主题：[交易系统]Dual Thrust

适合日线以下 任何周期 中间直接调用 日线数据 不过每天要把画面切换到 日线周期 刷新一个昨日的日线数据

还有注意费率设置 要改成期货 15% 合约单位 按该品种自己调整 手续费自己调整

input:k(0.7,0.1,1,0.1);
predayhigh:=callstock(stklabel,vthigh,6,-1);//昨日最高价
predaylow:=callstock(stklabel,vtlow,6,-1);//昨日最低价
predayclose:=callstock(stklabel,vtclose,6,-1);//昨日收盘价
predayrange:=max(predayhigh-predayclose,predayclose-predaylow);//取大波动值
dayopen:=callstock(stklabel,vtopen,6,0);//今天开盘价
upperband:intpart(dayopen+k*predayrange),colorred;//区间上沿
lowerband:intpart(dayopen-k*predayrange),colorgreen;//区间下沿

下日波动:max(callstock(stklabel,vthigh,6,0)-callstock(stklabel,vtclose,6,0),callstock(stklabel,vtclose,6,0)-callstock(stklabel,vtlow,6,0))*0.7;
if holding=0 then begin
 if high>=upperband then
  buy(1,volunit,limitr,max(open,upperband));
end
if holding=0 then begin
 if low<=lowerband then
  buyshort(1,volunit,limitr,min(open,lowerband));
end
if holding>0 then begin
 if low<=lowerband then begin
  sell(1,holding,limitr,min(open,lowerband));
  buyshort(1,volunit,limitr,min(open,lowerband));
 end
 
if time>=closetime(0) then
  sell(1,holding,limitr,close);
end

if holding<0 then begin
 if high>=upperband then begin
  sellshort(1,holding,limitr,max(open,upperband));
  buy(1,volunit,limitr,max(open,upperband));
 end
 
 if time>=closetime(0) then
  sellshort(1,holding,limitr,close);
end

资产:ASSET,PRECISION0,NOAXIS,COLORFF00FF;
goodin:=(1-(asset/hhv(asset,5520)))*100;
资产回撤百分比:goodin;
资产实际亏损:hhv(asset,5520)-asset,COLORgreen;