隨機指標策略（TB平臺）該交易策略主要基于隨機指標（StochasticOscillator）和簡單移動平均線（SimpleMovingAverage,SMA）進行交易決策。概述：1.隨機指標（K值和D值）：-使用最高價和最低價以及收盤價來計算隨機指標的K值和D值。K值表示當前周期的收盤價與過去N周期內的最低價相比，相對于同期內最高價與最低價的范圍所處的位置（以百分比表示）。-D值是K值的移動平均值，用于平滑K值的波動。2.簡單移動平均線：-使用收盤價計算一個3周期的簡單移動平均線，作為價格趨勢的參考。3.交易信號：-買入信號：當市場沒有多頭倉位，且前一周期的K值大于前一周期的D值，并且前一周期的收盤價高于3周期簡單移動平均線時，執行買入操作。-賣出信號：當市場持有多頭倉位，且前一周期的收盤價低于3周期簡單移動平均線時，執行賣出操作。4.集合競價階段處理：-在策略開始執行交易邏輯之前，先檢查是否處于集合競價階段。如果是集合競價階段，則不執行任何交易操作。原版代碼解釋：VarsNumericMinPoint;//聲明變量MinPoint，一個最小變動單位，也就是一跳。NumericMyEntryPrice;//聲明變量MyEntryPrice，英文好的，看英文意思都知道的，開倉價格，本例是開倉均價，也可根據需要設置為某次入場的價格。NumericTrailingStart1(50);//聲明變量TrailingStart1，初始值為50，這是止盈啟動設置1。NumericTrailingStart2(80);//聲明變量TrailingStart2，初始值為80，這是止盈啟動設置2。NumericTrailingStop1(30);//聲明變量TrailingStop1，初始值為30，這是真正跟蹤止盈設置1。NumericTrailingStop2(20);//聲明變量TrailingStop2，初始值為20，這是真正跟蹤止盈設置2。NumericStopLossSet(50);//聲明變量StopLossSet，初始值為50，這是止損設置。NumericMyExitPrice;//聲明變量MyExitPrice，平倉價格。NumericSeriesHighestAfterEntry;//聲明序列變量HighestAfterEntry，開倉后出現的最高價。NumericSeriesLowestAfterEntry;//聲明序列變量LowestAfterEntry，開倉后出現的最低價。Begin...If(BarsSinceentry==0)//獲得當前持倉的第一個建倉位置到當前位置的Bar計數，這里就是開倉的那根k線。{HighestAfterEntry=Close;//開倉后的最高價為收盤價。LowestAfterEntry=Close;//開倉后的最低價為收盤價。If(MarketPosition<>0)//假如有持倉的情況下。{HighestAfterEntry=Max(HighestAfterEntry,AvgEntryPrice);//開倉的Bar（通常說的k線），將開倉價和當時的收盤價的較大值保留到HighestAfterEntry。LowestAfterEntry=Min(LowestAfterEntry,AvgEntryPrice);//開倉的Bar，將開倉價和當時的收盤價的較小值保留到LowestAfterEntry。}}else//這個對應著不是開倉k線之后的情況。{HighestAfterEntry=Max(HighestAfterEntry,High);//這個是逐個判斷的，即開倉那條K線，跟下一根k線最高價對比，記錄當前的最高點；再接著繼續對比，直到符合止盈啟動設置條件，這樣好用于下一個Bar的跟蹤止盈判斷。LowestAfterEntry=Min(LowestAfterEntry,Low);//簡略說就是，記錄下當前k線的最低點，用于下一個K線的跟蹤止盈判斷。}Commentary("HighestAfterEntry="+Text(HighestAfterEntry));//在超級圖表當前Bar添加一行注釋信息，解讀意思就是在K線圖上顯示最高價HighestAfterEntry等于多少Commentary("LowestAfterEntry="+Text(LowestAfterEntry));//解讀同上，顯示最低價。MinPoint=MinMove*PriceScale;//固定的最小跳動價公式。MyEntryPrice=AvgEntryPrice;//把開倉均價賦值給MyEntryPrice。If(MarketPosition==1)//有多倉的情況下{If(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart2*MinPoint)//假如最高價大于等于開倉均價加上固定的止盈啟動設置2乘以最小跳動價{If(Low<=HighestAfterEntry[1]-TrailingStop2*MinPoint)//再接著假如低價小于等于最高價減去真正止盈設置2系數乘以最小跳動價。{MyExitPrice=HighestAfterEntry[1]-TrailingStop2*MinPoint;//平倉價呢等于最高價減去真正止盈設置2系數乘以最小跳動價。If(Open<MyExitPrice)MyExitPrice=Open;//如果該Bar開盤價有跳空觸發，則用開盤價代替。Sell(0,MyExitPrice);//以上面計算得的平倉價，平倉。}}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint)//第一級跟蹤止盈的條件表達式。解讀同上，這里把設置2變成設置1{If(Low<=HighestAfterEntry[1]-TrailingStop1*MinPoint)//解讀同上。{MyExitPrice=HighestAfterEntry[1]-TrailingStop1*MinPoint;//平倉價，主要計算就是那個止盈系數設置1，解讀同上。If(Open<MyExitPrice)MyExitPrice=Open;//如果該Bar開盤價有跳空觸發，則用開盤價代替。Sell(0,MyExitPrice);//依據算得的平倉價，平掉。}}elseif(Low<=MyEntryPrice-StopLossSet*MinPoint)//這里寫上初始的固定止損處理，即為低價小于等于開倉均價減去固定止損系數乘以最小跳動價。