程式碼分析.15

這個是經典的突破策略，我自己的原始設計是 RangeHighest(Range,500)[1]，用這個來捕捉大波動

{Big Volatility} Inputs:Stdev(2),Length(55),ProfitPt(0); Vars:CloseToClose(0),CTCStdDev(0),RangeStdv(0),BigVolatility(False),MP(0);

CloseToClose=AbsValue(Close-Close[1]); CTCStdDev=Average(CloseToClose,Length)+StdDev(CloseToClose,Length)*Stdev;

RangeStdv=Average(Range,Length)+StdDev(Range,Length)*Stdev; BigVolatility=CloseToCloseCTCStdDev[1] or RangeRangeStdv[1];

If BigVolatility then begin Buy next bar at Close+Average(Range,3)[1] Stop; SellShort next bar at Close-Average(Range,3)[1] Stop; End;

MP=MarketPosition;

If MP=1 and MP[1]=0 then StopPrice=Low-Average(Range,4); If MP=-1 and MP[1]=0 then StopPrice=High+Average(Range,4);

If MP=1 then begin Sell next bar at StopPrice Stop; StopPrice = StopPrice+(Low-StopPrice)/3; End;

If MP=-1 then begin BuyToCover next bar at StopPrice Stop; StopPrice = StopPrice-(StopPrice-High)/3; End;