原理图：
原理释疑：
注：取值取得是N日的值，下面的解释为说明
1. 在今天的收盘，计算两个值：最高价－收盘价，和收盘价－最低价。然后取这两个值较大的那个，乘以k值0.7。把结果称为触发值。
2. 在明天的开盘，记录开盘价，然后在价格超过（开盘＋触发值）时马上买入，或者价格低于（开盘－触发值）时马上卖空。
3. 没有明确止损。这个系统是反转系统，也就是说，如果在价格超过（开盘＋触发值）时手头有一口空单，则买入两口。同理，如果在价格低于（开盘－触发值）时手上有一口多单，则卖出两口。
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;
米框源码链接：Dual ThrustDual 源码
