Dual Thrust MC模型源码[MC公式]

标签:Dual Thrust 源码, Dual Thrust MC模型源码,Dual Thrust模型源码

源码：
[LegacyColorValue = TRUE]; 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 next bar Open of next bar + BuyTrig Stop; Sell at next bar Open of next bar - SellTrig Stop; End; If MarketPosition = -1 Then Begin Buy at next bar Open of next bar + Buytrig Stop; End; If MarketPosition = 1 Then Begin Sell at next bar Open of next bar - SellTrig Stop; End; End;
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