TB代码改写 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

//------------------------------------------------------------------------

// 简称: RB

// 名称:

// 类别: 用户函数

// 类型: 用户函数

// 输出: 布尔型

//------------------------------------------------------------------------

Params

Numeric PercentOfRange(0.8);//突破参数N

Numeric ExitOnCloseMins(14.55);//平仓时间

Numeric MinRange(0.2);//最小Range

Numeric LastTradeMins(14.00);//最后交易时间

Numeric BeginTradeMins(9.00);

Numeric Lots(1);

Numeric Stoplossset(1);

Vars

NumericSeries DayOpen;

NumericSeries preDayRange;

NumericSeries HigherAfterEntry;

NumericSeries LowerAfterEntry;

Numeric preDayHigh;

Numeric preDayLow;

Numeric UpperBand;

Numeric LowerBand;

Numeric MyPrice;

Numeric StopLine;

Begin

DayOpen=OpenD(0);

preDayHigh=HighD(1);

preDayLow=LowD(1);

preDayRange=HighD(1)-LowD(1);

UpperBand=DayOpen+preDayRange*PercentOfRange;

LowerBand=Dayopen-preDayRange*PercentOfRange;

If(BarsSinceEntry==1)

{

HigherAfterEntry=AvgEntryPrice;

LowerAfterEntry=HigherAfterEntry;

}Else If(BarsSinceEntry>1)

{

HigherAfterEntry=max (HigherAfterEntry[1],High[1]);

LowerAfterEntry=min(LowerAfterEntry[1],Low[1]);

}

If(Date!=Date[1])

{DayOpen=Open;

preDayRange=preDayHigh-preDayLow;

If(preDayRange<Open*MinRange*0.01)

PreDayRange=Open*MinRange*0.01;

}Else

{

DayOpen=DayOpen[1];

preDayRange=preDayRange[1];

}

If(MarketPosition!=1&&High>=UpperBand&&Time<LastTradeMins/100)

{

Myprice=UpperBand;

If(Open>Myprice)Myprice=Open;

Buy(1,Myprice);

Return;

}

If(MarketPosition!=1&&Low<=LowerBand&&Time<LastTradeMins/100)

{

Myprice=LowerBand;

If(Open<Myprice)Myprice=Open;

Sellshort(1,Myprice);

Return;

}

If(MarketPosition==1)

{

StopLine=UpperBand-DayOpen*StopLossSet*0.01;

If(Low<=StopLine)

{

MyPrice=StopLine;

If(Open<MyPrice)MyPrice=Open;

BuyToCover(Lots,MyPrice);

}

//收盘平仓

If(Time>=ExitOnCloseMins/100)

{

Sell(1,Open);

BuyToCover(1,Open);

}

If(Date[-1]!=InvalidInteger && Date!=Date[-1])

{

Sell(0,Close);

BuyToCover(0,Close);

}Else If(Date==CurrentDate && Time==0.1455 && CurrentTime>=0.1459)

{

Sell(0,Open);

BuyToCover(0,Open);

}

End

//------------------------------------------------------------------------

// 编译版本 GS2015.12.25

// 用户版本 2016/11/24 13:19:43

// 更改声明 TradeBlazer Software保留对TradeBlazer平台

// 每一版本的TradeBlazer公式修改和重写的权利

//------------------------------------------------------------------------

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