金字塔三重濾網策略交易系統[金字塔模型]

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模型策略源碼：input:n1(60,5,120,5); input:n2(20,5,120,5); input:n3(5,5,120,5); ma1:=ma(close,n1); ma2:=ma(close,n2); ma3:=ma(close,n3);{www.tumamayizhan.com} longcond:=ref(all(ma1>ref(ma1,1),2) and all(ma2<ref(ma2,1),2) and all(ma3>ref(ma3,1),2),1); shortcond:=ref(all(ma1<ref(ma1,1),2) and all(ma2>ref(ma2,1),2) and all(ma3<ref(ma3,1),2),1); if holding=0 then begin if longcond then buy(1,1,limitr,open); end if holding=0 then begin if shortcond then buyshort(1,1,limitr,open); end if holding>0 then begin if shortcond then begin sell(1,holding,limitr,open); buyshort(1,1,limitr,open); end if time=150000 then sell(1,holding,limitr,open); end if holding<0 then begin if longcond then begin sellshort(1,holding,limitr,open); buy(1,1,limitr,open); end if time=150000 then sellshort(1,holding,limitr,open); end 收益:asset,noaxis,colorred; 次數:totaltrade,linethick0; 勝率:percentwin,linethick0; 連虧:maxseqloss,linethick0; 連贏:maxseqwin,linethick0;
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源碼解析：

輸出INPUT:N1(60,5,120,5)
輸出INPUT:N2(20,5,120,5)
輸出INPUT:N3(5,5,120,5)
MA1賦值:收盤價的N1日簡單移動平均
MA2賦值:收盤價的N2日簡單移動平均
MA3賦值:收盤價的N3日簡單移動平均
LONGCOND賦值:昨日ALL(MA1>昨日MA1,2)ANDALL(MA2<昨日MA2,2)ANDALL(MA3>昨日MA3,2)
SHORTCOND賦值:昨日ALL(MA1<昨日MA1,2)ANDALL(MA2>昨日MA2,2)ANDALL(MA3<昨日MA3,2)
邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 LONGCOND THEN  BUY(1,1,LIMITR,開盤價)
ENDIF HOLDING=0 THEN BEGIN 邏輯判斷 SHORTCOND THEN  BUYSHORT(1,1,LIMITR,開盤價)
ENDIF HOLDING>0 THEN BEGIN 邏輯判斷 SHORTCOND THEN BEGIN  SELL(1,HOLDING,LIMITR,開盤價)
  BUYSHORT(1,1,LIMITR,開盤價)
 END   邏輯判斷 時間=150000 THEN  SELL(1,HOLDING,LIMITR,開盤價)
ENDIF HOLDING<0 THEN BEGIN 邏輯判斷 LONGCOND THEN BEGIN  SELLSHORT(1,HOLDING,LIMITR,開盤價)
  BUY(1,1,LIMITR,開盤價)
 END  邏輯判斷 時間=150000 THEN  SELLSHORT(1,HOLDING,LIMITR,開盤價)
輸出END    收益:ASSET,NOAXIS,畫紅色
輸出次數:TOTALTRADE,線寬為0
輸出勝率:PERCENTWIN,線寬為0
輸出連虧:MAXSEQLOSS,線寬為0
輸出連贏:MAXSEQWIN,線寬為0