TB源码:
Params
Numeric Length1(10); // 短均线周期
Numeric Length2(20); // 长均线周期
Numeric InitialStop(20); // 初始止损比例*1000
Numeric BreakEvenStop(30); // 保本止损比例*1000
Numeric TrailingStop(50); // 追踪止损比例*1000
Numeric Lots(1); // 头寸大小
Vars
NumericSeries MA1;
NumericSeries MA2;
BoolSeries condBuy(false); // 做多条件
BoolSeries condSell(false); // 做空条件
Numeric MinPoint;
Numeric MyPrice;
NumericSeries LowerAfterEntry; // 空头盈利峰值价
BoolSeries bShortStoped(false); // 当前均线空头趋势下是否有过一次进场Numeric StopLine(0);
Begin
// 把上一根bar的出场状况传递过来
if (BarStatus > 0)
{
bShortStoped = bShortStoped[1];
}
Commentary("bShortStoped="+IIFString(bShortStoped,"true","false"));
// 传递或比较盈利峰值价
If(BarsSinceEntry >= 1)
{
LowerAfterEntry = Min(LowerAfterEntry[1],Low[1]);
}
Else
{
LowerAfterEntry = LowerAfterEntry[1];
}
Commentary("LowerAfterEntry="+Text(LowerAfterEntry));
// 过滤集合竞价
If((BarType==1 or BarType==2) && date!=date[1] && high==low) return;
If(BarType==0 && CurrentTime<=0.09 && high==low) return;
MinPoint = MinMove * PriceScale;
MA1 = AverageFC(Close,Length1);
MA2 = AverageFC(Close,Length2);
PlotNumeric("MA1",MA1);
PlotNumeric("MA2",MA2);