文华与开拓者通用的dual thrust系统策略源码
<p>以下是文华与开拓者通用的dual thrust系统策略源码（无源码的请下载附件导入）</p><div class="con" id="rjsmad1"></div>
<p>dual thrust系统原形</p>
<p> </p>
<p> 开拓者TB源码： Inputs: K1(.5),K2(.5),Mday(1),Nday(1);<br>
Vars: BuyRange(0), SellRange(0);<br>
Vars: BuyTrig(0),SellTrig(0);<br>
Vars: HH(0),LL(0),HC(0),LC(0);</p>
<p>If CurrentBar > 1 Then Begin<br>
HH = Highest(High,Mday);<br>
HC = Highest(Close,Mday);<br>
LL = Lowest(Low,Mday);<br>
LC = Lowest(Close,Mday);<br>
<br>
If (HH - LC) >= (HC - LL) Then Begin<br>
SellRange = HH - LC;<br>
End Else Begin<br>
SellRange = HC - LL;<br>
End;<br>
<br>
HH = Highest(High,Nday);<br>
HC = Highest(Close,Nday);<br>
LL = Lowest(Low,Nday);<br>
LC = Lowest(Close,Nday);<br>
<br>
If (HH - LC) >= (HC - LL) Then Begin<br>
BuyRange = HH - LC;<br>
End Else Begin<br>
BuyRange = HC - LL;<br>
End;<br>
<br>
BuyTrig = K1*BuyRange;<br>
SellTrig = K2*SellRange;<br>
<br>
If MarketPosition = 0 Then Begin<br>
Buy at Open of next bar + BuyTrig Stop;<br>
Sell at Open of next bar - SellTrig Stop;<br>
End;<br>
<br>
If MarketPosition = -1 Then Begin<br>
Buy at Open of next bar + Buytrig Stop;<br>
End;<br>
<br>
If MarketPosition = 1 Then Begin<br>
Sell at Open of next bar - SellTrig Stop;<br>
End;<br>
<br>
End;</p>
<p> </p>
<p> </p>
<p> </p>
<p> <br>
<br>
文华财经源码： <br>
M:=1;<br>
M1:=1;<br>
K1:=0.5;<br>
K2:=0.5;<br>
N:=BARSLAST(DATE<>REF(DATE,1))+1;<br>
OO:=VALUEWHEN(DATE<>REF(DATE,1),O);<br>
HH1:=REF(HHV(H,N*M),N);<br>
LL1:=REF(LLV(L,N*M),N);<br>
HC1:=REF(HHV(C,N*M),N);<br>
LC1:=REF(LLV(C,N*M),N);<br>
HH2:=REF(HHV(H,N*M1),N);<br>
LL2:=REF(LLV(L,N*M1),N);<br>
HC2:=REF(HHV(C,N*M1),N);<br>
LC2:=REF(LLV(C,N*M1),N);<br>
SELLR:=IFELSE((HH1-LC1)>=(HC1-LL1),HH1-LC1,HC1-LL1);<br>
BUYR:=IFELSE((HH2-LC2)>=(HC2-LL2),HH2-LC2,HC2-LL2);<br>
BT:=K1*BUYR;<br>
ST:=K2*SELLR;<br>
BUYP:=OO+BT;<br>
SELLP:=OO-ST;</p>
<p> H>=BUYP&&C>=MAX(O,BUYP),BPK;<br>
L<=SELLP&&C<=MIN(O,SELLP),SPK;<br>
AUTOFILTER;</p>
<p><br>
</p>
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