開高後大幅拉回後橫盤第三次跌破今日低點區(第三次到底而破)

 開高後大幅拉回後橫盤第三次跌破今日低點區(第三次到底而破)

if barfreq <> "Tick" then RaiseRuntimeError("請設定頻率為TICK");

variable:BarNumberOfToday(0); if Date <> Date[1] then  BarNumberOfToday=1 else  BarNumberOfToday+=1;{記錄今天的Bar數}

variable:idx(0),adx(0),temp(0),H1(0),H2(0),M1(0),Mp(0);

array:arr[500](0);

if Time <93000 and Close[1] >= q_RefPrice and Close < q_RefPrice and{9:30前跌破平盤}

   q_DailyOpen > q_RefPrice *1.01 then {開高}

begin {兩次急殺搜尋}

{先去雜訊}

arr[adx] =  Close[BarNumberOfToday-1];

for  idx = BarNumberOfToday-2 to 0

begin

     if Close[idx] <> arr[adx] then adx+=1;

         arr[adx]=Close[idx];

end;

{先找到兩次急殺中Peak 低點}

for idx = 0 to adx

begin

if  arr[idx] < arr[idx-1]  and  arr[idx] < arr[idx-2]  and

    arr[idx] < arr[idx+1]  and  arr[idx] < arr[idx+2]  then

        begin M1 = arr[idx] ; Mp = idx; end;

end;

if M1 < q_RefPrice then return ; {如果已殺破平盤則不予考慮}

{找到第一次起跌的最高點}

for idx = 0 to Mp

begin

    if  arr[idx] > arr[idx-1]  and  arr[idx] > arr[idx-2]  and

                arr[idx] >arr[idx+1]  and  arr[idx] > arr[idx+2]  then

            H1 = arr[idx] ;

end;

if H1 < M1*1.01 then return; {第一次起跌跌不到 1% 則不考慮}

{找到第2次起跌的最高點}

for idx = Mp to adx

begin

    if  arr[idx] > arr[idx-1]  and  arr[idx] > arr[idx-2]  and

                arr[idx] >arr[idx+1]  and  arr[idx] > arr[idx+2]  then

            H2 = arr[idx] ;

end;

if H2 > Close *1.01 then ret=1; {第二次高點跌下1%以上破平盤則觸發}

end;