[分享]分形通道突破策略源码 - 交易策略发布专区 - 金字塔客服中心 - 专业程序化交易软件提供商

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;

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主题：[分享]分形通道突破策略源码