這個系統本身是用在SP上，多次出現在實盤賽的前列。
我覺得這個系統的構架和思維非常好，直接拿著套國內商品可能表現很差，不過大家能看到這個系統的核心思想就足夠了，可以借鑒。忘了說了，得用TB V4，要不V3的系列值傳遞那還得接力一下

1. //------------------------------------------------------------------------


2. // 簡稱: R_Breaker


3. // 名稱:


4. // 類別: 公式應用


5. // 類型: 用戶應用


6. // 輸出: 穿堂風分享(平臺: m.weiqiv.net.cn )


7. //------------------------------------------------------------------------


8.  


9. /*R-Breaker*/


10.  //程序化交易 m.weiqiv.net.cn


11.  


12. Params


13. Numeric notbef(9.00);


14. Numeric notaft(14.55);


15. Numeric f1(0.35);


16. Numeric f2(0.07);


17. Numeric f3(0.25);


18. Numeric reverse(1.00);


19. Numeric rangemin(0.2);


20. Numeric xdiv(3);


21.  


22. Vars


23. NumericSeries ssetup(0);


24. NumericSeries bsetup(0);


25. NumericSeries senter(0);


26. NumericSeries benter(0);


27. NumericSeries bbreak(0);


28. NumericSeries sbreak(0);


29. NumericSeries ltoday(0);


30. NumericSeries hitoday(9999);


31. NumericSeries startnow(0);


32. NumericSeries div(0);


33. BoolSeries rfilter(false);


34. Numeric i_reverse;


35. Numeric i_rangemin;


36. Numeric i_vB;


37. Numeric i_vS;


38.  


39. Begin


40. i_reverse = reverse*(OpenD(0)/100);


41. i_rangemin = rangemin*(OpenD(0)/100);


42. if(BarStatus==0)


43. {


44.         startnow=0;


45.         div=max(xdiv,1);


46. }


47.  


48. if(Date != Date[1])


49. {


50.         SetGlobalVar(0,0);


51.         SetGlobalVar(1,0);


52.         startnow=startnow+1;


53.         ssetup=hitoday[1]+f1*(Close[1]-ltoday[1]);


54.         senter=((1+f2)/2)*(hitoday[1]+Close[1])-(f2)*ltoday[1];


55.         benter=((1+f2)/2)*(ltoday[1]+Close[1])-(f2)*hitoday[1];


56.         bsetup=ltoday[1]-f1*(hitoday[1]-Close[1]);


57.         bbreak=ssetup+f3*(ssetup-bsetup);


58.         sbreak=bsetup-f3*(ssetup-bsetup);


59.  


60.         hitoday=High;


61.         ltoday=Low;


62.  


63.         rfilter=(hitoday[1]-ltoday[1])>=i_rangemin;


64. }


65.  


66. if(High>hitoday)


67. {


68.         hitoday=High;


69. }


70. if(Low<ltoday)


71. {


72.         ltoday=Low;


73. }


74. if(Time*100>=notbef and Time*100<notaft and startnow>=2 and rfilter)


75. {


76.  


77.         if(Time != GetGlobalVar(1) and GetGlobalVar(1) != 0)


78.         {


79.                 SetGlobalVar(1,10000);


80.         }


81.         if(hitoday>=ssetup and marketposition>-1 and GetGlobalVar(1)<1)


82.         {


83.                 If(Low<=(senter+(hitoday-ssetup)/div))


84.                 {


85.                         SellShort(1,senter+(hitoday-ssetup)/div);


86.                         SetGlobalVar(1,Time);


87.                         Return;


88.                 }


89.         }


90.         if(ltoday<=bsetup and marketposition<1  and GetGlobalVar(1)<1)


91.         {


92.                 If(High>=(benter-(bsetup-ltoday)/div))


93.                 {


94.                         Buy(1,benter-(bsetup-ltoday)/div);


95.                         SetGlobalVar(1,Time);


96.                         Return;


97.                 }


98.         }


99.  


100.         if(marketposition==-1)


101.         {


102.                 SetGlobalVar(0,1);


103.                 if(High-EntryPrice>=i_reverse)


104.                 {


105.                         BuyToCover(1,entryprice+i_reverse);


106.                         Return;


107.                 }


108.         }


109.         if(marketposition==1)


110.         {


111.                 SetGlobalVar(0,1);


112.                 if(EntryPrice-Low>=i_reverse)


113.                 {


114.                         Sell(1,entryprice-i_reverse);


115.                         Return;


116.                 }


117.         }


118.  


