ATR棘輪法

作者：文華財經來源：cxh99.com 發布時間：2015年09月17日

咨詢內容： 下面是TB的 ATR棘輪法，改成文化應如何寫？謝謝，

Params

      Numeric Lots(1);       Numeric nOffset(3);       Numeric HLength(5);       Numeric LLength(5);       Numeric AtrLength(0.05);       Numeric myBarsSinceEntry(9);
Vars
      NumericSeries HHH;       NumericSeries LLL;       NumericSeries HHH1;       NumericSeries LLL1;               NumericSeries Atr;       Numeric myPrice;       NumericSeries StopLine;       NumericSeries LastPrice;       Numeric MinPoint;

Begin
      MinPoint = MinMove*PriceScale;       HHH = Highest(High,HLength);       LLL = Lowest(Low,LLength);       HHH1 = Highest(High,10);       LLL1 = Lowest(Low,10);

      Atr = AvgTrueRange(20);

      If(MarketPosition==1)       {             //LLL1 = Max(LLL1,LastPrice);             LLL1 = Max(LLL1,LLL1[1]);             //PlotNumeric("LLL1",LLL1);
            If(BarsSinceEntry>myBarsSinceEntry || High>LastPrice+Atr[1])             {                      StopLine =Max(StopLine,LLL1[1] + (BarsSinceEntry)*Atr[1]*AtrLength);             }
            PlotNumeric("多頭止損:",StopLine);
            If(Low<StopLine)             {                      myPrice =Min(Open,StopLine) - MinPoint*nOffset;                      Sell(Lots,myPrice);
            }                      }       If(MarketPosition==-1)       {             //HHH1 = Min(HHH1,LastPrice);             HHH1 = Min(HHH1,HHH1[1]);             //PlotNumeric("HHH1",HHH1);
            If(BarsSinceEntry>myBarsSinceEntry || Low<LastPrice-Atr[1])             {                      StopLine =Min(StopLine,HHH1[1] - (BarsSinceEntry)*Atr[1]*AtrLength);             }             PlotNumeric("空頭止損:",StopLine);
            If(High>StopLine)             {                      myPrice =Max(Open,StopLine) + MinPoint*nOffset;                      BuyToCover(Lots,myPrice);
            }       }

      If(MarketPosition<>1)       {             If(High>HHH[1])             {                      myPrice =Max(Open,HHH[1]);                      Buy(Lots,myPrice +MinPoint*nOffset);                      LastPrice = myPrice;                      StopLine = myPrice -Atr[1]*1.5;                      Return;             }       }       If(MarketPosition<>-1)       {             If(Low<LLL[1])             {                      myPrice = Min(Open,LLL[1]);                      SellShort(Lots,myPrice- MinPoint*nOffset);                      LastPrice = myPrice;                      StopLine = myPrice +Atr[1]*1.5;                      Return;             }       }

      If(time == 0.1510)       {             Sell(Lots,Open -MinPoint*nOffset);             BuyToCover(Lots,Open +MinPoint*nOffset);       }
End
文華技術人員：
這樣編寫。

NOFFSET:=3;
HLENGTH:=5;
LLENGTH:=5;
ATRLENGTH:=0.05;
MYBARSSINCEENTRY:=9;
HHH:=HHV(HIGH,HLENGTH);
LLL:=LLV(LOW,LLENGTH);
HHH1:=HHV(HIGH,10);
LLL1:=LLV(LOW,10);
TR : MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR : MA(TR,20),COLORYELLOW;
BKVOL>0&&(BARSBK>MYBARSSINCEENTRY||HIGH>BKPRICE+REF(ATR,1)),SP;
SKVOL>0&&(BARSSK>MYBARSSINCEENTRY||LOW<SKPRICE-REF(ATR,1)),BP;
TIME>=1510,CLOSEOUT;
AUTOFILTER;
注：您的源碼中沒有開倉條件，需要您自行定義下。