【金字塔策略源码】红黑三兵
1 runmode:0;2
3 variable:myholding=0;
4
5 buycond:=ref(all(isup,3),1);
6 buyshortcond:=ref(all(isdown,3),1);
7
8 if myholding=0 and buycond then begin
9 lots:=cash(0)/(open*multiplier*0.1);
10 buy(1,lots,limitr,open);
11 myholding:=lots;
12 end
13
14 if myholding=0 and buyshortcond then begin
15 lots:=cash(0)/(open*multiplier*0.1);
16 buyshort(1,lots,limitr,open);
17 myholding:=-lots;
18 end
19
20 if myholding＞0 and time=closetime(0) then begin
21 sell(1,myholding,limitr,close);
22 myholding:=0;
23 end
24
25 if myholding＜0 and time=closetime(0) then begin
26 sellshort(1,myholding,limitr,close);
27 myholding:=0;
28 end
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