Numeric ATRs(1); //几倍ATR止盈
Numeric ATRLength(5); //ATR周期
ATRVal = AvgTrueRange(ATRLength);
//多头开仓时根据开仓BAR的ATR计算止盈价
If(MarketPosition == 1 && BarsSinceEntry == 0)
{
MyExitPrice = EntryPrice + ATRVal * ATRs;
}
//多头平仓
If(MarketPosition == 1 && BarsSinceEntry > 0 && Vol > 0)
{
//止盈出场
If(High >= MyExitPrice)
{
SP(DefaultVol,Max(Open,MyExitPrice));
}
老师麻烦写一下止损 :多单开仓价-ATRVal*0.5
来源:程序化99
来源: WWW.CXH99.COM
Sup=REF(Low,1);
Res =REF(High,1) ; 买入: 最新价>SUP //多头开仓时根据开仓BAR的ATR计算止盈价止盈:买入价+a*ATR 止损:买入价-b*ATR