IF BARPOS>=21 THEN BEGIN IF BARPOS=21 THEN N:=M; IF DayCount=6 OR BARPOS=21 THEN BEGIN{5天調整N值} N:=(19*N+TR)/20;{計算N值} DayCount:=2; END DayCount:=DayCount+1; EntPoint:=ENTERBARS+1; IF EntPoint=EntAndExitSign THEN BEGIN{說明STOP指令買進頭寸成功} PositionCount:=PositionCount+1;{頭寸計數} SellSign:=True;{開始以STOP賣出，如果達到指定的價格} END IF PositionCount=1 THEN BEGIN{第一頭寸} HOW:=CASH(0)*0.01/N;{波動性百分比決定頭寸規模} 開1:BUY(H>=BUYHHV,HOW,MARKET);{在20日新高STOP指令買進} END IF PositionCount=2 THEN BEGIN{如到第二頭寸} HOW:=CASH(0)*0.01/N;{波動性百分比決定頭寸規模} 開2:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上頭寸(即第一頭寸)+0.5個N以STOP指令買進} END IF PositionCount=3 THEN BEGIN{如到第三頭寸} HOW:=CASH(0)*0.01/N; 開3:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET);{在上頭寸(即第二頭寸)+0.5個N以STOP指令買進} END IF PositionCount=4 THEN BEGIN HOW:=CASH(0)*0.01/N; 開4:BUY(H>=ENTERPRICE+0.5*N,HOW,MARKET); END IF SellSign=True THEN BEGIN ExitPoint:=EXITBARS+1; IF ExitPoint=EntAndExitSign THEN BEGIN {說明賣出成功} PositionCount:=1;{頭寸計算復原} SellSign:=False; END IF ENTERPRICE-2*N then SELL(L<=SELLLLV,100%,MARKET);{退出離盈利頭寸} ELSE SELL(L<=ENTERPRICE-2*N,100%,MARKET);{退出虧損頭寸} END END;
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