C++ (Cpp) valley示例

示例#1

文件： profile.c 项目： AttilaForgacs/zorro

function run()
{
	vars Price = series(price());
	vars Trend = series(LowPass(Price,1000));
	
	Stop = 100*PIP;
	TakeProfit = 100*PIP;
	if(valley(Trend)) {
		//plotPriceProfile(50,0);
		enterLong();
	} else if(peak(Trend)) {
		//plotPriceProfile(50,PMINUS);
		enterShort();
	}

	PlotWidth = 1000;
	PlotHeight1 = 320;
	PlotScale = 4;
	
	//plotDay(Equity,PDIFF); 
	//plotWeek(Equity,PDIFF); 
	//plotMonth(Equity,PDIFF); 
	//plotYear(Equity,PDIFF); 
	plotTradeProfile(50);
}

示例#2

文件： Workshop6_1.c 项目： czarcrab/Zorro

function tradeTrend()
{
	TimeFrame = 1;
	vars Price = series(price());
	vars Trend = series(LowPass(Price,optimize(500,300,700)));

	Stop = optimize(4,2,10) * ATR(100);
	Trail = 0;

	vars MMI_Raw = series(MMI(Price,300));
	vars MMI_Smooth = series(LowPass(MMI_Raw,500));
	
	if(falling(MMI_Smooth)) {
		if(valley(Trend))
			enterLong();
		else if(peak(Trend))
			enterShort();
	}
}