//思路：突破+动态止损//适用软件：TB-Plus/TB-旗舰版//公式名称：rrquantC09//数据周期：通用（H，30M）//数据合约：指数合约//交易合约：主力合约//适合品种：沪铝，沪银，沪铜，铁矿石,鸡蛋，聚丙烯,螺纹,橡胶,白糖,PTA，沪锌等//“人人宽客，人人是宽客”//关注“人人宽客”微信公众号，获得更多量化学习资料；ParamsNumericLength1(5);Numericlength2(15);NumericTrailingStopRate(3);//跟踪止损比例NumericN(1.2);VarsNumericSeriesTT1;NumericSeriesTT2;NumericSeriesKK;NumericSeriesMyprice;NumericSeriesHigherAfterEntry;NumericSeriesLowerAfterEntry;Begin//“人人宽客，人人是宽客”//关注“人人宽客”微信公众号，获得更多量化学习资料；TT1=AvgTrueRange(Length1);TT2=AvgTrueRange(Length2);KK=TT1/TT2;If(MarketPosition==0&&KK[1]>N&&low<=low[1]&&close[1]N&&high>=high[1]&&close[1]>close[4.]){myprice=max(high[1],open);Buy(0,myprice);Commentary("开多");}//------------------------------------------------------------------------------------------------//记录入场后的最高价和最低价//------------------------------------------------------------------------------------------------If(MarketPosition==1&&BarsSinceentry==0){HigherAfterEntry=Max(MyPrice,high);LowerAfterEntry=LowerAfterEntry[1];}elseIf(MarketPosition==-1&&BarsSinceentry==0){LowerAfterEntry=Min(MyPrice,low);HigherAfterEntry=HigherAfterEntry[1];}elseif((MarketPosition!=0&&BarsSinceentry>=1)){HigherAfterEntry=Max(HigherAfterEntry[1],high[1]);LowerAfterEntry=Min(LowerAfterEntry[1],low[1]);}Commentary("Higherafterentry"+text(Higherafterentry));Commentary("Lowerafterentry"+text(Lowerafterentry));//------------------------------------------------------------------------------------------------//跟踪止损//------------------------------------------------------------------------------------------------Myprice=HigherAfterEntry-Open*TrailingStopRate/100;If(MarketPosition==1AndLow0)//多头跟踪止损{MyPrice=Min(Open,Myprice);Sell(0,MyPrice);Commentary("多头跟踪止损");}Myprice=LowerAfterEntry+Open*TrailingStopRate/100;If(MarketPosition==-1AndHigh>Myprice&&BarsSinceentry>0)//空头跟踪止损{MyPrice=Max(Open,myprice);BuyToCover(0,MyPrice);Commentary("空头跟踪止损");}End//“人人宽客，人人是宽客”//关注“人人宽客”微信公众号，获得更多量化学习资料；//------------------------------------------------------------------------//编译版本:2017/06/15130115//内核版本:V2.6.2.14//版权所有rrquant//更改声明TradeBlazerSoftware保留对TradeBlazer平台//每一版本的TradeBlazer公式修改和重写的权利//------------------------------------------------------------------------