{MyExitPrice=MyEntryPrice-StopLossSet*MinPoint;//平倉價就等于開倉價減去止損系數乘以一跳。If(Open<MyExitPrice)MyExitPrice=Open;//如果該Bar開盤價有跳空觸發，則用開盤價代替。Sell(0,MyExitPrice);//依據算得的平倉價，全平。}}elseif(MarketPosition==-1)//有空倉的情況{If(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart2*MinPoint)//第二級跟蹤止盈的條件表達式，即最低價小于等于開倉價減去止盈啟動設置2乘以最小跳動價。{If(High>=LowestAfterEntry[1]+TrailingStop2*MinPoint)//假如高價大于等于最低價加上真正止盈設置2乘以最小跳動價。{MyExitPrice=LowestAfterEntry[1]+TrailingStop2*MinPoint;//平倉價等于最低價加上真正止盈設置2乘以最小跳動價。If(Open>MyExitPrice)MyExitPrice=Open;//如果該Bar開盤價有跳空觸發，則用開盤價代替。BuyToCover(0,MyExitPrice);//平倉。}}elseif(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart1*MinPoint)//第一級跟蹤止盈的條件表達式，基本就是把止盈設置2都改成設置，解讀同上。{If(High>=LowestAfterEntry[1]+TrailingStop1*MinPoint)//解讀同上。{MyExitPrice=LowestAfterEntry[1]+TrailingStop1*MinPoint;//計算平倉價。//If(Open>MyExitPrice)MyExitPrice=Open;//如果該Bar開盤價有跳空觸發，則用開盤價代替。BuyToCover(0,MyExitPrice);//平倉。}}elseIf(High>=MyEntryPrice+StopLossSet*MinPoint)//初始的止損處理，高價大于開倉均價加上固定止損系數乘以最小跳動價。{MyExitPrice=MyEntryPrice+StopLossSet*MinPoint;//平倉價等于開倉均價加上止損系數乘以一跳。If(Open>MyExitPrice)MyExitPrice=Open;//如果該Bar開盤價有跳空觸發，則用開盤價代替。BuyToCover(0,MyExitPrice);//平倉。}}...End策略代碼:（原版）VarsNumericMinPoint;NumericMyEntryPrice;NumericTrailingStart1(50);NumericTrailingStart2(80);NumericTrailingStop1(30);NumericTrailingStop2(20);NumericStopLossSet(50);NumericMyExitPrice;NumericSeriesHighestAfterEntry;NumericSeriesLowestAfterEntry;BeginIf(BarsSinceentry==0){HighestAfterEntry=Close;LowestAfterEntry=Close;If(MarketPosition<>0){HighestAfterEntry=Max(HighestAfterEntry,AvgEntryPrice);LowestAfterEntry=Min(LowestAfterEntry,AvgEntryPrice);}}else{HighestAfterEntry=Max(HighestAfterEntry,High);LowestAfterEntry=Min(LowestAfterEntry,Low);}Commentary("HighestAfterEntry="+Text(HighestAfterEntry));Commentary("LowestAfterEntry="+Text(LowestAfterEntry));MinPoint=MinMove*PriceScale;MyEntryPrice=AvgEntryPrice;If(MarketPosition==1){If(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart2*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop2*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop2*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop1*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop1*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(Low<=MyEntryPrice-StopLossSet*MinPoint){MyExitPrice=MyEntryPrice-StopLossSet*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(MarketPosition==-1){If(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart2*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop2*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop2*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}elseif(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart1*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop1*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop1