根据R-Breaker原理琢磨出来的代码,实测效果不太理想,收益率偏小。有需求的小伙伴可以拷贝优化。
void OpenOrder(){
double a =0.2 ;
double b =0.5 ;
double c= 0.04;
double d= 0.3;
double Highs = High[iHighest(NULL,PERIOD_D1,MODE_HIGH,0,0)];//获取当天的最高价
double Lows = Low[iHighest(NULL,PERIOD_D1,MODE_LOW,0,0)];//获取当天的最低价
double Closes = Low[iHighest(NULL,PERIOD_D1,MODE_CLOSE,0,0)]; //前一级别的收盘价
double SellSetup = Highs + a*(Closes - Lows);//观察卖出价
double BuySetup = Lows - a*(Highs - Closes);//观察买入价
double SellEnter = b*(Highs+Lows)+c*(Highs-Lows);//反转卖出价
double BuyEnter = b*(Highs+Lows)+c*(Highs-Lows);//反转买入价
double SellBreak = BuySetup - d * (SellSetup - BuySetup);//突破卖出价*/
double BuyBreak = SellSetup + d * (SellSetup - BuySetup);//突破买入价
Print("突破买入价:"+BuyBreak);
Print("突破卖出价:"+SellBreak);
//