INPUT
:N(
20
,
1
,
100
,
1
),MINN(
20
,
1
,
100
,
1
),MAXN(
60
,
1
,
100
,
1
),STOPRANGE(
50
,
1
,
100
,
1
);
INPUT
:SS(
1
,
1
,
100
,
1
);
VOLAT:=
STD
(
C
,N);
VOLATCHANGE:=(VOLAT-
REF
(VOLAT,
1
))/VOLAT;
N1:=
INTPART
((
1
+VOLATCHANGE)*MINN);
N2:=
MIN
(N1,MAXN);
N3:=
MAX
(N2,MINN);
MIDTR:
MA
(
C
,N3);
UPTR:MIDTR+
2
*
STD
(
C
,N3);
DOWTR:MIDTR-
2
*
STD
(
C
,N3);
HPRICE:
REF
(
HHV
(
H
,N3),
1
);
LPRICE:
REF
(
LLV
(
L
,N3),
1
);
CONKD:
H
>=HPRICE
AND
H
>UPTR
AND
BARPOS
>MINN;
CONKK:
L
<=LPRICE
AND
L
<DOWTR
AND
BARPOS
>MINN;
CONPD:
C
<MIDTR;
CONPK:
C
>MIDTR;
SELLSHORT
(CONPK,
HOLDING
,
MARKET
);
SELL
(CONPD,
HOLDING
,
MARKET
);
BUY
(CONKD
AND
HOLDING
=
0
,SS,
MARKET
);
BUYSHORT
(CONKK
AND
HOLDING
=
0
,SS,
MARKET
);
CONDCZY:
REF
(
HHV
(
H
,
ENTERBARS
),
1
)>
ENTERPRICE
*(
1
+
2
*
0.001
*STOPRANGE)
AND
C
<
HHV
(
C
,
ENTERBARS
)*(
1
-STOPRANGE*
0.001
);
CONKCZY:
REF
(
LLV
(
L
,
ENTERBARS
),
1
)<
ENTERPRICE
*(
1
-
2
*
0.001
*STOPRANGE)
AND
C
>
LLV
(
C
,
ENTERBARS
)*(
1
-STOPRANGE*
0.001
);
多仓止盈:
SELL
(CONDCZY
AND
HOLDING
>
0
,
HOLDING
,
MARKET
);
空仓止盈:
SELLSHORT
(CONKCZY
AND
HOLDING
<
0
,
HOLDING
,
MARKET
);