- 精华
- 0
- 在线时间
- 228 小时
- UID
- 221395
- 积分
- 231
- 帖子
- 49
- 阅读权限
- 40
- 注册时间
- 2015-10-15
- 最后登录
- 2023-6-28
- 精华
- 0
- UID
- 221395
- 积分
- 231
- 帖子
- 49
- 主题
- 14
- 阅读权限
- 40
- 注册时间
- 2015-10-15
- 最后登录
- 2023-6-28
|
这个改写的
Inputs: K1(.5),K2(.5),Mday(1),Nday(1);
Vars: BuyRange(0), SellRange(0);
Vars: BuyTrig(0),SellTrig(0);
Vars: HH(0),LL(0),HC(0),LC(0);
If CurrentBar > 1 Then Begin
HH = Highest(High,Mday);
HC = Highest(Close,Mday);
LL = Lowest(Low,Mday);
LC = Lowest(Close,Mday);
If (HH - LC) >= (HC - LL) Then Begin
SellRange = HH - LC;
End Else Begin
SellRange = HC - LL;
End;
HH = Highest(High,Nday);
HC = Highest(Close,Nday);
LL = Lowest(Low,Nday);
LC = Lowest(Close,Nday);
If (HH - LC) >= (HC - LL) Then Begin
BuyRange = HH - LC;
End Else Begin
BuyRange = HC - LL;
End;
BuyTrig = K1*BuyRange;
SellTrig = K2*SellRange;
If MarketPosition = 0 Then Begin
Buy at Open of next bar + BuyTrig Stop;
Sell at Open of next bar - SellTrig Stop;
End;
If MarketPosition = -1 Then Begin
Buy at Open of next bar + Buytrig Stop;
End;
If MarketPosition = 1 Then Begin
Sell at Open of next bar - SellTrig Stop;
End;
End; |
|