Список проголосовавших за комментарий "Стратегия есть в Wealth lab 4 в разделе TrendFollowers, там несколько версий, самая простая Turtles_original_V1.<br/> Код там есть.<br/> но если нужен код то вот он:<br/> <br/> var N, L1, S1, L2, S2, L3, S3, L4, S4, SE, LE, SL: float;<br/> var BAR, P: integer;<br/> <br/> for Bar := 20 to BarCount — 1 do<br/> begin<br/> //ApplyAutoStops(bar);<br/> if PriceClose(bar) > 5000 then<br/> setpositionsize(priceclose(bar)*1.1);<br/> N := ATR( Bar, 20 );<br/> L1 := Highest( Bar, #High, 20);<br/> S1 := Lowest( Bar, #Low, 20);<br/> L2 := L1 +0.5*N;<br/> S2 := S1 -0.5*N;<br/> L3 := L2 +0.5*N;<br/> S3 := S2 -0.5*N;<br/> L4 := L3 +0.5*N;<br/> S4 := S3 -0.5*N;<br/> SE := Highest( Bar, #High, 10);<br/> LE := Lowest( Bar, #Low, 10);<br/> <br/> if ActivePositionCount=3 then begin<br/> BuyAtStop( Bar + 1, L4, 'L4');<br/> ShortAtStop (Bar + 1, S4, 'S4');<br/> end;<br/> if ActivePositionCount=2 then begin<br/> BuyAtStop( Bar + 1, L3, 'L3');<br/> ShortAtStop (Bar + 1, S3, 'S3');<br/> end;<br/> if ActivePositionCount=1 then begin<br/> BuyAtStop( Bar + 1, L2, 'L2');<br/> ShortAtStop (Bar + 1, S2, 'S2');<br/> end;<br/> if ActivePositionCount = 0 then begin<br/> BuyAtStop( Bar + 1, L1, 'L1');<br/> ShortAtStop (Bar + 1, S1, 'S1');<br/> end;<br/> for p := 0 to PositionCount -1 do begin<br/> if PositionActive(p) then<br/> if Positionlong(p) then SL := PositionEntryPrice(p)-2*N<br/> else SL := PositionEntryPrice(p)+2*N;<br/> end;<br/> for p := 0 to PositionCount -1 do begin<br/> if PositionActive(p) then<br/> if Positionlong(p) then SellAtStop( Bar + 1, SL, p, 'LongStop')<br/> else CoverAtStop( Bar + 1, SL, p, 'ShortStop');<br/> if PositionActive(p) then<br/> if Positionlong(p) then SellAtStop( Bar + 1, LE, p, 'LongExit')<br/> else CoverAtStop( Bar + 1, SE, p, 'ShortExit');<br/> end;<br/> end;<br/> <br/> PlotSeries( HighestSeries( #High, 20 ), 0, #green, #Thin );<br/> PlotSeries( LowestSeries( #Low, 20 ), 0, #green, #Thin );<br/> PlotSeries( HighestSeries( #High, 10 ), 0, #red, #Thin );<br/> PlotSeries( LowestSeries( #Low, 10 ), 0, #red, #Thin );"