MC双推力交易策略源码[MC公式]
MC双推力交易策略源码,
[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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