交易開拓者TB分形操作突破法 系統 模型 源碼:
Params
Numeric length1(8);
Numeric length2(5);
Vars
Numeric CHI;
NumericSeries AA;
Numeric BarNumsA;
Numeric BarNumsB;
Numeric HH;
Numeric LL;
Begin
AA=SMA((High+Low+Close)/3,length1);
CHI=AA[length2];
BarNumsA=NthCon((High>HighD[1] && High>HighD[2] && High>=NextHigh),1);
HH=HighD[BarNumsA];
BarNumsB=NthCon((Low<LowD[1] && Low<LowD[2] && Low<=NextLow),1);
LL=LowD[BarNumsB];
If(Close>HH)
{Buy(1,NextClose,true);}
If(Close<LL)
{SellShort(1,NextClose,True);}
End