主题：[交易系统]分形通道突破

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;

老大 ，如何把所有的sfx连接起来，xfx连接起来，当前返回上一个sFX的值？

谢谢啊

楼主的公式是测试的什么品种和时间段啊?

我使用股指连续,15分钟,总体亏损很大啊.