盤整當沖程式(程式碼)

期貨市場裡幾乎有7成以上的盤都是盤整形式, 或成箱型模式或是收斂模式,所以幾乎盤整時都趨向收手不進場,就算進場後也容易被迫停損,所以此時就使用盤整模式的程式下去操作也未嘗不可.
以下是盤整模式的程式碼,大家可以參考看看,然而這比較適合盤整階段,如果遇到了順勢盤,或開放型態的盤時,就容易虧損,所以必須再配合其它的策略操作 .在這只提供參考,不負任何盈虧的責任喔!









Parameter: Price(close)
var : CDPA(0),AH(0),NH(0),NL(0),AL(0),DS(0),DB(0)

 
  IF DATE[1] <> DATE  THEN
  DS=0
  DB =0  
  VALUE1= HIGHEST(CLOSE,59)
  VALUE2=LOWEST(CLOSE,59)
  IF TIME=85000 THEN
  VALUE3=CLOSE[1]
  END IF
  CDPA=(VALUE1+VALUE2+(VALUE3*2))/4
  AH=CDPA+(VALUE1-VALUE2)
  NH=CDPA*2-VALUE2
  NL=CDPA*2-VALUE1
  AL=CDPA-(VALUE1-VALUE2)
  END IF
  IF TIME >=85000 AND TIME <132000 THEN
  CONDITION1 =TRUE
  ELSE
  CONDITION1 =FALSE
  END IF 

IF  CONDITION1 AND  DS=0 AND  CLOSE>=NH THEN
SELL("NH") NEXT BAR ON MARKET
DS + =1
END IF

IF  CONDITION1 AND   DB = 0 AND CLOSE <=NL THEN
BUY("NL") NEXT BAR ON MARKET
DB + =1
END IF

IF CONDITION1 AND CLOSE > AH THEN
BUY("+AH") NEXT BAR ON MARKET

END IF

IF CONDITION1 AND  CLOSE <AL THEN
SELL("+AL") NEXT BAR ON MARKET

END IF

IF CurrentContracts <=-1 AND CLOSE > AH THEN
ExitSHORT from entry("NH") NEXT BAR ON MARKET
END IF

IF CurrentContracts=-2 AND CLOSE > NL THEN
ExitSHORT ("ALL_NL") NEXT BAR ON MARKET
END IF

 IF CURRENTCONTRACTS >=1 AND CLOSE <AL THEN
 ExitLong from entry("NL") NEXT BAR ON MARKET
 END IF

  IF CURRENTCONTRACTS =2 AND CLOSE <NH THEN
 ExitLong("ALL_AH") NEXT BAR ON MARKET
 END IF

IF TIME=133000 THEN
EXITSHORT("TO") THIS BAR ON CLOSE
EXITLONG("BTO")THIS BAR ON CLOSE
END IF