使用ATR来确定止损位置 感觉这个还是可以详细研究使用的指标 //+------------------------------------------------------------------+ //| ATRStops_v1.mq4 | //| Copyright ? 2006, Forex-TSD.com | //| Written by IgorAD,[email protected] | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //+------------------------------------------------------------------+ #property copyright "Copyright ? 2006, Forex-TSD.com " #property link "http://www.forex-tsd.com/" #property indicator_chart_window #property indicator_buffers 2 #property indicator_color1 Blue #property indicator_color2 Red //---- input parameters extern int Length=10; extern int ATRperiod=5; extern double Kv=2.5; //---- indicator buffers double UpBuffer1; double DnBuffer1; double smin; double smax; double trend; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { string short_name; //---- indicator line SetIndexStyle(0,DRAW_LINE); SetIndexStyle(1,DRAW_LINE); IndicatorBuffers(5); SetIndexBuffer(0,UpBuffer1); SetIndexBuffer(1,DnBuffer1); SetIndexBuffer(2,smin); SetIndexBuffer(3,smax); SetIndexBuffer(4,trend); //---- name for DataWindow and indicator subwindow label short_name="ATRStops("+Length+")"; IndicatorShortName(short_name); SetIndexLabel(0,"Up"); SetIndexLabel(1,"Dn"); //---- SetIndexDrawBegin(0,Length); SetIndexDrawBegin(1,Length); //---- return(0); } //+------------------------------------------------------------------+ //| ATRStops_v1 | //+------------------------------------------------------------------+ int start() { int shift,limit, counted_bars=IndicatorCounted(); if ( counted_bars > 0 ) limit=Bars-counted_bars; if ( counted_bars < 0 ) return(0); if ( counted_bars ==0 ) limit=Bars-Length-1; for(shift=limit;shift>=0;shift--) { smin[shift] = -100000; smax[shift] = 100000; for (int i = Length-1;i>=0;i--) { smin[shift] = MathMax( smin[shift], High[shift+i] - Kv*iATR(NULL,0,ATRperiod,shift+i)); smax[shift] = MathMin( smax[shift], Low[shift+i] + Kv*iATR(NULL,0,ATRperiod,shift+i)); } trend[shift]=trend[shift+1]; if ( Close[shift] > smax[shift+1] ) trend[shift] = 1; if ( Close[shift] < smin[shift+1] ) trend[shift] = -1; if ( trend[shift] >0 ) { if( smin[shift]smax[shift+1] ) smax[shift]=smax[shift+1]; UpBuffer1[shift]=EMPTY_VALUE; DnBuffer1[shift] = smax[shift]; } } return(0); } ATRStops_v1%5B1%5D%5B1%5D%5B1%5D.1.jpg