- UID
- 2
- 积分
- 2874674
- 威望
- 1387366 布
- 龙e币
- 1487308 刀
- 在线时间
- 13156 小时
- 注册时间
- 2009-12-3
- 最后登录
- 2024-11-24
|
【Keltner Channel LE】
- [IntrabarOrderGeneration = false]
- inputs: Price( Close ), Length( 20 ), NumATRs( 1.5 ) ;
- variables: var0( 0 ), var1( 0 ), var2( 0 ), var3( false ), var4( 0 ) ;
- var0 = AverageFC( Price, Length ) ;
- var1 = NumATRs * AvgTrueRange( Length ) ;
- var2 = var0 + var1 ;
- condition1 = CurrentBar > 1 and Price crosses over var2 ;
- if condition1 then
- begin
- var3 = true ;
- var4 = High ;
- end
- else
- begin
- condition1 = var3 and ( Price < var0 or High >= var4 + 1 point ) ;
- if condition1 then
- var3 = false ;
- end;
- if var3 then
- Buy ( "KltChLE" ) next bar at var4 + 1 point stop ;
复制代码 |
论坛官方微信、群(期货热点、量化探讨、开户与绑定实盘)
|