<a href="forumdisplay.php?fid=109&filter=type&typeid=2">[TB源码]</a> 期货软件TB系统源代码解读系列23-ZigZag交易系统

Params
Numeric RetracePct(2);
Numeric StopLossSet(30);
Vars
NumericSeries SwingPrice;
Numeric SwingHighPrice;
Numeric SwingLowPrice;
NumericSeries PreBar(0);
NumericSeries UpDn(0);
Bool SaveSwing(False);
Bool NewTL(False);
Bool UpdateTL(False);
Numeric MinPoint;
Numeric MyEntryPrice;
Numeric myexitprice;
begin
If(CurrentBar == 0)
SwingPrice = Close;
SwingHighPrice = SwingHigh( 1, Close, 1,2);
SwingLowPrice = SwingLow( 1, Close, 1, 2 );
If (SwingHighPrice <> -1)
{
If(UpDn <=0 && SwingHighPrice >= SwingPrice * (1+RetracePct*0.01))
{
UpDn = 1;
NewTL = True;
SaveSwing = True;
}Else If(UpDn == 1 && SwingHighPrice >= SwingPrice)
{
UpdateTL = True;
SaveSwing = True;
}
If(SaveSwing)
{
SwingPrice = SwingHighPrice;
PreBar = CurrentBar;
}
}Else If(SwingLowPrice <> -1)
{
If(UpDn >=0 && SwingLowPrice <= SwingPrice * (1-RetracePct*0.01))
{
UpDn = -1;
NewTL = True;
SaveSwing = True;
}Else If(UpDn == -1 && SwingLowPrice <= SwingPrice)
{
UpdateTL = True;
SaveSwing = True;
}
If(SaveSwing )
{
SwingPrice = SwingLowPrice;
PreBar = CurrentBar;
}
}
If( NewTL)
{
PlotNumeric("ZigZag",SwingPrice,0,-1,1);
}Else If(UpdateTL)
{
If (UpDn == UpDn[1])
{
Unplot("ZigZag",PreBar - PreBar[1]+1);
PlotNumeric("ZigZag",SwingPrice,0,-1,1);
}Else
{
PlotNumeric("ZigZag",SwingPrice,0,-1,1);
}
}
If(MarketPosition <> 1 And SwingPrice[2] < SwingPrice[1] And SwingLowPrice <> -1)
{
Buy(1,Open);
}
If(MarketPosition <> -1 And SwingPrice[2] > SwingPrice[1] And SwingHighPrice <> -1 )
{
SellShort(1,Open);
}
MinPoint = MinMove*PriceScale;
MyEntryPrice = AvgEntryPrice;
if( MarketPosition ==1 And Low <= MyEntryPrice - StopLossSet*MinPoint)//可以在这里写上初始的止损处理//
{
MyExitPrice = MyEntryPrice - StopLossSet*MinPoint;
Sell(0,MyExitPrice);
}
If( MarketPosition == -1 And High >= MyEntryPrice + StopLossSet*MinPoint)//可以在这里写上初始的止损处理//
{
MyExitPrice = MyEntryPrice + StopLossSet*MinPoint;
BuyToCover(0,MyExitPrice);
}
End

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