自適應(yīng)策略（TB版）核心原理：動(dòng)態(tài)突破思想：通過(guò)刻畫市場(chǎng)波動(dòng)率，結(jié)合布林線及突破前期最高或最低點(diǎn)來(lái)捕捉趨勢(shì)。波動(dòng)率影響：波動(dòng)率降低時(shí)，趨勢(shì)延續(xù)概率大，減少回溯周期數(shù)，易觸發(fā)開(kāi)倉(cāng)。波動(dòng)率增加時(shí)，行情可能反轉(zhuǎn)，增加回溯周期數(shù)，過(guò)濾虛假信號(hào)，難觸發(fā)開(kāi)倉(cāng)。策略條件：增加突破前期高點(diǎn)買入和跌破前期低點(diǎn)賣出的條件，進(jìn)一步過(guò)濾虛假信號(hào)。交易邏輯做多條件：價(jià)格突破前期高點(diǎn)且超過(guò)布林上軌時(shí)做多。做空條件：價(jià)格跌破前期低點(diǎn)和布林下軌時(shí)做空。止損管理：除了初始止損外，使用布林中軌線作為跟蹤止損。參數(shù)與變量（Params&Vars）：設(shè)置了包括ceilingAmt（60）、floorAmt（20）、bolBandTrig（2.00）等參數(shù)，以及多個(gè)用于計(jì)算的變量。策略邏輯（Begin-End）：計(jì)算波動(dòng)率：使用StandardDev函數(shù)計(jì)算當(dāng)前和昨日的波動(dòng)率，通過(guò)deltaVolatility調(diào)整回溯周期數(shù)lookBackDays。周期數(shù)受ceilingAmt和floorAmt限制，確保其在合理范圍內(nèi)。布林帶計(jì)算：計(jì)算中軌MidLine、帶寬Band，以及上軌upBand和下軌dnBand。確定交易點(diǎn)：使用Highest和Lowest函數(shù)確定買入點(diǎn)buyPoint和賣出點(diǎn)sellPoint。計(jì)算多頭和空頭的平倉(cāng)點(diǎn)longLiqPoint和shortLiqPoint。交易執(zhí)行：當(dāng)價(jià)格超過(guò)上軌且突破前期高點(diǎn)時(shí)，買入。當(dāng)價(jià)格跌破下軌且跌破前期低點(diǎn)時(shí)，做空。多頭持倉(cāng)時(shí)，若價(jià)格跌破多頭平倉(cāng)點(diǎn)，則賣出平倉(cāng)。空頭持倉(cāng)時(shí)，若價(jià)格突破空頭平倉(cāng)點(diǎn)，則買入平倉(cāng)。策略代碼解釋：參數(shù)定義NumericceilingAmt(60);和NumericfloorAmt(20);：定義了lookBackDays（回看天數(shù)）的最大值和最小值。NumericbolBandTrig(2.00);：定義了計(jì)算波動(dòng)率帶時(shí)，標(biāo)準(zhǔn)差乘以的系數(shù)，用于調(diào)整帶寬。變量定義NumericlookBackDays(20);：回看天數(shù)，用于計(jì)算移動(dòng)平均和標(biāo)準(zhǔn)差。NumerictodayVolatility(0);和NumericyesterDayVolatility(0);：分別用于存儲(chǔ)當(dāng)天和前一天的波動(dòng)率（標(biāo)準(zhǔn)差）。NumericdeltaVolatility(0);：波動(dòng)率的變化量。NumericSeries類型的變量用于存儲(chǔ)交易點(diǎn)、清算點(diǎn)等。NumericupBand(0);、NumericdnBand(0);、NumericMidLine(0);、NumericBand(0);：分別用于存儲(chǔ)上軌、下軌、中軌和波動(dòng)帶寬度。策略邏輯計(jì)算波動(dòng)率和調(diào)整回看天數(shù)：使用StandardDev函數(shù)計(jì)算當(dāng)前和前一天的波動(dòng)率。根據(jù)波動(dòng)率的變化調(diào)整lookBackDays，使其適應(yīng)市場(chǎng)波動(dòng)。限制lookBackDays在ceilingAmt和floorAmt之間。計(jì)算中軌和波動(dòng)帶：使用調(diào)整后的lookBackDays計(jì)算中軌（MidLine）和波動(dòng)帶寬度（Band）。根據(jù)BollingerBands的公式計(jì)算上軌（upBand）和下軌（dnBand）。確定交易點(diǎn)：buyPoint和sellPoint分別取過(guò)去lookBackDays天內(nèi)的最高價(jià)和最低價(jià)。longLiqPoint和shortLiqPoint都是過(guò)去lookBackDays天的收盤價(jià)平均值，這里兩者被賦予了相同的值。交易邏輯：當(dāng)價(jià)格高于上軌且當(dāng)天最高價(jià)穿過(guò)buyPoint時(shí)，執(zhí)行買入操作。當(dāng)價(jià)格低于下軌且當(dāng)天最低價(jià)穿過(guò)sellPoint時(shí)，執(zhí)行賣空操作。如果當(dāng)前持倉(cāng)為多頭且價(jià)格低于longLiqPoint，則平倉(cāng)。如果當(dāng)前持倉(cāng)為空頭且價(jià)格高于shortLiqPoint，則買回平倉(cāng)。評(píng)論輸出：在執(zhí)行交易或達(dá)到特定條件時(shí)，通過(guò)Commentary函數(shù)輸出交易信息。策略信號(hào)代碼：ParamsNumericceilingAmt(60);NumericfloorAmt(20);NumericbolBandTrig(2.00);VarsNumericlookBackDays(20);NumerictodayVolatility(0);NumericyesterDayVolatility(0);NumericdeltaVolatility(0);NumericSeriesbuyPoint(0);NumericSeriessellPoint(0);NumericSerieslongLiqPoint(0);NumericSeriesshortLiqPoint(0);NumericupBand(0);NumericdnBand(0);NumericMidLine(0);NumericBand(0);BegintodayVolatility=StandardDev(Close,30,1);yesterDayVolatility=StandardDev(Close[0],30,1);deltaVolatility=(todayVolatility-yesterDayVolatility)/todayVolatility;lookBackDays=lookBackDays*(1+deltaVolatility);lookBackDays=Round(lookBackDays,0);lookBackDays=Min(lookBackDays,ceilingAmt);lookBackDays=Max(lookBackDays,floorAmt);MidLine=AverageFC(Close,lookBackDays);Band=StandardDev(Close,lookBackDays,bolBandTrig);upBand=MidLine+bolBandTrig*Band;dnBand=MidLine-bolBandTrig*Band;buyPoint=Highest(High[0],lookBackDays);sellPoint=Lowest(Low[0],lookBackDays);longLiqPoint=Average(Close[0],lookBackDays);shortLiqPoint=Average(Close[0],lookBackDays);if(Close>upBand){If(CrossOver(high,buyPoint)){Buy(1,max(buyPoint,Low));}Commentary("多頭觸發(fā)價(jià)："+Text(buyPoint));}if(Close<dnBand){If(CrossUnder(Low,sellPoint)){SellShort(1,min(sellPoint,High));}Commentary("空頭觸發(fā)價(jià)："+Text(sellPoint));}if(MarketPosition==1){If(CrossUnder(Low,longLiqPoint)){Sell(1,min(longLiqPoint,High));}Commentary("多頭退出："+Text(longLiqPoint));}if(MarketP