*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}elseIf(High>=MyEntryPrice+StopLossSet*MinPoint){MyExitPrice=MyEntryPrice+StopLossSet*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}End修改一下，加點條件的邏輯代碼:ParamsNumericLength(14);NumericSlowLength(3);NumericSmoothLength(3);NumericDslowLength(200);VarsNumericSeriesHighestValue;NumericSeriesLowestValue;NumericSeriesKValue;NumericSumHLValue;NumericSumCLValue;NumericSeriesDValue;NumericSeriesAvgValue3;NumericMinPoint;NumericMyEntryPrice;NumericTrailingStart1(50);NumericTrailingStart2(100);NumericTrailingStop1(30);NumericTrailingStop2(20);NumericStopLossSet(50);NumericMyExitPrice;NumericSeriesHighestAfterEntry;NumericSeriesLowestAfterEntry;BeginAvgValue3=AverageFC(Close,DslowLength);PlotNumeric("MA3",AvgValue3);HighestValue=HighestFC(High,Length);LowestValue=LowestFC(Low,Length);SumHLValue=SummationFC(HighestValue-LowestValue,SlowLength);SumCLValue=SummationFC(Close-LowestValue,SlowLength);If(SumHLValue<>0){KValue=SumCLValue/SumHLValue*100;}Else{KValue=0;}DValue=AverageFC(KValue,SmoothLength);If(!CallAuctionFilter())Return;If(MarketPosition<>1AndKValue[1]>DValue[1]AndClose[1]>AvgValue3){Buy(1,Open);}If(MarketPosition==1AndClose[1]<AvgValue3){Sell(1,Open);}If(MarketPosition<>-1AndKValue[1]<DValue[1]AndClose[1]<AvgValue3){SellShort(1,Open);}If(MarketPosition==-1AndClose[1]>AvgValue3){BuyToCover(1,Open);}If(BarsSinceentry==0){HighestAfterEntry=Close;LowestAfterEntry=Close;If(MarketPosition<>0){HighestAfterEntry=Max(HighestAfterEntry,AvgEntryPrice);LowestAfterEntry=Min(LowestAfterEntry,AvgEntryPrice);}}else{HighestAfterEntry=Max(HighestAfterEntry,High);LowestAfterEntry=Min(LowestAfterEntry,Low);}Commentary("HighestAfterEntry="+Text(HighestAfterEntry));Commentary("LowestAfterEntry="+Text(LowestAfterEntry));MinPoint=MinMove*PriceScale;MyEntryPrice=AvgEntryPrice;If(MarketPosition==1){If(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart2*MinPoint)}If(Low<=HighestAfterEntry[1]-TrailingStop2*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop2*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop1*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop1*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(Low<=MyEntryPrice-StopLossSet*MinPoint){MyExitPrice=MyEntryPrice-StopLossSet*MinPoint;If(Open<MyExitPrice)MyExitPrice=Open;Sell(0,MyExitPrice);}}elseif(MarketPosition==-1){If(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart2*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop2*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop2*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}elseif(LowestAfterEntry[1]<=MyEntryPrice-TrailingStart1*MinPoint){If(High>=LowestAfterEntry[1]+TrailingStop1*MinPoint){MyExitPrice=LowestAfterEntry[1]+TrailingStop1*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