Params
Numeric notbef(9.00);
Numeric notaft(14.55);
Numeric f1(0.01);
Numeric f2(1);
Numeric f3(0.01);
Numeric reverse(1.00);
Numeric rangemin(0.1);
Numeric xdiv(3);
Numeric offset(5);
Vars
NumericSeries ssetup(0);
NumericSeries bsetup(0);
NumericSeries senter(0);
NumericSeries benter(0);
NumericSeries bbreak(0);
NumericSeries sbreak(0);
NumericSeries ltoday(0);
NumericSeries hitoday(9999);
NumericSeries startnow(0);
NumericSeries div(0);
BoolSeries rfilter(false);
Numeric i_reverse;
Numeric i_rangemin;
Numeric i_vB;
Numeric i_vS;
Numeric i_offset;
Numeric offset2;
Begin
If(BarStatus==2 && Time==0.090000 && high==low ) return; // 集合竟价过滤信号
i_offset = offset*MinMove*PriceScale;
i_reverse = reverse*(OpenD(0)/100);
i_rangemin = rangemin*(OpenD(0)/100);
if(BarStatus==0)
{
startnow=0;
div=max(xdiv,1);
}
if(Date != Date[1])//如果当前公式应用商品在当前Bar的日期不等于前面公式应用商品在当前Bar的日期
{
SetGlobalVar(0,0);// 将第1个全局变量设置为0,将第2个全局变量设置为0
SetGlobalVar(1,0);
startnow=startnow+1;
ssetup=hitoday[1]+f1*(Close[1]-ltoday[1]);
senter=((1+f2)/2)*(hitoday[1]+Close[1])-(f2)*ltoday[1];
benter=((1+f2)/2)*(ltoday[1]+Close[1])-(f2)*hitoday[1];
bsetup=ltoday[1]-f1*(hitoday[1]-Close[1]);
bbreak=ssetup+f3*(ssetup-bsetup);
sbreak=bsetup-f3*(ssetup-bsetup);
hitoday=High;
ltoday=Low;
rfilter=(hitoday[1]-ltoday[1])>=i_rangemin;
}
if(High>hitoday)
{
hitoday=High;
}
if(Low<ltoday)
{
ltoday=Low;
}
if(Time*100>notbef and Time*100<notaft and startnow>=2 and rfilter)//当前公式应用商品在当前Bar的时间乘以100》=9点或者小于14.55分
{
if(Time != GetGlobalVar(1) and GetGlobalVar(1) != 0)
{
SetGlobalVar(1,10000);
}
if(hitoday>=ssetup and marketposition>-1 and GetGlobalVar(1)<1)
{
If(Low<=(senter+(hitoday-ssetup)/div))
{
SellShort(1,senter+(hitoday-ssetup)/div+i_offset);
SetGlobalVar(1,Time);
Return;
}
}
if(ltoday<=bsetup and marketposition<1 and GetGlobalVar(1)<1)
{
If(High>=(benter-(bsetup-ltoday)/div))
{
Buy(1,benter-(bsetup-ltoday)/div-i_offset);
SetGlobalVar(1,Time);
Return;
}
}
if(marketposition==-1)//-1 当前位置为持空仓
{
SetGlobalVar(0,1);
if(High-EntryPrice>=i_reverse)
{
BuyToCover(1,entryprice);
Return;
}
}
if(marketposition==1)//1 当前位置为持多仓
{
SetGlobalVar(0,1);
if(EntryPrice-Low>=i_reverse)
{
Sell(1,entryprice);
Return;
}
}
if(marketposition==0)//1 当前位置为没有持仓
{
if(High>=bbreak and GetGlobalVar(0) == 0)
{
Buy(1,bbreak-i_offset);
Return;
}
}
if(marketposition==0)//1 当前位置为没有持仓
{
if(low<=sbreak and GetGlobalVar(0) == 0)
{
SellShort(1,sbreak+i_offset);
Return;
}
}
}
if(Time*100>=notaft and Time<0.1600)
{
if(marketposition==-1)
{
BuyToCover(1,Open);
}
if(marketposition==1)
{
Sell(1,Open);
}
}
End