大象飛上天: OOPS與TD操作法

這是之前在聚財網看到的文章
"看到國外的操作方法改良後效果還不錯"

OPPS操作法和TD操作法

OOPS操作法原適用於大阪日經225指數；由Larry Williams研發出來的交易策略
TD操作法則和OOPS操作法類似

策略如下

OPPS操作:
1. 操作前提為跳空開盤，無跳空開高或跳空開低之分
2. 今開盤價低於前低，則突破前日低點則買進
3. 今開盤價高於前高，則跌破前日高點則賣出
4. 停損40日圓，沒有停利
5. 收盤前10分鐘市價出場

TD操作:
1. 今開盤價於前日K棒高低點之內
2. 突破前日高點則買進
3. 跌破前日低點則賣出
4. 停損40日圓，沒有停利
5. 收盤前10分鐘市價出場

TS原始碼如下:
用在臺指10分K 一天進場一次停損200點


input:stoploss(200);
vars:count(0);


if date[0] <> date[1] then begin
count = 0;
end;


{*****OPPS*****}
if time < 1335.00 and count=0  then begin

if opend(0) > highd(1) and c < highd(1) then being
sell("S1") next bar at market;
count=count+1;
end;


if opend(0) < lowd(1) and c > lowd(1) then begin
buy("B1") next bar at market;
count=count+1;
end;


end;


{*****TD*****}
if time < 1335.00 and count=0  then begin
if opend(0) > lowd(1) and opend(0) < highd(1) then begin


if c > highd(1) then begin
buy("B2") next bar at market;
count=count+1;
end;


if c < lowd(1) then begin
sell("S2") next bar at market;
count=count+1;
end;


end;
end;


{*****StopLoss*****}
if count<>0 and time < 1340.00 then begin

if c < entryprice(0)+stoploss then begin
exitlong("StopB") next bar at market;
end;

if c > entryprice(0)+stoploss then begin
exitshort("StopS") next bar at market;
end;

end;

if marketposition > 0 and time = 1335.00 then begin
exitlong("ExitB") next bar at market;
end;

if marketposition < 0 and time = 1335.00 then begin
exitshort("ExitS") next bar at market;
end;