交易開拓者日內(nèi)高低點(diǎn)突破交易系統(tǒng) 模型 源碼：

開拓者 源碼：日內(nèi)高低點(diǎn) 突破交易系統(tǒng)來(lái)源// 簡(jiǎn)稱: todayHLCross // 名稱: // 類別: 交易指令 // 類型: 其他 // 輸出: //------------------------------------------------------------------------ /* 日內(nèi)開盤區(qū)高低
//------------------------------------------------------------------------
// 簡(jiǎn)稱: todayHLCross
// 名稱:
// 類別: 交易指令
// 類型: 其他
// 輸出:
//------------------------------------------------------------------------
/*
        日內(nèi)開盤區(qū)高低點(diǎn)機(jī)械突破系統(tǒng)
*/
Params
        Numeric maxLots(1);//單次 開倉(cāng)手?jǐn)?shù)
        Numeric maxTrad(4);//最大交易次數(shù)
        Numeric minSpt(15);//最小開倉(cāng)間隔bar數(shù)
        Numeric splitRate(3); //交易滑點(diǎn)和傭金       
       
        Numeric tradBegin(930); //開倉(cāng) 時(shí)間       
        Numeric tradEnd(1430); //開倉(cāng)截止時(shí)間       
        Numeric closeTime(1457); //bar的時(shí)間超過(guò)此值后 平倉(cāng)，一分鐘交易=1457       
Vars
        Numeric splitDot;        //交易滑點(diǎn)
       
        Bool bc(False);//開多條件
        Bool sc(False);//開空條件
       
        Numeric tradePrice(0);

        NumericSeries hh;
        NumericSeries ll;

Begin splitDot=splitRate*MinMove(); If(BarStatus==0) { hh=High; ll=Low; Return; } if(Day !=Day[1]) { hh=High; ll=Low; } Else If(Time0.0001*tradBegin) { if(Highhh[1]) hh=High; Else hh=hh[1]; if(Lowll[

Begin
        splitDot=splitRate*MinMove();
       
        If(BarStatus==0)
        {
                hh=High;
                ll=Low;
                Return;
        }
       
        if(Day !=Day[1])
        {
                hh=High;
                ll=Low;                }       
        Else       
        If(Time<0.0001*tradBegin)
        {
                if(High>hh[1]) hh=High; Else        hh=hh[1];
                if(Low<ll[1])         ll=Low;  Else        ll=ll[1];               
        }
        Else
        if(Time>=0.0001*tradBegin And Time<=0.1500)
        {
                hh=hh[1];
                ll=ll[1];               
               
                //穿越模式
                bc=CrossOver(Open,hh) Or CrossOver(High,hh) Or CrossOver(Low,hh)  Or CrossOver(Close,hh) ;
                sc=CrossUnder(Open,ll) Or CrossUnder(High,ll) Or CrossUnder(Low,ll) Or CrossUnder(Close,ll);       
               
                if(MarketPosition == 0)
                {
                        // 當(dāng)前無(wú)倉(cāng)，開始建立多頭
                        if(bc)
                        {
                                if(BarStatus==2)        tradePrice= Q_AskPrice +splitDot; Else tradePrice=hh+splitDot;
                                Buy(maxLots,tradePrice);
                        }
                        Else
                        // 當(dāng)前無(wú)倉(cāng)，開始建立空頭
                        If(sc )
                        {
                                if(BarStatus==2)tradePrice= Q_BidPrice -splitDot; Else tradePrice=ll-splitDot;                       
                                SellShort(maxLots,tradePrice);                               
                        }
//----------------------------------------------------------------------------- Else { if(MarketPosition 0 ) { // 當(dāng)前多倉(cāng)，加倉(cāng)多頭 if(bc And BarsSinceLastEntryminSpt) { if(BarStatus==2) tradePrice=

                //-----------------------------------------------------------------------------
                Else
                {
                        if(MarketPosition > 0 )
                        {
                                // 當(dāng)前多倉(cāng)，加倉(cāng)多頭
                                if(bc And BarsSinceLastEntry>minSpt)
                                {
                                        if(BarStatus==2)        tradePrice= Q_AskPrice +splitDot; Else tradePrice=hh+splitDot;
                                        Buy(maxLots,tradePrice);
                                }                       
                                // 當(dāng)前多頭，要求反轉(zhuǎn)為空頭
                                if(sc)
                                {
                                        if(BarStatus==2)tradePrice= Q_BidPrice -splitDot; Else  tradePrice=ll-splitDot;                                      

                                        // 平多頭開空
                                        SellShort(maxLots,tradePrice);                                       
                                }                                       
                                //持倉(cāng)處理, 止損 止盈平倉(cāng)
                                //........
                        }
                        //-----------------------------------------------------------------------------------------------
                        Else
                        if(MarketPosition < 0 )
                        {       
                                // 當(dāng)前空倉(cāng)，加空頭
                                If(sc And BarsSinceLastEntry>minSpt)
                                {
                                        if(BarStatus==2)tradePrice= Q_BidPrice -splitDot; Else tradePrice=ll-splitDot;                       
                                        SellShort(maxLots,tradePrice);
                                }                       
                                // 當(dāng)前空頭，要求反轉(zhuǎn)為多頭
                                if(bc)
                                {
                                        if(BarStatus==2)        tradePrice= Q_AskPrice +splitDot; Else  tradePrice=hh+splitDot;                               
                                        //平空頭，開多
                                        Buy(maxLots,tradePrice);
                                }                               
                                //持倉(cāng)處理,止損止盈平倉(cāng)                               
                                //........
                        }
                }               
        }
End
//------------------------------------------------------------------------

               }