美国已逝著名基金经理Toby Crabel发表的文章：Opening Range Breakout.docx

Inputs:? iRangeLengthMin(30), iBrakePoints(1), iEntryTimeLimit(-30), iContracts(1), iProfitTarget(500), Price(Close), Length(12) , ShowText(true);Var:???? OpenRangeTime(CalcTime(SessionStartTime(0,1), iRangeLengthMin)), EntryTimeLimit(CalcTime(SessionEndTime(0,1), iEntryTimeLimit)), RangeH(0),RangeL(0), // HL of range TimeH(0), TimeL(0), // time of HL RangeHtime(0), RangeLtime(0), vDollarStop(500), FirstTrade(true), CustomCond(true), Cond4trade(true), vVolumeLenght(7), ExpAvg(0), firstcheck(true), MaxP(0) , DateInFromTo(false);// New day settingsif DateDate[1] then begin //DateInFromTo= (Date=iFromYYYMMDD and Date=iToYYYMMDD); FirstTrade=true; RangeH=H; RangeL=L; // first bars High Low are Ranges hl TimeH=Time; TimeL=Time;end;// Range settingsIf LLowD(0)[1] then TimeL=Time; {if new H or L, remember the time of H or L}If HHighD(0)[1] then TimeH=Time;If Time=OpenRangeTime then begin // if openning range is finishedRangeH=HighD(0);RangeL=LowD(0);RangeHtime=TimeH;RangeLtime=TimeL;end; // remember Range parameters// ***************** Trade ******************CustomCond= true;Cond4trade = CustomCond and timeOpenRangeTime and timeEntryTimeLimit ; //and DateInFromToIf Cond4Trade then begin If FirstTrade and Close=RangeH then begin Buy(BrOR_L1) iContracts contracts Next bar at open; FirstTrade=false; end; If FirstTrade and Close=RangeL then begin sellshort(RrOR_Sh1) iContracts contracts next bar at open; FirstTrade=false; end;end;setexitonclose;Playing the opening range breakoutPart 1by Toby Crabel?开盘区间突破交易第一部分托比.卡布尔Opening range breakout is one of the most important indicators of daily market direction that a trader　can utilize.开盘区间突破,是交易员可以用于识别日内趋势方向的最重要的模式之一。An opening range breakout (ORB) is a trade taken at a predetermined amount above or below the　opening range. When the predetermined amount (the stretch) is computed, a buy stop is placed that　amount above the high of the opening range and a sell stop is placed the same amount below the low of　the opening range. The fir