[程式交易]HighD與LowD函式的修正

要取得當日或幾日前的最高價與最低價時，我們會使用TradeStation中所提供的HighD與LowD這二個內建的函式，但這二個函式若應用於低於6分鐘的K棒週期時，則會出現問題，因為內建的函式在日內只保留50根K棒的最高價或最低價當成回傳值，所以當K棒低於6分鐘的週期時，就會開始有最高低或最低價沒被計算到的問題，再加上內建函式是唯讀，所以我們也無法去更動內訂的程式碼，所以只好自己再寫一個HighD與LowD的函式，以解決上述之問題。修正後的程式碼如下：

最高價的原始碼：

Inputs: DaysAgo(Numeric);

Variables: Day1Done(0);

Array: HighArray[300](-1);

If DataCompression < 2 Then

        Begin

                If Date > Date[1]  Then

                        Begin

                                Day1Done = Day1Done + 1;

                                For Value1 = 300 DownTo 1

                                        Begin

                                                HighArray[Value1] = HighArray[Value1-1];

                                        End;

                                HighArray[0] = High;

                        End;

                If Day1Done>0 And High > HighArray[0] Then

                        HighArray[0] = High;

                If DaysAgo <= 300 Then

                        _HighD = HighArray[DaysAgo];

        End;

Value1 = _HighD[1];

最低價的原始碼：

Inputs: DaysAgo(Numeric);

Array: LowArray[300](-1);

If  DataCompression < 2 Then

        Begin

                If Date > Date[1] Then

                        Begin

                                For Value1 = 300 DownTo 1

                                        Begin

                                                LowArray[Value1] = LowArray[Value1 - 1];

                                        End;

                                LowArray[0] = Low;

                        End;

       

                If Low < LowArray[0] Then

                        LowArray[0] = Low;

                If DaysAgo <= 300 Then

                        _LowD = LowArray[DaysAgo];

End;

Value1 = _LowD[1];