図１４　ボラティリティ・ブレークアウト　売りプログラム

{Volatility Breakout System}
{!Vol Breakout Sell}

{Short Position Only}

{Written by Masahiko Sato}
{2000.9.26}

{********** Inputs Area **********}
Inputs:Price(Close),Trg_K(1),Trg_Len(10),Ext_k(1),Ext_Len(10);

{********** Valiable Area **********}
Vars:temp(0);

{********** Sell Condition **********}
Sell("VB Sell") Price - Trg_K*Average(TrueRange,Trg_Len) Stop;


{********** Exit Short Position **********}
{** Exit1 **}
if MarketPosition=-1 then begin
     ExitShort("Ex-Sell") (Close + Ext_k * Average(TrueRange,Ext_Len)) stop;
end;