羅伯特的理財學習筆記

input : stoploss(0.01),LengthL(30),LengthS(30);
variables : cdp(0),ah(0),nh(0),nl(0),al(0),longcount(0),shortcount(0);


if d<>d[1] then begin
    cdp = (highD(1)+lowD(1)+2*CloseD(1))/4;
    ah = cdp+(highD(1)-LowD(1));
    //nh = cdp*2-LowD(1);  no use this !
    //nl = 2*cdp-highD(1); no use this !
    al = cdp-(highD(1)-LowD(1));
    longcount = 0;
    shortcount = 0;
end;


condition1 = time > 0850 and time < 1340 and Close > Highest(high,LengthL)[1] and Longcount = 0;
condition2 = time > 0850 and time < 1340 and Close < Lowest(low,LengthS)[1] and shortcount = 0;

if condition1 then begin
    Buy("CDP_B") 1 contracts next bar at ah+1 stop;
end;

if condition2 then begin
    Sellshort("CDP_S") 1 contracts next bar at al-1 stop;
   end;


if marketposition = 1 then begin
    longcount = 1;
end;


if marketposition = -1 then begin
    shortcount = -1;
end;


if marketposition = 1 then begin
    Sell("S1L") 1 contracts next bar at entryprice*(1-stoploss) stop;
end;

if marketposition = -1 then begin
    BuytoCover("S1S") 1 contracts next bar at entryprice*(1+stoploss) stop;
end;


{ ----- TSTS Original code -----}
if time = 1340 then begin
    Sell("exitL") 1 contracts this bar at close;
    Buytocover("exitS") 1 contracts this bar at close;
    cdp = 0;
    ah = 0;
    nh = 0;
    nl = 0;
    al = 0;
end;