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标题:[分享]分形通道突破策略源码

1楼
ArkShen 发表于:2015/2/5 14:55:01
runmode:0;
sfx:=ref(high,1)<ref(high,2) and ref(high,2)>ref(high,3);
xfx:= ref(low,1)>ref(low,2) and ref(low,2)<ref(low,3);
upperband:=valuewhen(sfx,ref(high,2));
lowerband:=valuewhen(xfx,ref(low,2));
exittime:=time>=150000;


if holding=0 then begin
if high>=upperband then
  buy(1,1,limitr,max(open,upperband));
end 
if holding=0 then begin
if low<=lowerband then
  buyshort(1,1,limitr,min(open,lowerband));
end
if holding>0 then begin 
if time>=150000 then
  sell(1,holding,limitr,close);
end
if holding<0 then begin 
if time>=150000 then
  sellshort(1,holding,limitr,close);
end
盈亏:asset-50000,noaxis,colorred,linethick2;


更多策略,可以去疯狂宽客--专注程序化交易,http://www.crazyquants.com/
疯狂论坛论坛中有不少好的策略分享,http://bbs.crazyquants.com/forum.php
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