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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("多头止损:",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("空头止损:",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

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