If(BarsSinceentry == 0)
{
HighestAfterEntry = Close;
LowestAfterEntry = Close;
If(MarketPosition <> 0)
{
HighestAfterEntry = Max(HighestAfterEntry,AvgEntryPrice); // 开仓的Bar,将开仓价和当时的收盘价的较大值保留到HighestAfterEntry
LowestAfterEntry = Min(LowestAfterEntry,AvgEntryPrice); // 开仓的Bar,将开仓价和当时的收盘价的较小值保留到LowestAfterEntry
}
}else
{
HighestAfterEntry = Max(HighestAfterEntry,High); // 记录下当前Bar的最高点,用于下一个Bar的跟踪止损判断
LowestAfterEntry = Min(LowestAfterEntry,Low); // 记录下当前Bar的最低点,用于下一个Bar的跟踪止损判断
}