程式碼分析.18

波動度壓縮後，等待突破訊號，是提高勝算的好構想，
以下是內困型態發生後的突破策略程式碼

{Inside Day Breakout Failure}
Input:RngAvg(3);
Vars:DayRangeAvg(0),LongEntryPrice(1),ShortEntryPrice(-1);
Vars:InsideDay(False),PlacedOrder(False);

InsideDay = High of Data2<High[1] of Data2 and Low of Data2>Low[1] of Data2;
DayRangeAvg = Average(TrueRange of Data2,RngAvg) of Data2;

If Date[0]<>Date[1] then begin
PlacedOrder = False;
LongEntryPrice = -1;
ShortEntryPrice = -1;
End;

If InsideDay then begin
If PlacedOrder = False and Low < Low of Data2 then begin
LongEntryPrice = High of Data2;
PlacedOrder = True;
End;

If PlacedOrder = False and High > High of Data2 then begin
ShortEntryPrice = Low of Data2;
PlacedOrder = True;
End;

If PlacedOrder and LongEntryPrice<>-1 then Buy next bar at LongEntryPrice stop;
If PlacedOrder and ShortEntryPrice<>-1 then SellShort next bar at ShortEntryPrice stop;

Sell next bar at Low of Data2 - DayRangeAvg*0.5 stop;
BuyToCover next bar at High of Data2 + DayRangeAvg*0.5 stop;