程式碼分析.2

簡單的均線排列加上一個拉回等待買進的條件，運用平均真實區間作為波動度的衡量依據，並以此做為停利目標、停損目標與條件式損益兩平出場策略

{Skinny Dipper}
Inputs: LTAvg(50), STAvg(15), ATRLen(10), ProfATR(4), ProtATR(3), BEATRs(4);
Variables: PosHigh(0), PosLow(0), PosHL(0), EntryATR(0), ATRValPt(0), ATRValP(0), ATRValBE(0);

ATRValPt = AvgTrueRange(ATRLen) * ProfATR;
ATRValP = AvgTrueRange(ATRLen) * ProtATR;
ATRValBE = AvgTrueRange(ATRLen) * BEATRs;
{Setup}
Condition1 = Close > XAverage(Close, LTAvg);
Condition2 = Close > XAverage(Close, STAvg);
Condition3 = Close < Low[1];
{Long Entry}

If Condition1 AND Condition2 AND Condition3 Then
Buy Next Bar at High[1] + 1 Point Stop;

{ATR Profit Target Stop}
If BarsSinceEntry = 0 Then
EntryATR = ATRValPt;
If MarketPosition = 1 Then
sell Next Bar at EntryPrice + EntryATR Limit;

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

{ATR Breakeven Stop}
If BarsSinceEntry = 0 Then PosHL = Close;
If MarketPosition = 1 Then Begin
If Close > PosHL Then
PosHL = Close;
If PosHL > EntryPrice + ATRValBE Then
sell Next Bar at EntryPrice Stop;
End;