布林通道

 1 inputs: baolin_price(close),   //用于 计算宝林通道
 2         current_price(close), //当前价格
 3         length(20),
 4         up_std(2),
 5         dn_std(2),
 6         long_ma_day(120), //长期趋势线 上升时购买
 7         diaodeng_para(2);// 吊灯止损 2 = 2% 
 8 
 9 vars: up_band(0),
10      dn_band(0),
11      buy_cnt(0),
12      diaodeng_peice(0),     
13      day_long_ma(0),
14      first_buy_price(0),
15      first_buy_barcnt(0),
16      mid_price(0);        
17 
18 up_band = BollingerBand( baolin_price, length, up_std ) ;//宝林带 通道上
19 dn_band = BollingerBand( baolin_price, length, -up_std ) ;//宝林带 通道下
20 day_long_ma=AverageFC(baolin_price,long_ma_day);//长平均线 用来判断趋势
21 mid_price=((high+low+close)/3); //中轴线 用于 吊灯止损
22 
23 
24 
25 
26 // 不是1一条线(必须有)  当前价格在宝林通道上限的上面  趋势属于上升趋势 
27 if (CurrentBar > 1) and (current_price> up_band) and (day_long_ma>day_long_ma[1]*1.001) then
28 begin
29     buy ( "buy" ) 1 shares next bar at open; //下个开盘价买入1手
30     if(buy_cnt=0) then 
31     begin
32         first_buy_price =close;    
33         first_buy_barcnt = CurrentBar;
34     end;
35     buy_cnt=buy_cnt+1; 
36         
37 end;
38 
39 // 不是1一条线(必须有)  当前价格在宝林通道下限的下面  并且 有持仓
40 if (CurrentBar > 1) and (current_price < dn_band) and (buy_cnt>0) then
41 Begin
42     sell ("sell") buy_cnt shares next bar at open; //全部销售
43     diaodeng_peice=0; //止损线 清零
44 end; 
45 
46 // 止损 中轴线 吊灯止损   并且 有持仓
47 if(mid_price< diaodeng_peice* (1-0.01 *diaodeng_para)) and (buy_cnt>0)  then 
48 begin
49     sell ("diaodeng_zisun") buy_cnt shares next bar at open; //全部销售
50     diaodeng_peice=0; //止损线 清零
51 end;
52 
53 
54 //更新 吊灯止损线
55 if(mid_price>diaodeng_peice) then 
56     diaodeng_peice=mid_price;    
57     
58     
59 //止损 开始价 低于 
60 If (first_buy_barcnt> CurrentBar+1) and (close< first_buy_price*0.995) and (buy_cnt>0)  then 
61 Begin
62     sell ("diyi_zisun") buy_cnt shares next bar at open; //全部销售
63     diaodeng_peice=0; //止损线 清零
64 
65 end;
66     
67 //plot1(up_band,"up_band");
68 //plot2(dn_band,"dn_band");
69 //plot3(day_long_ma,"day_long_ma");
70 //plot4(diaodeng_peice,"diaodeng_peice");