Params
Numeric Length(30);
Numeric NumATRs(1);
Numeric Offset(1);
Numeric ATRLength(40);
Vars
NumericSeries TPrice;
Numeric AvgValue;
NumericSeries ShiftValue;
Numeric UpperBand;
Numeric LowerBand;
Numeric MyPrice;
Begin
TPrice=(High[1]+Low[1]+Close[1])/3;
AvgValue=AverageFC(TPrice,Length);
ShiftValue=NumATRs*AvgTrueRange(ATRLength);
UpperBand=AvgValue+ShiftValue[1];
LowerBand=AvgValue-ShiftValue[1];
If(MarketPosition!=1&&High>=UpperBand)
{
MyPrice=UpperBand;
If(Open>MyPrice)MyPrice=Open;
Buy(1,MyPrice);
Return;
}
If(MarketPosition!=-1&&Low<=LowerBand)
{
MyPrice=LowerBand;
If(Open<MyPrice)MyPrice=Open;
SellShort(1,MyPrice);
Return;
}
End
对于TB的编程语言,不是很熟悉.
请您直接写出该交易系统的思路,这样便于工作人员尽快的帮您改写.