碎形—— 交易的起始

碎形原理：是利用簡單的多空原理而形成。市場上漲時，買方追高價的意愿很高，價格就會不斷上升，買方意愿將隨價格的不斷上升而逐漸減少，價格最終回跌。交易者意愿被市場新入的信息（混沌）所影響，此時市場處于低價值區(qū)，雖然目前的價值區(qū)買賣雙方都同意，但對于價格有著不同看法，當買方意愿再度大于賣方意愿時價格就會上漲，如果這個買方的動能足以超越向上碎形時，我們將在向上碎形上一檔積極進場。

一個最簡單的分形就是我們的手指，中指最高而兩邊分別遞減。

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//構建鱷魚線
Y:=(H+L)/2;
上唇:Ref((sma(Y,5,1)),3),colorgreen;
牙齒:Ref((sma(Y,8,1)),5),colorred;
下顎:REF((SMA(Y,13,1)),8),colorblue;
R2:=REF(牙齒, 5);
KU1:=IFELSE(H=HHV(H, 3), 1, 0);
KD1:=IFELSE(L=LLV(LOW, 3), 1, 0);
//上分形
UL:=IFELSE (REF(KU1, 2)=1 AND REF(KU1, 1)=0 AND
KU1=0, REF (HIGH, 2), REF(HIGH, 2+BARSLAST(REF(KU1,2)=1 AND REF(KU1,1)=0 AND KU1=0)));
//下分形
DL:=IFELSE (REF(KD1, 2)=1 AND REF(KD1, 1)=0 AND
KD1=0, REF(LOW, 2),? REF(LOW, 2+BARSLAST(REF(KD1,2)=1 AND REF(KD1,1)=0 AND KD1=0)));

//定義信號開倉位置
SHANG:=IFELSE(high>=R2, UL, REF (UL, BARSLAST (HIGH>R2)));
XIA:=IFELSE(LOW<=R2, DL, REF (DL, BARSLAST (LOW<=R2)));
//建倉
if C>SHANG AND REF(CLOSE, 1)<REF( SHANG, 1)AND holding<=0 then
begin
?sellshort(1,holding,marketr);
?buy(1,1,marketr);
end?
if C<XIA AND REF(CLOSE, 1)>REF(XIA,1) AND holding>=0 then
begin
?sell(1,holding,marketr);
?buyshort(1,1,marketr);
end

AO:=sma(y,5,1)-sma(y,34,1);
AC:=sma((AO-sma(AO,5,1)),5,1);

//加倉
if AO>REF(AO, 1) AND REF(AO, 1)>REF(AO, 2) AND AC>REF(AC,1) AND REF(AC,1)>REF(AC, 2)AND C>REF(C,1) and holding=1 then
begin
?buy(1,1,marketr);
end
if AO<REF(AO, 1) AND REF(AO,1)<REF(AO, 2) AND AC<REF(AC, 1) AND REF (AC,1)<REF (AC, 2)AND C<REF(C, 1) and holding=-1 then
begin
?buyshort(1,1,marketr);
end

//出場，止損止盈
A: =MULTIPLIER;
SL:=100;
TP:=100;
if (c<=enterprice-SL*A or c>=enterprice+TP*A)? then sell(1,holding,marketr);
if (c>=enterprice+SL*A or c<=enterprice-TP*A)? then sellshort(1,holding,marketr);