程式碼分析.11

在ADX、DMI，這指標同時處理波動度與方向力道大小程度，不愧是指標中的第一名首選濾網 ! 以下先介紹計算流程與公式

{DMI-ADX} Input:DMILen(7),ADXLen(7),ADXExit(30),Trade(10000),Lot(100); Vars:BuySetup(false),SellSetup(false),BuyPrice(0),SellPrice(0),DPlus(0),DMin(0),ADXVal(0),ExitSPrc(0),ExitLPrc(0);

DPlus = DMIPlus(DMILen); DMin = DMIMinus(DMILen); ADXVal = ADX(ADXLen);

If DPlusDMin AND ADXVal Crosses Over DMin and MarketPosition 1 then begin BuyPrice = High; BuySetup = true; ExitLPrc = Low; End; If ADXValDMin or MarketPosition = 1 then BuySetup = False;

If DPlus DMin AND ADXVal Crosses Over DPlus and MarketPosition -1 then begin SellPrice = Low; SellSetup = true; ExitSPrc = High; End; If ADXVal DPlus or MarketPosition = -1 then SellSetup = False;

If BuySetup then Buy 1 Contracts next bar at BuyPrice stop; If SellSetup then SellShort 1 Contracts next bar at SellPrice stop;

If MarketPosition = 1 then Begin BuySetup = false; sell next bar at ExitLPrc Stop; End;

If MarketPosition = -1 then begin SellSetup = True; Buytocover next bar at ExitSPrc stop; End;

{ADX Exit Strategy} If (ADXVal[1]=ADXExit and ADXValADXVal[1]) then Begin If MarketPosition=1 and BarssinceEntry1 then sell this bar at close; If MarketPosition=-1 and BarsSinceEntry1 then buytocover this bar at close; End;

If DPlusDMin and BarsSinceEntry1 then sell next bar at Lowest(Low,3) stop; If DPlusDmin and BarsSinceEntry1 then buytocover next bar at Highest(High,3) stop;