下面是小编为大家整理的30分钟突破系统,供大家参考。
基本思想来源于《完美日内交易商 II》 -
(作 者:
(美)
杰克. 伯恩斯坦)
中描述, 做了部分调整及修改。
30 分钟可以通过参数进行调整。
。
代码如下:
1.
Params 2.
Numeric nMins(30) ;
// N 分钟的突破 3.
Numeric nOffset(3) ;
// 突破式的价格偏移 4.
Vars 5.
NumericSeries HighestOf30Min;
6.
NumericSeries lowestOf30Min;
7.
Numeric myPrice;
8.
Numeric MinPoint;
9.
Numeric lots(1) ;
10.
Begin 11.
MinPoint = MinMove*PriceScale;
12.
If(Date <> Date[1])
13.
{ 14.
HighestOf30Min = High;
15.
lowestOf30Min = Low;
16.
} Else If(Time < 0. 0900+nMins*0. 0001)
17.
{ 18.
HighestOf30Min = max(high, HighestOf30Min[1]) ;
19.
lowestOf30Min = min(Low, lowestOf30Min[1]) ;
20.
} Else 21.
{ 22.
HighestOf30Min = HighestOf30Min[1];
23.
lowestOf30Min = lowestOf30Min[1];
24.
}
25.
26.
If(High >= HighestOf30Min + nOffset*MinPoint && MarketPosition != 1)
27.
{ 28.
myPrice = HighestOf30Min + nOffset*MinPoint;
29.
If(Open > myPrice)
myPrice = Open;
30.
Buy(lots, myPrice) ;
31.
}
32.
33.
If(Low <= lowestOf30Min - nOffset*MinPoint && MarketPosition != -1)
34.
{ 35.
myPrice = lowestOf30Min - nOffset*MinPoint;
36.
If(Open < myPrice)
myPrice = Open;
37.
38.
39.
40.
41.
42.
43.
44.
45.
SellShort(lots, myPrice) ;
}
If(Time >= 0. 1459)
{
Sell(lots, Open) ;
BuyToCover(lots, Open) ;
}
End