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;