老师系统自带的redrover_L代码,开仓触发条件为当根K线的最高价超过上根k线的阻力线,就以当根k线的开盘价和前根k线的阻力线的最高价开多,是否存在偷价行为?因为当根K线的最高价往往发生在开盘价的后面,开仓触发之前。
// 计算当前K线的加权均值、阻力线和支撑线
WAvgPrice = (High + Low + (Close * 2)) / 4;
Resistance = (WAvgPrice * 2) - Low;
Support = (WAvgPrice * 2) - High;
// 输出指标
PlotNumeric("Resistance",Resistance[1]);
PlotNumeric("Support",Support[1]);
// 计算ATR
ATRVal = AvgTrueRange(ATRLength);
// 开仓
If(MarketPosition == 0 And High >= Resistance[1] + MinMove * PriceScale And Vol > 0)
{
Buy(0, Max(Open,Resistance[1] + MinMove * PriceScale));
}