很簡單的價格突破策略，利用昨日收盤價加減區間當作進出場價依據
回測週期:60分
手續費：來回$1000
程式碼:
Inputs: LookBack(93),Range(0.4), When(4);
Variables: HighValue(0), LowValue(99999), tr(0);
LowValue = Lowest(Low, LookBack);
HighValue = Highest(High, LookBack);
Tr = (HighValue - LowValue) * range;
Buy next bar closed(1) + tr Stop;
sellshort next bar closed(1)-tr stop;
If Close < LowValue[1] Then
sell next bar market;
If Close > highvalue[1] Then
buytocover next bar market;
If BarsSinceEntry = when and OpenPositionProfit<0 then begin
sell next bar market;
buytocover next bar market;
end;
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