atr在止盈止損中的應(yīng)用rrquantc

1、/-/ 簡稱/ 名稱/ 類別/ 類型/ 輸出rrquantC47人人寬客C47公式應(yīng)用用戶應(yīng)用Void/-/策略思路：全品種中長線加倉通用策略：拳頭；進(jìn)場：雙均線+收盤價(jià)過濾，同時(shí)也是反向進(jìn)場點(diǎn)。一定幅度，加倉一次。出場：ATR 止損+棘輪止盈。/適用：TB/公式名稱：人人寬客 C47/數(shù)據(jù)周期：日/數(shù)據(jù)合約：指數(shù)合約/交易合約：主力合約/適合品種：蘋果/玉米/淀粉/鐵礦/焦炭/PP/螺紋/橡膠/錳硅/等Params/此處添加參數(shù) Numeric Length1( 5 ); Numeric Length2( 20 ); Numeric M_HL( 10 );Numeric Fund( 2000

2、0 );Vars/此處添加變量 NumericSeries Var1( 0 ); NumericSeries TR( 0 ); NumericSeries ATR( 0 ); NumericSeries MA1( 0 ); NumericSeries MA2( 0 ); NumericSeries N_BuyK( 0 ); NumericSeries N_SellK( 0 ); NumericSeries ATR_BuyK( 0 ); NumericSeries ATR_SellK( 0 ); NumericSeries Price_BuyK( 0 ); NumericSeries Price

3、_SellK( 0 ); NumericSeries Price_BuyAK( 0 ); NumericSeries Price_SellAK( 0 ); NumericSeries Price_SellS( 0 ); NumericSeries Price_BuyS( 0 ); NumericSeries Price_SellY( 0 ); NumericSeries Price_BuyY( 0 );BoolSeries BuyPK( false );BoolSerielPK( false );BoolSeries BuyAK( false );BoolSerielAK( false );B

4、oolSeries BuyA( false );BoolSerielA( false );BoolSeries BuyS( false );BoolSerielS( false );BoolSeries BuyY( false );BoolSerielY( false );Begin/此處添加代碼正文Var1=Max(1,Part(Fund/(Open*ContractUnit*BigPoValue*0.1);TR=Max(Max(High-Low),Abs(Close1-High),ABS(Close1-Low);ATR=Average(TR,Length2);MA1=Average(Clo

5、se,Length1); MA2=Average(Close,Length2);N_BuyK=BarsSinceEntry+1;N_SellK=BarsSinceEntry+1;BuyPK=High=Highest(High,Length1) & MA1MA2;SellPK=Low=Lowest(Low,Length1) & MA1Price_BuyAK; SellAK=ClosePrice_SellAK; SellS=Close=Price_BuyS;SellY=ClosePrice_BuyK+ATR_BuyK & Close=Price_SellY; BuyY=Close=Price_Bu

6、yY; Price_SellY=Lowest(Low,M_HL)+N_BuyK*0.05*ATR;Price_BuyY=Highest(High,M_HL)-N_SellK*0.05*ATR;if (CurrentBarLength2)If (Marketition=0 and SellPK1)SellShort(Var1,O);Commentary(SPK); ATR_SellK=ATR;Price_SellK=Open; Price_SellAK=Price_SellK-ATR; Price_BuyS=Price_SellK+2*ATR;SellA=false;if (BarsSinceE

7、ntry1)If (Marketition0)if (BuyA=false and BuyAK1)Buy(Var1,O); Commentary(BAK); BuyA=True;if (SellS1)Sell(0,O); Commentary(SS);if (SellY1)Sell(0,O); Commentary(SY);If (Marketition0)if (SellA=false and SellAK1)SellShort(Var1,O); Commentary(SAK); SellA=True;If (BuyS1)BuyToCover(0,O);Commentary(BS);If (BuyY1)BuyToCover(0,O); Commentary(BY);/* PlotNumeric(Price_SellS,Price_SellS); Commentary(N_BuyK+Text(N_BuyK);Commentary(SellAK=+IIFString(SellAK,True,False);*/ En