开拓者带未来的突破性交易策略[开拓者公式]
Params
Numeric length(5);
Numeric hands(1);
Numeric Stop_win(2000);
Numeric Stop_loss(1000);
Numeric n(-2);
Vars
Numeric myhigh;
Numeric mylow;
Numeric MyEntryPrice;
Numeric MyExitPrice;
Begin
if(time>=0.1455)
{
if(MarketPosition==1)
sell(0,open);
if(MarketPosition==-1)
{
buytocover(0,open);
}
}
myhigh = Highest(High[1],length);
mylow = Lowest(Low[1],length);
PlotNumeric("myhigh",myhigh);
PlotNumeric("mylow",mylow);
if (High>myhigh and MarketPosition<>1 and open<=myhigh and time>=0.0901 && time <0.1455)
{
Buy(hands,myhigh+n*MinMove*pricescale);
}
if ( MarketPosition<>1 and open>myhigh and time>=0.0901 && time <0.1455)
{
Buy(hands,open);
}
if (Low<mylow and MarketPosition<>-1 and open>=mylow and time>=0.0901 && time <0.1455)
{
SellShort(hands,mylow-n*MinMove*pricescale);
}
if ( MarketPosition<>-1 and open<mylow and time>=0.0901 && time <0.1455)
{
SellShort(hands,open);
}
MyEntryPrice = AvgEntryPrice;
If(MarketPosition==1) // 有多仓的情况
{
If(High >= MyEntryPrice + Stop_win) // 止赢条件表达式
{
MyExitPrice = MyEntryPrice + Stop_win;
If(Open > MyExitPrice) MyExitPrice = Open; // 如果该Bar开盘价有跳空触发,则用开盘价代替
Sell(0,MyExitPrice);
}else if(Low <= MyEntryPrice - Stop_loss)// 止损条件表达式
{
MyExitPrice = MyEntryPrice - Stop_loss;
If(Open < MyExitPrice) MyExitPrice = Open; // 如果该Bar开盘价有跳空触发,则用开盘价代替
Sell(0,MyExitPrice);
} //www.chengxuhuajiaoyi.com
}else if(MarketPosition==-1) // 有空仓的情况
{
If(Low <= MyEntryPrice - Stop_win) // 止赢条件表达式
{
MyExitPrice = MyEntryPrice - Stop_win;
If(Open < MyExitPrice) MyExitPrice = Open; // 如果该Bar开盘价有跳空触发,则用开盘价代替
BuyToCover(0,MyExitPrice);
}else if(High >= MyEntryPrice + Stop_loss)// 止损条件表达式
{
MyExitPrice = MyEntryPrice + Stop_loss;
If(Open > MyExitPrice) MyExitPrice = Open; // 如果该Bar开盘价有跳空触发,则用开盘价代替
BuyToCover(0,MyExitPrice);
}
}
End
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