程序化交易策略

{
EasyLanguage Strategy Code for TradeStation
Population member: 1

Created by: Adaptrade Builder version 1.2.0.2
Created: 2011-7-20 0:33:55

TradeStation code for TS 6 or newer

Price File: C:\Documents and Settings\Administrator\桌面\RobotData\shuju\IF000_M5_Builder.txt
Build Dates: 2010-3-9 to 2011-2-20
}

{ Strategy inputs }
Inputs: NL1 (14),
NS1 (81),
NS2 (83),
NBarEnL1 (14),
NBarEnL2 (12),
EntFrL (1.9238),
NBarEnS1 (68);

{ Variables for entry and exit prices }
Var: EntPrL (0),
EntPrS (0);

{ Variables for entry and exit conditions }
Var: EntCondL (false),
EntCondS (false);

{ Entry prices }
EntPrL = L[NBarEnL1] - EntFrL * (Lowest(H, NBarEnL2) - O);
EntPrS = Lowest(H, NBarEnS1);

{ Entry and exit conditions }
EntCondL = H[NL1] crosses below HighD(0);
EntCondS = ChaikinOsc(Ticks, NS1, NS2) >= 0;

{ Entry orders }
If (MarketPosition = 0 or time = SessionEndTime(0, 1)) and EntCondL then begin
Buy next bar at EntPrL limit;
end;

If (MarketPosition = 0 or time = SessionEndTime(0, 1)) and EntCondS then begin
Sell short next bar at EntPrS limit;
end;

SetExitOnClose;