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?????Numeric ATRs(1); //幾倍ATR止盈
?? Numeric ATRLength(5); //ATR周期
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??? ATRVal = AvgTrueRange(ATRLength);
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//多頭開倉(cāng)時(shí)根據(jù)開倉(cāng)BAR的ATR計(jì)算止盈價(jià)
????? If(MarketPosition == 1 && BarsSinceEntry == 0)
????? {
???????? MyExitPrice = EntryPrice + ATRVal * ATRs;
????? }
?????????? //多頭平倉(cāng)
????? If(MarketPosition == 1 && BarsSinceEntry > 0 && Vol > 0)
????? {
???????? //止盈出場(chǎng)
???????? If(High >= MyExitPrice)
???????? {
??????????? SP(DefaultVol,Max(Open,MyExitPrice));
???????????
???????? }
?
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老師麻煩寫一下止損 ：多單開倉(cāng)價(jià)-ATRVal*0.5
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?來(lái)源:程序化99
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?來(lái)源: www.kzuj.com.cn
Sup=REF(Low,1);
Res =REF(High,1) ;? 買入： 最新價(jià)>SUP? ?//多頭開倉(cāng)時(shí)根據(jù)開倉(cāng)BAR的ATR計(jì)算止盈價(jià)止盈：買入價(jià)+a*ATR 止損：買入價(jià)-b*ATR?
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