【金字塔策略源码】三均线指路

quant002

1. 1 runmode:0;
   
2. 2
   
3. 3 input:period1(4,1,100,1);
   
4. 4 input:period2(9,1,100,1);
   
5. 5 input:period3(18,1,100,1);
   
6. 6
   
7. 7 variable:myasset=30000;
   
8. 8
   
9. 9 entertime:=time＞=092500 and time＜=145500;
   
10. 10 exittime:=time＞=150000;
    
11. 11
    
12. 12 ma1:=ma(close,period1);
    
13. 13 ma2:=ma(close,period2);
    
14. 14 ma3:=ma(close,period3);
    
15. 15
    
16. 16 buycond:=entertime and ref(close＞ma1 and ma1＞ma2 and ma2＞ma3,1);
    
17. 17 buyprice:=open;
    
18. 18
    
19. 19 buyshortcond:=entertime and ref(close＜ma1 and ma1＜ma2 and ma2＜ma3,1);
    
20. 20 buyshortprice:=open;
    
21. 21
    
22. 22 if holding=0 and buycond then begin
    
23. 23     buy(1,1,limitr,buyprice);
    
24. 24 end
    
25. 25
    
26. 26 if holding=0 and buyshortcond then begin
    
27. 27     buyshort(1,1,limitr,buyshortprice);
    
28. 28 end
    
29. 29
    
30. 30 if holding＞0 and exittime then begin
    
31. 31     sell(1,holding,limitr,close);
    
32. 32 end
    
33. 33
    
34. 34 if holding＜0 and exittime then begin
    
35. 35     sellshort(1,holding,limitr,close);
    
36. 36 end
    
37. 37
    
38. 38 if exittime then
    
39. 39     myasset:=asset;
    
40. 40     
    
41. 41 资产:myasset,noaxis,colormagenta;
    
42. 42 次数:totaltrade,linethick0;
    
43. 43 收益:(myasset-30000)/30000,linethick0;
    
44. 44 胜率:percentwin,linethick0;
    
45. 45 出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
    
46. 46 连亏:maxseqloss,linethick0;
    
47. 47 连赢:maxseqwin,linethick0;
    
48. 48

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