MT4 dual thrust系统原形源码-MT4公式 -程序化交易(grahamobil.com) - 365bet送体验金
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         //dual thrust系统原形源码
 

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;

 

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