【金字塔策略源码】单均线穿越
1 runmode:0;2
3 input:period(100,5,100,5);
4
5 variable:myasset=30000;
6
7 entertime:=time＞=092500 and time＜=145500;
8 exittime:=time＞=150000;
9
10 buycond:=entertime and ref(cross(close,ma(close,period)),1);
11 buyprice:=open;
12
13 buyshortcond:=entertime and ref(cross(ma(close,period),close),1);
14 buyshortprice:=open;
15
16 if holding=0 and buycond then begin
17 buy(1,1,limitr,buyprice);
18 end
19
20 if holding=0 and buyshortcond then begin
21 buyshort(1,1,limitr,buyshortprice);
22 end
23
24 if holding＞0 and exittime then begin
25 sell(1,holding,limitr,close);
26 end
27
28 if holding＜0 and exittime then begin
29 sellshort(1,holding,limitr,close);
30 end
31
32 if exittime then
33 myasset:=asset;
34
35 资产:myasset,noaxis,colormagenta;
36 次数:totaltrade,linethick0;
37 收益:(myasset-30000)/30000,linethick0;
38 胜率:percentwin,linethick0;
39 出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
40 连亏:maxseqloss,linethick0;
41 连赢:maxseqwin,linethick0;
42
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