解析:进出场策略
Value6 = Close + (Buycent/100)*TrueRange;
Value7 = Close - (Sellcent/100)*TrueRange;
If MarketPosition = 0 then Buy("Trabos Buy") next bar at Value6 stop;
If MarketPosition =0 then sellshort("Trabos Sell") next bar at Value7 stop;
Value1 = Close + TrueRange[0];
Value2= Close - TrueRange[0];
sell("LX-TrabosExit") next bar at Value2 stop;
buytocover("SX-TrabosExit") next bar at Value1 stop;上面说了设置了两个区间上下轨,突破上轨做多,之后跌破下轨平多。反之同样。作者: 龙听 时间: 2020-6-18 20:55
下面是解析反手策略:
If MarketPosition = -1 then Buy("REVERSEtoLONG") next bar at Value6 stop;
If MarketPosition = +1 then sellshort("REVERSEtoSHORT") next bar at Value7 stop;作者: 龙听 时间: 2020-6-18 20:58