SafeZone指標 ::走進我的交易室::

zaqimon

好像沒看到有人發表過SafeZone指標
“走進我的交易室”書上提到使用SafeZone作為停損使用
這是網路找的然後經過自己修改過

1. /*
   
2. 
   
3. from htt[delete_me]p:/[delete_me]/w[delete_me]ww.amibroker.com/library/detail.php?id=569
   
4. 
   
5. [20121107] zaqimon
   
6. Some mods and tidy up.
   
7. There is also another version with STDEV for its channel width, but I'm OK with this simple original method.
   
8. 
   
9. */
   
10. Pd=Param("Period",10,1,50,1);
    
11. ShowStop = ParamToggle("Show Stop Breakout?","No|Yes",0);
    
12. AvgUpPenMult=Param("Up Multiplier",2,1,4,0.1);
    
13. AvgDnPenMult=Param("Down Multiplier",2,1,4,0.1);
    
14. DaysInTrade=Param("Days in trade",3,1,50,1);
    
15. colorSZShort = ParamColor("Color Safe Zone Short", colorRed );
    
16. colorSZLong = ParamColor("Color Safe Zone Long", colorBrightGreen );
    
17. 
    
18. H1=Ref(H,-1);
    
19. L1=Ref(L,-1);
    
20. UpPen=IIf(H>H1,H-H1,0);
    
21. DnPen=IIf(L<L1,L1-L,0);
    
22. UpPenSum=Sum(UpPen,Pd);
    
23. DnPenSum=Sum(DnPen,Pd);
    
24. UpPenCount=Sum(H>H1,Pd);
    
25. DnPenCount=Sum(L<L1,Pd);
    
26. /*
    
27. we need to avoid divide-by-zero.
    
28. i choose using (yesterday) Close for Stop Price if there is no available value.
    
29. you can happily exit anytime and take profit after such a rarely occured winning streak.
    
30. or you should be more cautious about your position after such kind of rally.
    
31. */
    
32. AvgUpPen=IIf(UpPenCount>0,UpPenSum/UpPenCount,0);
    
33. AvgDnPen=IIf(DnPenCount>0,DnPenSum/DnPenCount,0);
    
34. StopShort=H+(AvgUpPen*AvgUpPenMult);
    
35. StopLong=L-(AvgDnPen*AvgDnPenMult);
    
36. // This is the SafeZone "Dot"
    
37. SafeZoneStopShort=LLV(StopShort,DaysInTrade);
    
38. SafeZoneStopLong=HHV(StopLong,DaysInTrade);
    
39. // This calculates the Stop "Line"
    
40. // Only move Stop closer except Stop Breakout, then we move Stop (farther) to SafeZone "Dot"
    
41. ShortStop=SafeZoneStopShort;
    
42. LongStop=SafeZoneStopLong;
    
43. for (i=1;i < BarCount; i++)
    
44. {
    
45.     if(H[i] < ShortStop[i-1] && SafeZoneStopShort[i] > ShortStop[i-1])
    
46.     {
    
47.         ShortStop[i] = ShortStop[i-1];
    
48.     }
    
49.     if(L[i] > LongStop[i-1] && SafeZoneStopLong[i] < LongStop[i-1])
    
50.     {
    
51.         LongStop[i] = LongStop[i-1];
    
52.     }
    
53. }
    
54. 
    
55. Plot(SafeZoneStopShort, "Safe Zone Short", colorSZShort, styleDots|styleNoLine);
    
56. Plot(SafeZoneStopLong, "Safe Zone Long", colorSZLong, styleDots|styleNoLine);
    
57. // EncodeColor force Title color unchanging, or it changes according to the right-most bar, which is irritating.
    
58. // Grey line means we move Stop farther, while in real trade, you should always move Stop closer.
    
59. Plot(ShortStop, EncodeColor(ColorBlend(colorSZShort,colorBlack))+"Stop Short", IIf(ShortStop>Ref(ShortStop,-1), colorGrey50, ColorBlend(colorSZShort, colorBlack)), ParamStyle("Style Stop Short", styleLine));
    
60. Plot(LongStop, EncodeColor(ColorBlend(colorSZLong,colorBlack))+"Stop Long", IIf(LongStop<Ref(LongStop,-1), colorGrey50, ColorBlend(colorSZLong, colorBlack)), ParamStyle("Style Stop Long", styleLine));
    
61. if(ShowStop)
    
62. {
    
63.     // touch Yesterday's Stop price then exit, showing a hollow triangle
    
64.     PlotShapes(IIf(H>=Ref(ShortStop,-1), shapeHollowSmallUpTriangle, shapeNone), colorSZShort, 0, H, 12);
    
65.     PlotShapes(IIf(L<=Ref(LongStop,-1), shapeHollowSmallDownTriangle, shapeNone), colorSZLong, 0, L, 12);
    
66. }
    

複製代碼

manhavecoco

謝謝版大分享

moneymaker

謝謝分享好東西

銀色羽翼

這對我來說好像火星文  

ys_chang

好東西謝謝分享SafeZone指標