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Params
Numeric K1(0.5);
Numeric K2(0.5);
Numeric Mday(1);
Numeric Nday(1);
Numeric lots(1);
Numeric offset(0);
Vars
Numeric BuyRange(0);
Numeric SellRange(0);
Numeric BuyTrig(0);
Numeric SellTrig(0);
Numeric HH;
Numeric LL;
Numeric HC;
Numeric LC;
Numeric i_offset;
Numeric BuyPosition;
Numeric SellPosition;
Begin
i_offset=offset*MinMove*PriceScale;
HH=Highest(HighD(1),Mday);
HC=Highest(CloseD(1),Mday);
LL=Lowest(LowD(1),Mday);
LC=Lowest(CloseD(1),Mday);
//计算BuyRange和SellRange
if((HH-LC)>=(HC-LL))
{
SellRange=HH-LC;
}
Else
{
SellRange=HH-LL;
}
HH=Highest(HighD(1),Nday);
HC=Highest(CloseD(1),Nday);
LL=Lowest(LowD(1),Nday);
LC=Lowest(CloseD(1),Nday);
if((HH-LC)>=(HC-LL))
{
BuyRange=HH-LC;
}Else
{
BuyRange=HH-LL;
}
//计算通道上下轨
BuyTrig=K1*BuyRange;
SellTrig=K2*SellRange;
BuyPosition=OpenD(0)+BuyTrig;
SellPosition=OpenD(0)+SellTrig;
PlotNumeric("BuyPosition",BuyPosition);
PlotNumeric("SellPosition",SellPosition);
//入场条件:突破上轨反手多,突破下轨反手空
if(MarketPosition==0)
{
if(high>=BuyPosition)
{
Buy(lots,Max(Open,BuyPosition)+i_offset);
Return;
}
if(Low<=SellPosition)
{
SellShort(lots,Min(Open,SellPosition)-i_offset);
Return;
}
}
if(MarketPosition==1)
{
if(Low<=SellPosition)
{
SellShort(lots,Min(Open,SellPosition)-i_offset);
Return;
}
}
End |
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