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//波動(dòng)區(qū)間突破交易，根據(jù)昨天波動(dòng)幅度的一定百分比，來觸發(fā)當(dāng)日的趨勢(shì)交易，
//如果昨天的波動(dòng)幅度是異常的，應(yīng)當(dāng)對(duì)該波動(dòng)幅度進(jìn)行必要的調(diào)整，以保持合理性。
 

模型策略源碼：//------------------------------------------------------------------------ // 簡(jiǎn)稱: OpenRangBreak // 名稱: 開盤區(qū)間突破策略 // By: 財(cái)富游戲 //------------------------------------------------------------------------ input:PercentOfRange(0.5,0,1,0.1); //多頭突破波動(dòng)比例 input:LOTS(1,0,9,1); HighD:=callstock(stklabel,vthigh,6,-1); LowD:=callstock(stklabel,vtlow,6,-1); OpenD:=valuewhen(date<>REF(date,1),open); RangeT:= HighD-LowD; UpperBand: OpenD +PercentOfRange*RangeT; LowerBand: OpenD -PercentOfRange*RangeT; If (holding=0) THEN BEGIN If (High>=UpperBand) THEN BEGIN Buy(holding=0,lots,LIMITR,Max(Open,UpperBand)); END If (Low<=LowerBand) THEN BEGIN BuyShort(holding=0,lots,LIMITR,Min(Open,LowerBand)); END END If (holding<0) THEN BEGIN If (High>=UpperBand) THEN BEGIN SellShort(holding<0,lots,LIMITR,Max(Open,UpperBand)); Buy(holding=0,lots,LIMITR,Max(Open,UpperBand)); END END If (holding>0) THEN BEGIN If (Low<=LowerBand) THEN BEGIN Sell(holding>0,lots,LIMITR,Min(Open,LowerBand)); BuyShort(holding=0,lots,LIMITR,Min(Open,LowerBand)); END END 持倉:holding,noaxis ,linethick0 ; 盈虧:asset-1000000,noaxis,coloryellow,linethick2; //1、RANGE BREAK m.weiqiv.net.cn //波動(dòng)區(qū)間突破交易，根據(jù)昨天波動(dòng)幅度的一定百分比，來觸發(fā)當(dāng)日的趨勢(shì)交易， //如果昨天的波動(dòng)幅度是異常的，應(yīng)當(dāng)對(duì)該波動(dòng)幅度進(jìn)行必要的調(diào)整，以保持合理性。
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