図１５　ボラティリティ・ブレークアウト　買いプログラム

{Volatility Breakout System}
{!Vol Breakout Buy}

{Written by Masahiko Sato}
{2000.9.26}

{********** Inputs Area **********}
Inputs:Price(Close),Trg_K(1),Trg_Len(10),Ext_k(3),Ext_Len(10);


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

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