Params  

Numeric Length(120);

Vars

NumericSeries Highest_value;  

NumericSeries Lowest_value;

//---------跟踪止盈参数

Numeric  ATRLength(10);    //用于计算ATR和新高价的Bar数

Numeric  Acceleration(0.8); //抛物线的加速系数

Numeric  FirstBarMultp(3); //用于计算在进场Bar设置止损价的系数

NumericSeries stopline;     // 止损线计算

NumericSeries StopATR;

Begin

If(!CallAuctionFilter()) Return;

StopATR = ATR_i(0,14);

Highest_value = Highest(High,Length)+StopATR*0.2;

Lowest_value = Lowest(Low,Length)-StopATR*0.2;

Commentary(\"StopATR:\"+text(StopATR));

PlotNumeric(\"MA1\",Highest_value);

PlotNumeric(\"MA2\",Lowest_value);

// 集合竞价和小节休息过滤

If(!CallAuctionFilter()) Return;

If(MarketPosition ==0 && CrossOver(High , Highest_value[1])  )

{

Buy(1,Max(o,Highest_value[1]));

}

If(MarketPosition ==0 && CrossUnder(Low , Lowest_value[1])  )

{

SellShort(1,Min(o,Lowest_value[1]));

}

Commentary(\"PL\"+Text(PositionProfit));

//--------采用ATR跟踪止损止盈

stopline = dj_StopTier_Range(ATRLength,Acceleration,FirstBarMultp,10);

PlotNumeric(\"stopline\",stopline);

If(MarketPosition == 1 and BarsSinceEntry > 0)

{

//-平多

If(Low <= stopline[1] )

{

Sell(0,min(Open,stopline[1]));

}

}

If(MarketPosition == -1 and BarsSinceEntry > 0)

{

//-平空

If(High >= stopline[1] )

{

BuyToCover(0,Max(Open,stopline[1]));

}

}

End