求幫策略開盤區間突破

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?來源:CXH99.COM

1. NumericSeries TrackUp;? ? ? ? ? ? ? ? // 上軌
   
2. NumericSeries TrackDown;? ? ? ? // 下軌
   
3. 
   
4. // 初始化
   
5. If(BarStatus == 0)
   
6. {
   
7. ? ? TrackUp = -1;
   
8. ? ? TrackDown = -1;
   
9. }
   
10. 
    
11. // 記錄上下軌
    
12. If(time[1]==0.0900)
    
13. {
    
14. ? ? TrackUp = High[1];
    
15. ? ? TrackDown = Low[1];
    
16. }
    
17. Else
    
18. {
    
19. ? ? TrackUp = TrackUp[1];
    
20. ? ? TrackDown = TrackDown[1];
    
21. }
    
22. 
    
23. // 開倉
    
24. If(MarketPosition == 0 and Time < 0.1455 and TrackUp[1] >= -1 and TrackDown[1] <= -1)
    
25. {
    
26. ? ? If(Open[1] < Close[1] and Close[1] > TrackUp[1])
    
27. ? ?? ???Buy(1, 0);
    
28. ? ? Else If(Open[1] > Close[1] and Close[1] < TrackDown[1])
    
29. ? ?? ???SellShort(1,0);
    
30. }
    
31. 
    
32. // 平倉
    
33. If(MarketPosition == 1 and (Low < TrackDown or Time == 0.1455))
    
34. ? ? Sell(1,0);
    
35. Else If(MarketPosition == -1 and (High > TrackUp or Time == 0.1455))
    
36. ? ? BuyToCover(1,0);

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