[範例程式碼] 吊燈式追蹤停利( Chandelier trailing stop)

gogogo

以Ｋ棒的最高點向下減除AvgTrueRange*倍數的吊燈式追蹤停利

If BarsSinceEntry(0) = 0 Then begin
        PosLow = Low;
        end;
If MarketPosition <0  Then begin
If Low < PosLow Then begin
PosLow = Low;
end;        
buytocover("TSP1") Next Bar at PosLow +AvgTrueRange(ATRLength)* NumATRs Stop;

end else begin
buytocover("TSP2")   Next bar at Low + AvgTrueRange(ATRLength)* NumATRs Stop;
end ;


If BarsSinceEntry(0) = 0 Then begin
PosHigh = High;
end;
If MarketPosition >0  Then begin
If High > PosHigh Then begin
PosHigh = High;
end;        
sell("TSP3") Next Bar at PosLow -AvgTrueRange(ATRLength)* NumATRs Stop;
end else begin
sell("TSP4")Next Bar at PosLow -AvgTrueRange(ATRLength)* NumATRs Stop;
end;

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