DBFX:=4000;
N:=1;
X:=3;
//定义布林通道开始_____________________________________________________________
MID:=ROUND(MA(C,N1)/MINPRICE,0)*MINPRICE;//布林中轨
TMP2:=ROUND(STD(C,N1)/MINPRICE,0)*MINPRICE;//M倍标准差
TOP:=MID+M*TMP2;//布林上轨
BOT:=MID-M*TMP2;//布林下轨
上:TOP,COLORMAGENTA,DOT;
中:MID,COLORYELLOW,DOT;
下:BOT,COLORGREEN,DOT;
收盘价:=ROUND(C/MINPRICE,0)*MINPRICE,NODRAW;
合约倍数:=UNIT,NODRAW;
SZXH:=BARSLAST(CROSSUP(H,REF(TOP,1)) OR H>=REF(TOP,1)),NODRAW;//上穿上轨
PZDM0:=BARSLAST(CROSSDOWN(L,REF(MID,1)) OR L<=REF(MID,1)),NODRAW;//下破中轨
PZDM:=IF(PZDM0>=0,PZDM0,999),NODRAW;//没有盘整信号的情况下，初始化盘整信号
PZUM0:=BARSLAST(CROSSUP(H,REF(MID,1)) OR H>=REF(MID,1)),NODRAW;//上破中轨
PZUM:=IF(PZUM0>=0,PZUM0,999),NODRAW;//没有盘整信号的情况下，初始化盘整信号
XDXH:=BARSLAST(CROSSDOWN(L,REF(BOT,1)) OR L<=REF(BOT,1)),NODRAW;//下破下轨
QSSZ:=IF(PZDM>SZXH,1,0),NODRAW;//对于单根K线破上轨和中轨后，收盘价突破才算有效突破
QSXD:=IF(PZUM>XDXH,-1,0),NODRAW;//对于单根K线破下轨和中轨后，收盘价突破才算有效突破
QS:=IF(C>=REF(TOP,1),1,IF(C<=REF(BOT,1),-1,IF(C>REF(MID,1),QSSZ,QSXD))),NODRAW;//输出最近1破上轨;0下破中轨;0上破中轨;-1破下轨
//定义布林通道结束______________________________________________________________
//定义ATR开始___________________________________________________________________
TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)),NODRAW;
ATR : =ROUND(MA(TR,26)/MINPRICE,0)*MINPRICE,NODRAW;
//定义ATR结束___________________________________________________________________
//趋势延续时间
QS1_N:=BARSLAST( QS<>1),NODRAW;
QSF1_N:=BARSLAST( QS<>-1),NODRAW;
//趋势时长:IF(QS1_N,QS1_N,QSF1_N), NODRAW,COLORYELLOW;
//趋势中的最高/最低价
QS1_H:=HHV(H,QS1_N),NODRAW;
QSF1_L:=LLV(L,QSF1_N),NODRAW;
//上涨趋势标注开始______________________________________________________________
A1:=CROSS(H,REF(TOP,1));
B1:=CROSSDOWN(L,REF(MID,1));
DRAWICON(A1&&SUMBARS(A1,2)>SUMBARS(B1,1),L-0.4*ATR,’ICO4′);
DRAWICON(B1&&SUMBARS(B1,2)>SUMBARS(A1,1),H+0.4*ATR,’ICO10′);
//上涨趋势标注结束______________________________________________________________
NDT:=BARSLAST(A1&&SUMBARS(A1,2)>SUMBARS(B1,1))+1;//多头开始周期
NDEND:=BARSLAST(B1&&SUMBARS(B1,2)>SUMBARS(A1,1)&&NDT>1)+1;//多头结束周期
//DRAWICON(B1&&SUMBARS(B1,2)>SUMBARS(A1,1)&&NDT>1,H,’ICO120′);
//下跌趋势标注开始______________________________________________________________
A2:=CROSSDOWN(L,REF(BOT,1));
B2:=CROSS(H,REF(MID,1));
DRAWICON(A2&&SUMBARS(A2,2)>SUMBARS(B2,1),H+0.4*ATR,’ICO5′);
DRAWICON(B2&&SUMBARS(B2,2)>SUMBARS(A2,1),L-0.4*ATR,’ICO11′);
//下跌趋势标注结束______________________________________________________________
NKT:=BARSLAST(A2&&SUMBARS(A2,2)>SUMBARS(B2,1))+1;//空头开始周期
NKEND:=BARSLAST(B2&&SUMBARS(B2,2)>SUMBARS(A2,1)&&NKT>1)+1,NODRAW;//空头结束周期
//DRAWICON(B2&&SUMBARS(B2,2)>SUMBARS(A2,1)&&NKT>1,L-0.2*ATR,’ICO121′);
TBMK:ROUND(DBFX/(TOP-MID)/UNIT,0),PRECIS0,NODRAW;
DRAWICON((TBMK=0 AND A1&&SUMBARS(A1,2)>SUMBARS(B1,1)) OR (TBMK=0 AND A2&&SUMBARS(A2,2)>SUMBARS(B2,1)) ,H+ATR,’ICO76′);
CMK:ROUND(DBFX/ABS(C-MID)/UNIT,0),PRECIS0,NODRAW;
ATR止损单笔:=N*ATR*UNIT,NODRAW;
ATR止损位:=IF(C>MID,收盘价-N*ATR,收盘价+N*ATR),NODRAW;
T_COMMAND(TBMK);
A1&&COUNT(BK,BARPOS)=0,BK;
B1,SP;
A2&&COUNT(SK,BARPOS)=0,SK;
B2,BP;
AUTOFILTER;
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