關於庫存股的幾種交易狀況模式
1.庫存股達獲利5%後平倉
2.今日漲幅>=6%時先賣出、漲幅跌回<=3%再買回做當沖
3.今日價格高於所計算的ATR上通道時賣出,跌回下通道時再買進做當沖
程式碼如下,請前輩大神指教是否正確?
input: Length(6,"ATR天數"),ATN(2.25,"ATR除數"),A1(2,"檔位");
value1 = Average(TrueRange, Length);
value2=open-low;
value3=high-open;
value4=high-low;
value5=value2/(value4+0.0001);
value6=1-value5;
value7=open-open*0.00015-(value1*value5)/ATN;
condition1=close <= value7;//close
condition3=close<= AddSpread(openD(0), -A1) ;
value8=open+open*0.00015+(value1*value6)/ATN;
condition2=close >= value8;//close
condition4= close >= AddSpread(openD(0), A1) ;
input:P1(10,"操作價位L"),P2(500,"超作價位H"),X1(5,"獲利%停利"),X2(6,"今日漲幅%>");
//判斷買進
condition91 = condition3 ;
//判斷賣出
condition92 = condition4 ;
//----------------------------庫存交易變化
if position<>0 and filled<>0 then begin
value95=100 * (Close - FilledAvgPrice) / FilledAvgPrice; //停利停損%
//1S
if filled=1 and value95 >=X1 then setposition(0,filledAvgPrice*(1+(x1/100)),label:="獲利%停利");
//2S
if filled=1 and close >= close[1]*X2 then begin
setposition(position-1,GetField("收盤價","Tick"),label:="漲幅6%先賣");
value42=GetField("收盤價","Tick");
end;
//3S
if filled=1 and condition92 then begin
setposition(position-1,GetField("收盤價","Tick"),label:="ATR上先賣");
value46=GetField("收盤價","Tick");
end;
//2B
if filled=-1 and value42 <=value42*0.97 then setposition(position+1,GetField("收盤價","Tick"),label:="漲幅6先賣後的買回");
//3B
if filled=-1 and condition91 then setposition(position+1,GetField("收盤價","Tick"),label:="ATR上賣出後ATR下買回");
end;
 
 
             
        
         
         
         
         
     
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