119.         if(marketposition==0)


120.         {


121.                 if(High>=bbreak and GetGlobalVar(0) == 0)


122.                 {


123.                         Buy(1,bbreak);


124.                         Return;


125.                 }


126.         }


127.         if(marketposition==0)


128.         {


129.                 if(low<=sbreak  and GetGlobalVar(0) == 0)


130.                 {


131.                         SellShort(1,sbreak);


132.                         Return;


133.                 }


134.         }


135.  


136. }


137.  


138. if(Time*100>=notaft and Time<0.1600)


139. {


140.  


141.         if(marketposition==-1)


142.         {


143.                 BuyToCover(1,Open);


144.         }


145.         if(marketposition==1)


146.         {


147.                 Sell(1,Open);


148.         }


149.  


150. }


151. End


152.  


153. //------------------------------------------------------------------------


154. // 編譯版本        GS2010.12.08


155. // 用戶版本        2011/06/27 14:29


156. // 版權所有       


157. // 更改聲明        TradeBlazer Software保留對TradeBlazer平臺


158. //                        每一版本的TrabeBlazer公式修改和重寫的權利


159. //------------------------------------------------------------------------

1. {R-Breaker}


2. {***********SystemSetup*******************


3. Trading between 9:15 and 14:29 ChicagoTime only


4. MMStop $1000


5. Close End of Day


6. 10 min Time Frame


7. ******************************************}


8.  


9.  


10. input:notbef(715),notaft(1229);


11. var:{input:}f1(.35),f2(0.07),f3(.25),reverse(2.00),


12. rangemin(1.15),xdiv(3);


13.  


14. var:ssetup(0),bsetup(0),senter(0),benter(0),bbreak(0),sbreak(0),


15. ltoday(0),hitoday(9999),startnow(0),div(0),


16. rfilter(false);


17.  


18.  


19. if currentbar=1 then startnow=0;


20. div=maxlist(xdiv,1);


21. if d>d[1] then begin


22.  


23. startnow=startnow+1;


24.  


25. ssetup=hitoday[1]+f1*(c[1]-ltoday[1]);


26. senter=((1+f2)/2)*(hitoday[1]+c[1])-(f2)*ltoday[1];


27. benter=((1+f2)/2)*(ltoday[1]+c[1])-(f2)*hitoday[1];


28. bsetup=ltoday[1]-f1*(hitoday[1]-c[1]);


29. bbreak=ssetup+f3*(ssetup-bsetup){(1.3625*hitoday[1]+.45*c[1])-.8125*ltoday[1]};


30. sbreak=bsetup-f3*(ssetup-bsetup){(1.3625*ltoday[1]+.45*c[1])-.8125*hitoday[1]};


31.  


32. hitoday=h;


33. ltoday=l;


34.  


35. rfilter=hitoday[1]-ltoday[1]>=rangemin;


36.  


37. end;


38.  


39. if h>hitoday then hitoday=h;


40. if l<ltoday then ltoday=l;


41.  


42. if t>=notbef and t<notaft and startnow>=2 and rfilter and


43. date>entrydate(1) then begin


44.  


45. if hitoday>=ssetup and marketposition>-1 then


46. SELL("Rlev SE") senter+(hitoday-ssetup)/div stop;


47. if ltoday<=bsetup and marketposition<1 then


48. BUY("Rlev LE") benter-(bsetup-ltoday)/div stop;


49.  


50. if marketposition=-1 then


51. BUY("RbUP LE") entryprice+reverse stop;


52. if marketposition=1 then


53. SELL("RbDN SE") entryprice-reverse stop;


54.  


55. if marketposition=0 then


56. BUY("Break LE") bbreak stop;


57. if marketposition=0 then


58. SELL("Break SE") sbreak stop;


59.  


60. end;


61.  


62. if t>=notaft and t<>sess1endtime then begin


63.  


64. if marketposition=-1 then


65. EXITSHORT("RbUP SX") entryprice+reverse stop;


66. if marketposition=1 then


67. EXITLONG("RbDN LX") entryprice-reverse stop;


68.  


69. EXITSHORT("Late SX") h+.05 stop;


70. EXITLONG("Late LX") l-.05 stop;


71. END;