标题:
【_StpOrLim Exit】
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作者:
龙听
时间:
2022-11-3 14:16
标题:
【_StpOrLim Exit】
[IntrabarOrderGeneration = false]
inputs:
SellOrCover( 1 ),
StopOrLimit( 1 ),
TriggerPrice( 100 ),
ExitQuantity( 1000 ) ;
condition1 = SellOrCover = 1 and StopOrLimit = 1 ;
if condition1 then
Sell ExitQuantity shares next bar at TriggerPrice stop
else
begin
condition1 = SellOrCover = 1 and StopOrLimit <> 1 ;
if condition1 then
Sell ExitQuantity shares next bar at TriggerPrice limit
else
begin
condition1 = SellOrCover <> 1 and StopOrLimit = 1 ;
if condition1 then
Buy To Cover ExitQuantity shares next bar at TriggerPrice stop
else
begin
condition1 = SellOrCover <> 1 and StopOrLimit <> 1 ;
if condition1 then
Buy To Cover ExitQuantity shares next bar at TriggerPrice limit ;
end;
end;
end;
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