程式碼分析.1

ADX這個指標可以同時衡量波動度與行情方向，也因為內在的出頭落尾設計邏輯可以多方變化(利用創新高、創新低的動能，作為多空力道的判斷依據)，長久以來就是模組開發練功的第一步

ADX指標常見的建構模組邏輯如下 : 1. 在波動度放大的時候進場(Ex. ADX(10)ADX(10)[1]) 2. 也可用在 ADX縮小至某個門檻值之下，判定為盤整，搭配其他突破訊號進場

以下為參考程式碼 {Traffic Jam} Inputs:ADXLen(14),ADXLev(25),ConsecDC(3),ConsecUC(3),ProtATR(3),ATRLen(10),FixdExit(3); Variables:ADXVal(0),ATRValP(0);

ADXVal=ADX(ADXLen); ATRValP=AvgTrueRange(ATRLen)*ProtATR;

{Setup Criteria for System Entries} Condition1 = ADXVal ADXLev AND ADXVal ADXVal[MaxList(ConsecDC, ConsecUC)]; Condition2 = CountIf(Close Close[1], ConsecDC) = ConsecDC; Condition3 = CountIf(Close Close[1], ConsecUC) = ConsecUC;

{System Entries} If Condition1 Then Begin If Condition2 Then Buy This Bar on Close; If Condition3 Then SellShort This Bar on Close; End;

{ATR Protective Stop} If MarketPosition = 1 Then Sell Next Bar at EntryPrice - ATRValP Stop; If MarketPosition = -1 Then BuyToCover Next Bar at EntryPrice + ATRValP Stop;

{Fixed Bar Exit} If BarsSinceEntry = FixdExit Then Sell This Bar on Close; If BarsSinceEntry = FixdExit Then BuyToCover This Bar on Close;