求帮策略开盘区间突破　[开拓者 TB]

 来源:CXH99.COM

1. NumericSeries TrackUp;                // 上轨
   
2. NumericSeries TrackDown;        // 下轨
   
3. 
   
4. // 初始化
   
5. If(BarStatus == 0)
   
6. {
   
7.     TrackUp = -1;
   
8.     TrackDown = -1;
   
9. }
   
10. 
    
11. // 记录上下轨
    
12. If(time[1]==0.0900)
    
13. {
    
14.     TrackUp = High[1];
    
15.     TrackDown = Low[1];
    
16. }
    
17. Else
    
18. {
    
19.     TrackUp = TrackUp[1];
    
20.     TrackDown = TrackDown[1];
    
21. }
    
22. 
    
23. // 开仓
    
24. If(MarketPosition == 0 and Time < 0.1455 and TrackUp[1] >= -1 and TrackDown[1] <= -1)
    
25. {
    
26.     If(Open[1] < Close[1] and Close[1] > TrackUp[1])
    
27.         Buy(1, 0);
    
28.     Else If(Open[1] > Close[1] and Close[1] < TrackDown[1])
    
29.         SellShort(1,0);
    
30. }
    
31. 
    
32. // 平仓
    
33. If(MarketPosition == 1 and (Low < TrackDown or Time == 0.1455))
    
34.     Sell(1,0);
    
35. Else If(MarketPosition == -1 and (High > TrackUp or Time == 0.1455))
    
36.     BuyToCover(1,0);