龙听期货论坛's Archiver

龙听 发表于 2022-11-3 14:17

【ATR Trailing SX】

[code]
[IntrabarOrderGeneration = false]
inputs: ATRLength( 10 ), NumATRs( 3 ) ;
variables: var0( 0 ), var1( 0 ), var2( 0 ) ;

var0 = AvgTrueRange( ATRLength ) * NumATRs ;
var1 = MarketPosition ;

if var1 = -1 then
        begin
        condition1 = var1[1] <> -1 or Low < var2 ;
        if condition1 then
                var2 = Low ;
        Buy To Cover ( "AtrSX" ) next bar at var2 + var0 stop ;
        end
else
        Buy To Cover ( "AtrSX-eb" ) next bar at Low + var0 stop ;
[/code]

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