程式交易 - 當日高低點程式

今天又把之前的想法拿出來弄了一下，這個想法也滿簡單的，就是在一段時間之後，把當日的高低點抓出來，往上做多、往下做空。其實昨天完成的程式我已經很滿意了，也打算就用那程式開始跑交易，只是因為交易次數實在不夠，所以才想到再寫一個交易次數高一點，但卻又能小賺點錢的程式，今天的這隻…還不算滿意…

來看看不怎麼樣的績效吧…手續費來回還是設二千…



真的是個不怎麼樣的程式啊…所以程式碼就順便貼了…醜話說在前頭，可別直接拿去用然後賠錢找我算帳…
以下，TS 程式碼…


var:count(0), buyline(99999), sellline(0);

if date[0] <> date[1] then begin
count = 0;
buyline = 99999;
sellline = 0;
end;

if time = 1100.00 then begin
buyline = highest(high, 27);
sellline = lowest(low, 27);
end;

if time > 1100.00 and time < 1230.00 and count = 0 then begin
if open < buyline and close > buyline and opend(0) > closed(1) then begin
buy ("b4") next bar at market;
count = count + 1;
end;
if open > sellline and close < sellline and opend(0) < closed(1) then begin
sell ("s4") next bar at market;
count = count + 1;
end;
end;

if marketposition > 0 and time < 1335.00 and close < closed(1) and count > 0 then begin
exitlong next bar at market;
end;
if marketposition < 0 and time < 1335.00 and close > closed(1) and count > 0 then begin
exitshort next bar at market;
end;

if marketposition > 0 and time = 1335.00 then begin
exitlong next bar at market;
end;
if marketposition < 0 and time = 1335.00 then begin
exitshort next bar at market;
end;