[转载]TB的R-Breaker策略源码，一分钟日内 有思路解析[开拓者
2022-03-11 21:20阅读：
//------------------------------------------------------------------------
// 简称: R_Breaker
//来源：国际期货
Params
Numeric notbef(9.00);
Numeric notaft(14.55);
Numeric f1(0.35);
Numeric f2(0.07);
Numeric f3(0.25);
Numeric reverse(1.00);
Numeric rangemin(0.2);
Numeric xdiv(3);
Vars
NumericSeries ssetup(0);
NumericSeries bsetup(0);
NumericSeries senter(0);
NumericSeries benter(0);
NumericSeries bbreak(0);
NumericSeries sbreak(0);
NumericSeries ltoday(0);
NumericSeries hitoday(9999);
Num
ericSeries startnow(0);
NumericSeries div(0);
BoolSeries rfilter(false);
Numeric i_reverse;
Numeric i_rangemin;
Numeric i_vB;
Numeric i_vS;
Begin
i_reverse = reverse*(OpenD(0)/100);
i_rangemin = rangemin*(OpenD(0)/100);
if(BarStatus==0)
{
startnow=0;
div=max(xdiv,1);
}
if(Date != Date[1])
{
SetGlobalVar(0,0);
SetGlobalVar(1,0);
startnow=startnow 1;
ssetup=hitoday[1] f1*(Close[1]-ltoday[1]);
senter=((1
f2)/2)*(hitoday[1] Close[1])-(f2)*ltoday[1];
benter=((1
f2)/2)*(ltoday[1] Close[1])-(f2)*hitoday[1];
bsetup=ltoday[1]-f1*(hitoday[1]-Close[1]);
bbreak=ssetup
f3*(ssetup-bsetup);
sbreak=bsetup-f3*(ssetup-bsetup);
hitoday=High;
ltoday=Low;
rfilter=(hitoday[1]-ltoday[1])>=i_rangemin;
}//来源：CXH99.COM
if(High>hitoday)
{
hitoday=High;
}
if(Low
{
ltoday=Low;
}
if(Time*100>=notbef and Time*100=2 and
rfilter)
{
if(Time !=
GetGlobalVar(1) and GetGlobalVar(1) != 0)
{
SetGlobalVar(1,10000);
}
if(hitoday>=ssetup and marketposition>-1 and
GetGlobalVar(1)<1)
{
If(Low<=(senter
(hitoday-ssetup)/div))
{
SellShort(1,senter (hitoday-ssetup)/div);
SetGlobalVar(1,Time);
Return;
}
}
if(ltoday<=bsetup and marketposition<1
and GetGlobalVar(1)<1)
{
If(High>=(benter-(bsetup-ltoday)/div))
{
Buy(1,benter-(bsetup-ltoday)/div);
SetGlobalVar(1,Time);
Return;
}
}
if(marketposition==-1)
{
SetGlobalVar(0,1);
if(High-EntryPrice>=i_reverse)
{
BuyToCover(1,entryprice i_reverse);
Return;
}
}//来源：CXH99.COM
if(marketposition==1)
{
SetGlobalVar(0,1);
if(EntryPrice-Low>=i_reverse)
{
Sell(1,entryprice-i_reverse);
Return;
}
}
if(marketposition==0)
{
if(High>=bbreak and GetGlobalVar(0) ==
0)
{
Buy(1,bbreak);
Return;
}
}
if(marketposition==0)
{
if(low<=sbreak and
GetGlobalVar(0) == 0)
{
SellShort(1,sbreak);
Return;
}
}
}
if(Time*100>=notaft and Time<0.1600)
{
if(marketposition==-1)
{
BuyToCover(1,Open);
}
if(marketposition==1)
{
Sell(1,Open);
}
}
End
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