程式碼分析.17

拋物線SAR(Stop and Reverse)，好用的出場概念，但是常常被搞錯認為是進場的邏輯，廢話不多說，請參考程式碼的出場部分

Input:ATRLength(10),ATRs(2.5); Vars:WAvgPrice(0),Resistance(0),Support(0); Vars:EntryATR(0),MP(0),StopPrice(0);

WAvgPrice=(High+Low+2*Close)*0.25; Resistance=2*WAvgPrice-Low; Support=2*WAvgPrice-High; MP=MarketPosition;

If MP1 then Buy next bar at Resistance Stop; If MP-1 then SellShort next bar at Support Stop;

{ Exit with ATR Profit Target } If BarsSinceEntry=0 then EntryATR=AvgTrueRange(ATRLength)*ATRs; If MP=1 and HighEntryPrice+EntryATR then Sell next bar at EntryPrice+EntryATR Stop; If MP=-1 and LowEntryPrice-EntryATR then BuyToCover next bar at EntryPrice-EntryATR Stop;

{ Exit with Parabolic SAR } 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;