交易開(kāi)拓者 TB 非多即空交易系統(tǒng)（模型）源碼

Params
Numeric Num(0.5);
Numeric Lots(1);
Vars
Numeric Scal;
Numeric UpBand;
Numeric LoBand;
Numeric MyEntryPrice;

Begin
Scal = Max((HighD(1)-CloseD(1)),(CloseD(1)-LowD(1)));
UpBand = OpenD(0) + Num * Scal;
LoBand = OpenD(0) - Num * Scal;

PlotNumeric("UpBand",UpBand);
PlotNumeric("LoBand",LoBand);

If(MarketPosition <>1 && High >= UpBand)
{
  MyEntryPrice = Max(Open,UpBand);
  Buy(Lots,MyEntryPrice);
}
If(MarketPosition <>-1 && Low <= LoBand)
{
  MyEntryPrice = Min(Open,LoBand);
  SellShort(Lots,MyEntryPrice);
}



End