期權加油站

這篇整理一下常會用到的Powerlanduage 語法範例以及常常被客戶問到的寫法，若有錯誤請指正

===========================================

限制當天交易次數

if EntriesToday(date)<1 then begin  限制當天的進場次數1次

===========================================

記錄當天多單空單虧損的次數

if date <> date[1] then begin
OI = 0 ; 
B_loss ;
S_loss ;
end;

OI =  marketposition * currentcontracts ; 未平倉口數
if OI =0 and OI[1] >=1 then B_net = netprofit ;   
if OI =0 and OI[1] <=-1 then S_net = netprofit ;
if B_net  < B_net[1] then B_loss= 1 ; 當多單淨獲利前一筆的獲利少，也就是多單虧損
if S_net  < S_net[1] then S_loss= 1 ; 當空單淨獲利比前一筆獲利少，也就是空單虧損

if B_loss = 0 then begin .... 

if S_loss = 0 then begin ....

if time=CalcTime(sess1starttime,barinterval*N) then begin 開盤後第N根K棒的開盤價
xO=open;

最大量K棒高低點

Input: Length(180) ;
Vars: step(0), BigvolHigh(0), BigvolLow(0);

For step=0 to Length -1 begin
if ticks[step]=Highest(ticks, Length) then begin  當成交量是N根K棒最大量開始執行
BigvolHigh = L[step];  記錄該K棒最高價
BigvolLow = H[step];  記錄該K棒最低價
end;
end;

plot1(BigvolHigh,"BigvolHigh");
plot2(BigvolLow,"BigvolLow");

===============================================

找出RSI的區間的最高收盤價

Vars:Length(5),count(0);

Value1=RSI(C,9);

 for count=0 to Length-1 begin

if Value1[count] >= Highest(Value1,Length) then
Value2=Close[count];
end;

===============================================

紀錄當天開盤一段時間之後最高最低點

vars:mm(0900);

if time = mm then begin 
 value1 = highD(0);
 value2 = lowD(0);
end;

plot1(value1);  

plot2(value2);

===============================================

突破一段區間的最高點買進 跌破一段區間的最低點賣出

buy next bar at highest(high,XX) stop;    必須要用next bar

sellshort next bar at lowest(low,YY) stop;

===============================================

停損的寫法

setstoploss(停損金額)

if marketposition = 1 then sell next bar at entryprice - 點數 stop;

if marketposition=-1 then buytocover next bar at entryprice+點數 stop;

===============================================