開拓者 TB 突破+穿越追漲殺跌法交易策略源碼
作者：開拓者 TB 來源：cxh99.com 發布時間：2012年12月29日
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一小段股指期貨（IF）程序，送懂得感恩的人。
Params
Numeric K1(50);
Numeric K2(7);
Numeric nOffSet(0);
Numeric stopLossSet(100);
Vars
NumericSeries a1;
NumericSeries a2;
Numeric MinPoint;
Numeric MyEntryPrice;
Numeric MyExitPrice;
Numeric stopLossPoint;
Numeric offSetDots;
bool cross1;
bool cross2;
//程序化交易 www.weiqiv.net.cn Begin
offSetDots = nOffSet * MinMove * PriceScale;
a1=Highest(high[1],K1);
a2=Lowest(low[1],K2);
cross1=CrossOver(high,a1);
cross2=CrossUnder(low,a2);
If(cross1 && MarketPosition<>1)
{
Buy(1,a1+offSetDots);
}
If(cross2 && MarketPosition<>-1)
{
SellShort(1,a2-offSetDots);
}
stopLossPoint = stopLossSet * MinMove * PriceScale;
If(MarketPosition == 1)
{
myEntryPrice = AvgEntryPrice;
If(low <= myEntryPrice - stopLossPoint)
{
myExitPrice = myEntryPrice - stopLossPoint;
If(open < myExitPrice) myExitPrice = open;
Sell(0,myExitPrice);
}
}
else If (MarketPosition == -1)
{
myEntryPrice = AvgEntryPrice;
If(High >= myEntryPrice + stopLossPoint)
{
myExitPrice = myEntryPrice + stopLossPoint;
If(open > myExitPrice) myExitPrice = open;
BuyToCover(0,myExitPrice);
}
}
End
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