;
NumericSeries HigherAfterEntry;
NumericSeries LowerAfterEntry;
Numeric preDayHigh;
Numeric preDayLow;
Numeric UpperBand;
Numeric LowerBand;
Numeric MyPrice;
Numeric StopLine;
Begin
DayOpen=OpenD(0);
preDayHigh=HighD(1);
preDayLow=LowD(1);
preDayRange=HighD(1)-LowD(1);
UpperBand=DayOpen+preDayRange*PercentOfRange;
LowerBand=Dayopen-preDayRange*PercentOfRange;
If(BarsSinceEntry==1)
{
HigherAfterEntry=AvgEntryPrice;
LowerAfterEntry=HigherAfterEntry;
}Else If(BarsSinceEntry>1)
{
HigherAfterEntry=max (HigherAfterEntry[1],High[1]);
LowerAfterEntry=min(LowerAfterEntry[1],Low[1]);
}
If(Date!=Date[1])
{DayOpen=Open;
preDayRange=preDayHigh-preDayLow;
If(preDayRange<Open*MinRange*0.01)
PreDayRange=Open*MinRange*0.01;
}Else
{
DayOpen=DayOpen[1];
preDayRange=preDayRange[1];
}
If(MarketPosition!=1&&High>=UpperBand&&Time<LastTradeMins/100)
{
Myprice=UpperBand;
If(Open>Myprice)Myprice=Open;
Buy(1,Myprice);
Return;
}
If(MarketPosition!=1&&Low<=LowerBand&&Time<LastTradeMins/100)
{
Myprice=LowerBand;
If(Open<Myprice)Myprice=Open;
Sellshort(1,Myprice);
Return;
}
//收盘平仓
If(Time>=ExitOnCloseMins/100)
{
Sell(1,Open);
BuyToCover(1,Open);
}
SetExitOncLOSE;
End
//------------------------------------------------------------------------
// 编译版本 GS2004.06.12
// 用户版本 2010/07/11 16:44
// 版权所有 oliverzrl
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TrabeBlazer公式修改和重写的权利
//------------------------------------------------------------------------ |
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