MC双推力交易策略源码

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;