開拓者 TB 按比例止損源碼范例

作者：開拓者 TB 來源：cxh99.com 發布時間：2012年12月07日

內容源碼：

Params
Numeric trailingstop(0.5);
Numeric TrailingStart(2);
。。。。。
Vars
NumericSeries HigherAfterEntry;
NumericSeries LowerAfterEntry;
BoolSeries  bLongTrailingStoped;
BoolSeries  bShortTrailingStoped;
。。。。。。

Else If(MarketPosition<>0)
{
   If(MarketPosition==1)
   {
   If(Close[1]<AvgValue[1])
   {
   MyPrice=Open;
   Sell(0,MyPrice);
   }
   Else If(HigherAfterEntry>=AvgEntryPrice+AvgEntryPrice*TrailingStart*0.01)
   {
   If(Low <= HigherAfterEntry -(HigherAfterEntry-AvgEntryPrice)*TrailingStop*0.01)
   {
   MyPrice = HigherAfterEntry -(HigherAfterEntry-AvgEntryPrice)*TrailingStop*0.01;
   If(Open < MyPrice) MyPrice = Open;
   Sell(1,MyPrice);
   bLongTrailingStoped = True;
   }
   }
   }
   Else if(MarketPosition==-1)
   {
   if(Close[1]>AvgValue[1])
   {
   MyPrice=Open;
   BuyToCover(0,MyPrice);
   }
   Else If(LowerAfterEntry<=AvgEntryPrice-AvgEntryPrice*TrailingStart*0.01)
   {
If(High >= LowerAfterEntry + (AvgEntryPrice-LowerAfterEntry)*TrailingStop*0.01)
{
MyPrice = LowerAfterEntry + (AvgEntryPrice-LowerAfterEntry)*TrailingStop*0.01;
If(Open > MyPrice) MyPrice = Open;
BuyToCover(1,MyPrice);
bShortTrailingStoped= True;
}
         }
   }
}
End

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