}elseIf(High>=MyEntryPrice+StopLossSet*MinPoint){MyExitPrice=MyEntryPrice+StopLossSet*MinPoint;If(Open>MyExitPrice)MyExitPrice=Open;BuyToCover(0,MyExitPrice);}}End修改后的代碼注解Params//參數定義NumericLength(14);//長度參數NumericSlowLength(3);//慢速長度參數NumericSmoothLength(3);//平滑長度參數NumericDslowLength(200);//慢速平均周期參數Vars//變量聲明NumericSeriesHighestValue;//最高值序列NumericSeriesLowestValue;//最低值序列NumericSeriesKValue;//K線值序列NumericSumHLValue;//最高值和最低值之差的累加NumericSumCLValue;//收盤價與最低值之差的累加NumericSeriesDValue;//D線值序列NumericSeriesAvgValue3;//3周期平均值序列NumericMinPoint;//最小變動單位NumericMyEntryPrice;//我的開倉價格NumericTrailingStart1(50);//追蹤止損啟動值1NumericTrailingStart2(100);//追蹤止損啟動值2NumericTrailingStop1(30);//追蹤止損值1NumericTrailingStop2(20);//追蹤止損值2NumericStopLossSet(50);//止損設置NumericMyExitPrice;//我的平倉價格NumericSeriesHighestAfterEntry;//開倉后的最高價序列NumericSeriesLowestAfterEntry;//開倉后的最低價序列Begin//開始策略邏輯AvgValue3=AverageFC(Close,DslowLength);//計算3周期平均值PlotNumeric("MA3",AvgValue3);//繪制3周期平均值//計算最高值和最低值序列HighestValue=HighestFC(High,Length);LowestValue=LowestFC(Low,Length);//計算K線值和D線值SumHLValue=SummationFC(HighestValue-LowestValue,SlowLength);SumCLValue=SummationFC(Close-LowestValue,SlowLength);If(SumHLValue<>0){KValue=SumCLValue/SumHLValue*100;//計算K值}Else{KValue=0;//如果分母為0，則K值設為0}DValue=AverageFC(KValue,SmoothLength);//計算D值//檢查是否處于集合競價階段，如果是則返回If(!CallAuctionFilter())Return;//交易邏輯If(MarketPosition<>1AndKValue[1]>DValue[1]AndClose[1]>AvgValue3){Buy(1,Open);//如果當前無多倉，K值大于D值且收盤價高于3周期平均值，則買入}If(MarketPosition==1AndClose[1]<AvgValue3){Sell(1,Open);//如果當前持有多倉，且收盤價低于3周期平均值，則賣出}If(MarketPosition<>-1AndKValue[1]<DValue[1]AndClose[1]<AvgValue3){SellShort(1,Open);//如果當前無空倉，K值小于D值且收盤價低于3周期平均值，則賣出做空}If(MarketPosition==-1AndClose[1]>AvgValue3){BuyToCover(1,Open);//如果當前持有空倉，且收盤價高于3周期平均值，則平空倉}//處理開倉后的邏輯If(BarsSinceentry==0){HighestAfterEntry=Close;//開倉后的最高價設為當前收盤價LowestAfterEntry=Close;//開倉后的最低價設為當前收盤價If(MarketPosition<>0){HighestAfterEntry=Max(HighestAfterEntry,AvgEntryPrice);//更新開倉后的最高價LowestAfterEntry=Min(LowestAfterEntry,AvgEntryPrice);//更新開倉后的最低價}}else{HighestAfterEntry=Max(HighestAfterEntry,High);//更新最高價序列LowestAfterEntry=Min(LowestAfterEntry,Low);//更新最低價序列}//在圖表上添加注釋Commentary("HighestAfterEntry="+Text(HighestAfterEntry));Commentary("LowestAfterEntry="+Text(LowestAfterEntry));//計算最小變動單位和開倉價格MinPoint=MinMove*PriceScale;MyEntryPrice=AvgEntryPrice;//多倉情況下的退出邏輯If(MarketPosition==1){If(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart2*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop2*MinPoint){MyExitPrice=HighestAfterEntry[1]-TrailingStop2*MinPoint;//計算平倉價格If(Open<MyExitPrice)MyExitPrice=Open;//如果有跳空，則使用開盤價Sell(0,MyExitPrice);//執行賣出}}elseif(HighestAfterEntry[1]>=MyEntryPrice+TrailingStart1*MinPoint){If(Low<=HighestAfterEntry[1]-TrailingStop1*MinPoint){MyExitPrice=