oliverzrl 的 Dynamic Break Out II 策略是不是有未來函數(shù)

作者：開拓者 TB 來源：cxh99.com 發(fā)布時間：2013年09月24日

咨詢內(nèi)容： Numeric ceilingAmt(60);
Numeric floorAmt(20);
Numeric bolBandTrig(2.00);
Vars
Numeric lookBackDays(20);
Numeric todayVolatility(0);
Numeric yesterDayVolatility(0);
Numeric deltaVolatility(0);
NumericSeries buyPoint(0);
NumericSeries sellPoint(0);
NumericSeries longLiqPoint(0);
NumericSeries shortLiqPoint(0);
Numeric upBand(0);
Numeric dnBand(0);
Numeric MidLine(0);
Numeric Band(0);
Begin
todayVolatility = StandardDev(Close,30,1);
yesterDayVolatility = StandardDev(Close[1],30,1);
deltaVolatility = (todayVolatility - yesterDayVolatility)/todayVolatility;
lookBackDays = lookBackDays * (1 + deltaVolatility);
lookBackDays = Round(lookBackDays,0);
lookBackDays = Min(lookBackDays,ceilingAmt);
lookBackDays = Max(lookBackDays,floorAmt);
MidLine = AverageFC(Close,lookBackDays);
Band = StandardDev(Close,lookBackDays,bolBandTrig);
upBand = MidLine + bolBandTrig * Band;
dnBand = MidLine - bolBandTrig * Band;
buyPoint = Highest(High[1],lookBackDays);
sellPoint = Lowest(Low[1],lookBackDays);
longLiqPoint = Average(Close[1],lookBackDays);
shortLiqPoint = Average(Close[1],lookBackDays);

if(Close > upBand)
{
If(CrossOver(high,buyPoint))
  {
   Buy(1,max( buyPoint, Low ));

  }
Commentary("多頭觸發(fā)價:"+Text(buyPoint));

}

if(Close < dnBand)
{

If(CrossUnder(Low,sellPoint ))
{
   SellShort(1,min( sellPoint , High ));
}
Commentary("空頭觸發(fā)價:"+Text(sellPoint));

}
if(MarketPosition == 1)
{
If(CrossUnder(Low,longLiqPoint ))
{
   Sell(1,min( longLiqPoint , High ));
}
Commentary("多頭退出:"+Text(longLiqPoint));
}

if(MarketPosition == -1)

{
If(CrossOver(high,shortLiqPoint))
  {
   BuyToCover(1,max( shortLiqPoint, Low ));
  }
Commentary("多頭退出:"+Text(shortLiqPoint));

}

End
TB技術(shù)人員： 哪位高手幫忙翻譯一下
TB客服： 看下來感覺是一個類似于布林帶突破的趨勢系統(tǒng)，然后加了移動平均線止損。
網(wǎng)友回復(fù)： 學(xué)習(xí)了，謝謝分享
網(wǎng)友回復(fù)： 哪來的策略，確實含有未來函數(shù)，todayVolatility = StandardDev(Close,30,1);

oliverzrl 的 Dynamic Break Out II 策略 是不是有未來函數(shù)

oliverzrl 的 Dynamic Break Out II 策略是不是有未來函數(shù)