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

咨詢內容：
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.tumamayizhan.com 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