【金字塔策略源码】双均线穿越
1 runmode:0;2
3 input:period1(20,5,100,5);
4 input:period2(60,5,100,5);
5
6 variable:myasset=30000;
7
8 entertime:=time＞=092500 and time＜=145500;
9 exittime:=time＞=150000;
10
11 ma1:=ma(close,period1);
12 ma2:=ma(close,period2);
13
14 buycond:=entertime and ref(cross(ma1,ma2),1);
15 buyprice:=open;
16
17 buyshortcond:=entertime and ref(cross(ma2,ma1),1);
18 buyshortprice:=open;
19
20 if holding=0 and buycond then begin
21 buy(1,1,limitr,buyprice);
22 end
23
24 if holding=0 and buyshortcond then begin
25 buyshort(1,1,limitr,buyshortprice);
26 end
27
28 if holding＞0 and exittime then begin
29 sell(1,holding,limitr,close);
30 end
31
32 if holding＜0 and exittime then begin
33 sellshort(1,holding,limitr,close);
34 end
35
36 if exittime then
37 myasset:=asset;
38
39 资产:myasset,noaxis,colormagenta;
40 次数:totaltrade,linethick0;
41 收益:(myasset-30000)/30000,linethick0;
42 胜率:percentwin,linethick0;
43 出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
44 连亏:maxseqloss,linethick0;
45 连赢:maxseqwin,linethick0;
46
页:
[1]