//2013-09-01

variable:HigherAfterEntry=0,LowerAfterEntry=999999;

input:n1(3,1,30,1);
input:n2(24,5,40,1);
input:n3(90,50,100,5);
input:n4(1,1,4,1);
input:n5(68,50,100,5);
input:n6(2,1,30,1);
input:n7(13,3,30,1);
input:n8(13,3,30,1);

open5_1:callstock('',vtopen,2,-1);//5分鐘周期的開盤價
close5_1:callstock('',vtclose,2,-1);//5分鐘周期的收盤價

open3_1:callstock('',vtopen,17,-1);//3分鐘周期的開盤價
close3_1:callstock('',vtclose,17,-1);//3分鐘周期的收盤價

vols20_1:=callstock('',vtvol,22,20);//20秒周期的成交量
vol1_1:=callstock('',vtvol,1，-1);//1分鐘周期的成交量

avvol:ma(ref(vol,2),5),noaxis,linethick0;
dayopen:=valuewhen(date<>ref(date,1),open);

開盤價:=dayopen,noaxis,linethick0;
成交量:=REF(vol,1),noaxis,linethick0;

if date<>ref(date,1) then
begin

loss:=0; //限制開倉方式一，只開一次
count1:=1;
count2:=1;

end

計數一:=count1,noaxis,linethick0;
計數二:=count2,noaxis,linethick0;
計數三:=loss,noaxis,linethick0;

h_1:=ref(h,1);
l_1:=ref(l,1);

c_1:=ref(c,1);

o_1:=ref(o,1);

vol_1:=ref(vol,1);

vol_2:=ref(vol,2);

vol_3:=ref(vol,3);

vol_4:=ref(vol,4);

sumvol:vol_2+vol_3+vol_4,noaxis,linethick0;

lots:=1;

 
 If enterbars=0 then
 begin
 HigherAfterEntry:=enterprice;
 LowerAfterEntry:=enterprice;
 end;
else If enterbars>=1 then
 begin
 HigherAfterEntry:=max(HigherAfterEntry,h_1);
 LowerAfterEntry:=min(LowerAfterEntry,l_1);
 end;
 hh:HigherAfterEntry,noaxis,linethick0;
ll:LowerAfterEntry,noaxis,linethick0;

 
 if holding>0  and  l<=ENTERPRICE-n2
 
 then 
 begin
 sell(1,holding,limitr,enterprice-n2),IGNORECHECKPRICE;

 end
 
 if holding<0  and  h>=ENTERPRICE+n2
 then 
 begin
 sellshort(1,holding,limitr,enterprice+n2),IGNORECHECKPRICE;

 end
 
  

 
 if  holding=0  and count2=1 then
 
 begin
 
 if *************************
 then
 begin
 buy(1,lots,limitr,open),IGNORECHECKPRICE;
 HigherAfterEntry:=enterprice;
 LowerAfterEntry:=enterprice;
end
 
 end
 
 
  if  holding=0  and count2=1
 
 then
 
 begin

 if  ***************************
 then
 begin
  buySHORT(1,lots,limitr,open),IGNORECHECKPRICE;
 HigherAfterEntry:=enterprice;
 LowerAfterEntry:=enterprice;
   end
  
 end
 
 
 //再次開多單的平倉
 
 if holding>0 and enterbars>0  then
 
 begin
 
 
 if  enterbars>=1   and *****************
 then
 begin
 price:=EnterPrice+(HigherAfterEntry-EnterPrice)*n5/100;
 if low<=price then
 begin
 sell(1,holding,limitr,min(open,price)),IGNORECHECKPRICE;
 count2:=1;
 end;
end
 
 
 
 
//再次開空單的平倉
 
 if holding<0 and enterbars>0  then
 
 begin
 
    if  enterbars>=1   and *****************************
 then
 begin
 price:=EnterPrice - (EnterPrice-LowerAfterEntry)*n5/100;
 if high>=price then
 begin
 sellshort(1,holding,limitr,max(open,price)),IGNORECHECKPRICE;
  count2:=1;
 end;
 end;
 
 

30分鐘后無論開倉條件是否滿足都要開倉？

這個策略用在哪個周期上？