MT4 ATRStops 指标是很好的止盈止损指标，非常直观。
移植到金字塔交易系统中，效果如图
VARIABLE: CHANNELPERIOD=9,RISK=0.30,SIGNAL=1,LINE=1,NBARS=1000;
VARIABLE:UPTRENDBUFFER=-2,DOWNTRENDBUFFER=-2;IF BARPOSCSMAX) THEN TREND0:=1;
IF (C<CSMIN) THEN TREND0:=-1; IF (TREND0>0 && BSMIN<CSMIN)THEN BSMIN:=CSMIN;
IF (TREND0<0 && BSMAX>CSMAX)THEN BSMAX:=CSMAX;
LUTB:=REF(UPTRENDBUFFER,1);
LDTB:=REF(DOWNTRENDBUFFER,1);
IF (TREND0>0) THEN BEGIN
IF (SIGNAL>0 && LUTB=-1.0) THEN BEGIN
UPTRENDSIGNAL:=BSMIN;
IF (LINE>0) THEN BEGIN
UPTRENDLINE:=BSMIN;
UPTRENDLINE,COLORRED;
END
END
ELSE BEGIN
UPTRENDBUFFER:=BSMIN;
IF (LINE>0) THEN BEGIN
UPTRENDLINE:=BSMIN;
UPTRENDLINE,COLORRED;
END
UPTRENDSIGNAL:=-1;
END
IF (SIGNAL=2) THEN UPTRENDBUFFER:=0;
DOWNTRENDBUFFER:=-1.0;
DOWNTRENDLINE:=9999;
END
IF (TREND0<0) THEN BEGIN IF (SIGNAL>0 && LDTB=-1.0) THEN BEGIN
DOWNTRENDSIGNAL:=BSMAX;
IF (LINE>0) THEN BEGIN
DOWNTRENDLINE:=BSMAX;
DOWNTRENDLINE,COLORCYAN;
END
END
ELSE BEGIN
DOWNTRENDBUFFER:=BSMAX;
IF (LINE>0)THEN DOWNTRENDLINE:=BSMAX;
DOWNTRENDSIGNAL:=-1;
END
IF (SIGNAL=2)THEN DOWNTRENDBUFFER:=0;
UPTRENDBUFFER:=-1.0;
UPTRENDLINE:=999;
END