?老師,麻煩請(qǐng)將下面的TB代碼轉(zhuǎn)換成文華,謝謝!
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//------------------------------------------------------------------------
// 簡(jiǎn)稱: PreBreakATR_TradingSystem
// 名稱: PreBreakATR_TradingSystem
// 類別: 公式應(yīng)用
// 類型: 用戶應(yīng)用
// 輸出:
//------------------------------------------------------------------------
Params
Numeric lots(1);?
Numeric PAR_1(2);
Numeric PAR_2(12);
Numeric PAR_3(4.25);
Numeric PAR_4(32);???
Numeric PAR_5(2);
Numeric PAR_6(1);?
Numeric PAR_7(86);
Numeric?PAR_8(6);?
Numeric PAR_9(930);????
Numeric PAR_10(1400);??
Vars
NumericSeries VAR_1;??????????
Numeric VAR_2(0);
Numeric VAR_3;
Numeric VAR_4;
Numeric VAR_5;
Numeric VAR_6;
NumericSeries VAR_7;???????
NumericSeries VAR_8;????
Numeric VAR_9;
Numeric VAR_10;
bool boll_1;
Numeric tmp;
Numeric tmp2;
bool boll_2;
bool boll_3;
bool boll_4;
Begin
VAR_1=AvgTrueRange(PAR_7);
boll_1=Time>0.0001*PAR_9 And Time <PAR_10 * 0.0001;
if (BarsSinceEntry == 1)
{
VAR_7 = AvgEntryPrice;
VAR_8 = AvgEntryPrice;
}
Else If(BarsSinceEntry > 1)
{
VAR_7 = Max(VAR_7[1],High[1]);
VAR_8 = Min(VAR_8[1],Low[1]);
}
Else
{
VAR_7 = VAR_7[1];
VAR_8 = VAR_8[1];
}
?? VAR_6 = MinMove*PriceScale;
VAR_3=Average(high[1]-low[1],PAR_1);
VAR_4=Average(open,PAR_2)+VAR_3*PAR_3;
VAR_5=Average(open,PAR_2)-VAR_3*PAR_3;
??
??
??
??
boll_4=boll_1? and MarketPosition<>-1 && Low<=VAR_5 ;
boll_3=boll_1? and MarketPosition<>1 && high>=VAR_4 ;
?
If(boll_4)
??? {
???? VAR_10 = VAR_5-VAR_2*VAR_6;
???? If(Open < VAR_5)
? VAR_10 = Open-VAR_2*VAR_6;
?sellshort(lots,VAR_10);
?Return;
??? }
If(boll_3)
??? {
? VAR_10 = VAR_4+VAR_2*VAR_6;
???? If(Open > VAR_4)
? VAR_10 = Open+VAR_2*VAR_6;
?
Buy(lots,VAR_10);
Return;
??? }
?
??? If(MarketPosition==1 && BarsSinceEntry >0)?
?{
??VAR_9 = EntryPrice * (1-PAR_4/1000);?
????
???If (VAR_7 >= EntryPrice * (1 + PAR_5/1000))?
???{
????VAR_9 = VAR_7*(1-PAR_6/1000);
???}
??}
??If(Low <= VAR_9)??????????????
??{
???VAR_10 = VAR_9;
???If(Open < VAR_10) VAR_10 = Open;
???Sell(Lots,VAR_10);
?}?
??? Else If(MarketPosition ==-1 && BarsSinceEntry >0)
?{??????
??VAR_9 = EntryPrice * (1+PAR_4/1000);?
??
???If(VAR_8 <= EntryPrice*(1-PAR_5/1000))?
???{
????VAR_9 = VAR_8 * (1+PAR_6/1000);
???}
??}
??If(High >= VAR_9)
??{
???VAR_10 = VAR_9;
???If(Open > VAR_10)? VAR_10 =Open;
???BuyToCover(Lots,VAR_10);
?}
If(MarketPosition==1)
?{
??VAR_9 = VAR_7 - PAR_8*VAR_1[1];?????????
?}
??If(Low <= VAR_9)??????????????
??{
???VAR_10 = VAR_9;
???If(Open < VAR_10) VAR_10 = Open;
???Sell(Lots,VAR_10);
??}
?
Else If(MarketPosition ==-1)
?{
??VAR_9 = VAR_8 + PAR_8*VAR_1[1];????????
?}
??If(High >= VAR_9)
??{
???VAR_10 = VAR_9;
???If(Open > VAR_10)? VAR_10 =Open;
???BuyToCover(Lots,VAR_10);
?}
End
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?來(lái)源:程序化99
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?來(lái)源: www.tumamayizhan.com
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