程序化交易策略

{
EasyLanguage Strategy Code for TradeStation
Population member: 16

Created by: Adaptrade Builder version 1.2.0.2
Created: 2011-7-20 0:17:11

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 (8),
NS1 (46),
NS2 (84),
NS3 (86),
NS4 (85),
NBarEnL3 (64),
EntFrL (4.4081);

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

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

{ Entry prices }
EntPrL = H - EntFrL * (HighD(0) - Average(H, NBarEnL3));

{ Entry and exit conditions }
EntCondL = C[NL1] < CloseD(1);
EntCondS = (XAverage(L, NS1) >= XAverage(L, NS2)) and (DMIMinus(NS3) >= DMIPlus(NS4));

{ 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 market;
end;

SetExitOnClose;