開拓者thermostat系統(tǒng)源碼[開拓者公式]
- 源碼內(nèi)容：
inputs:
bollingerlengths(50),
trendliqlength(50),
numstddevs(2),
swingprcnt1(0.50),
swingprcnt2(0.75),
atrlength(10),
swingtrendswitch(20);
vars:
cmival(0),
buyeasierday(0),
selleasierday(0),
trendlokbuy(0),
trendloksell(0),
keyofday(0),
swingbuypt(0),
swingsellpt(0),
trendbuypt(0),
trendsellpt(0),
swingprotstop(0);
cmival=choppymarketindex(30);
buyeasierday=0;
selleasierday=0;
trendlokbuy=average(low,3);
trendloksell=average(high,3);
keyofday=(high+low+close)/3;
if(close>keyofday) then selleasierday=1;
if(close<=keyofday) then buyeasierday=1;
if(buyeasierday=1) then
begin
swingbuypt=open of tomorrow + swingprcnt1*avgtruerange(atrlength);
swingsellpt=open of tomorrow - swingprcnt2*avgtruerange(atrlength);
end;
if(selleasierday=1) then
begin
swingbuypt=open of tomorrow + swingprcnt2*avgtruerange(atrlength);
swingsellpt=open of tomorrow - swingprcnt1*avgtruerange(atrlength);
end;
swingbuypt=maxlist(swingbuypt,trendlokbuy);
swingsellpt=minlist(swingsellpt,trendloksell);
trendbuypt=bollingerband(close,bollingerlengths,numstddevs);
trendsellpt=bollingerband(close,bollingerlengths,-numstddevs);
if(cmival<swingtrendswitch) then
begin
if(marketposition<>1) then buy("swingbuy") next bar at swingbuypt
stop;
if(marketposition<>-1) then sellshort("swingsell") next bar at
swingsellpt stop;
end
else
begin
swingprotstop=3*avgtruerange(atrlength);
buy("trendbuy") next bar at trendbuypt stop;
sellshort("trendsell") next bar at trendsellpt stop;
sell from entry("trendbuy") next bar at average(close,trendliqlenth)
stop;
buytocover from entry("trendsell") next bar at
average(close,trendliqlength) stop;
sell from entry("swingbuy") next bar at entryprice - swingprotstop
stop;
buytocover from entry("swingsell") next bar at entryprice +
swingprotstop stop;
end;
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