【Parabolic_m Trail SX】
[code][IntrabarOrderGeneration = false]
inputs:
AccFactorStep( 0.02 ),
AccFactorLimit( 0.2 ),
ATRLength( 3 ),
NumATRs( 1.5 ) ;
variables:
var0( 0 ),
var1( 0 ),
var2( 0 ),
var3( 0 ) ;
var0 = MarketPosition ;
if var0 = -1 then
begin
if var0[1] <> -1 then
begin
var1 = High + AvgTrueRange( ATRLength ) * NumATRs ;
var2 = AccFactorStep ;
var3 = Low ;
end
else
begin
if Low < var3 then
var3 = Low ;
var1 = var1 - var2 * ( var1 - var3 ) ;
condition1 = var3 < var3[1] and var2 < AccFactorLimit ;
if condition1 then
var2 = var2 + MinList( AccFactorStep, AccFactorLimit - var2 ) ;
end ;
if var1 < High then
var1 = High ;
Buy To Cover ( "ParTrSX" ) next bar at var1 stop ;
end ;
[/code]
页:
[1]