金字塔震蕩交易系統(tǒng)策略源碼

相關(guān)標(biāo)簽:倫敦金震蕩交易策略，震蕩交易系統(tǒng)，惠比特交易和配種專區(qū)，夢(mèng)三國(guó)交易專區(qū)，夢(mèng)三國(guó)交易專區(qū)速秒，靈緹格力交易專區(qū)，中京交易市場(chǎng)下載專區(qū)，古幣銀元交易專區(qū)，長(zhǎng)毛德牧交易專區(qū)，

模型策略源碼：runmode:0; input:p(5,1,60,1); lc:=ref(close,1); rsi:=sma(max(close-lc,0),p,1)/ sma(abs(close-lc),p,1)*100; entertime:=time>=143000 and time<=145500; exittime:=time>=150000; if holding=0 then begin if entertime and rsi<=10 then buy(1,1,limitr,close); end if holding=0 then begin if entertime and rsi>=90 then buyshort(1,1,limitr,close); end if holding>0 then begin if entertime and rsi>=90 then begin sell(1,holding,limitr,close),orderqueue; buyshort(1,1,limitr,close),orderqueue; end if exittime then sell(1,holding,limitr,close); end if holding<0 then begin if entertime and rsi<=10 then begin sellshort(1,holding,limitr,close),orderqueue; buy(1,1,limitr,close),orderqueue; end if exittime then sellshort(1,holding,limitr,close); end 盈虧:asset,noaxis,colormagenta; 收益:(asset-50000)/50000,linethick0; 次數(shù):totaltrade,linethick0; 勝率:percentwin,linethick0; 連虧:maxseqloss,linethick0; 連贏:maxseqwin,linethick0;
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源碼解析：

輸出RUNMODE:0
輸出INPUT:P(5,1,60,1)
LC賦值:昨收
RSI賦值:收盤價(jià)-LC和0的較大值的P日[1日權(quán)重]移動(dòng)平均/收盤價(jià)-LC的絕對(duì)值的P日[1日權(quán)重]移動(dòng)平均*100
ENTERTIME賦值:時(shí)間>=143000 AND 時(shí)間<=145500
EXITTIME賦值:時(shí)間>=150000
邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 ENTERTIME AND RSI<=10 THEN  BUY(1,1,LIMITR,收盤價(jià))
ENDIF HOLDING=0 THEN BEGIN 邏輯判斷 ENTERTIME AND RSI>=90 THEN  BUYSHORT(1,1,LIMITR,收盤價(jià))
ENDIF HOLDING>0 THEN BEGIN 邏輯判斷 ENTERTIME AND RSI>=90 THEN BEGIN  SELL(1,HOLDING,LIMITR,收盤價(jià)),ORDERQUEUE
  BUYSHORT(1,1,LIMITR,收盤價(jià)),ORDERQUEUE
 END  邏輯判斷 EXITTIME THEN  SELL(1,HOLDING,LIMITR,收盤價(jià))
ENDIF HOLDING<0 THEN BEGIN 邏輯判斷 ENTERTIME AND RSI<=10 THEN BEGIN  SELLSHORT(1,HOLDING,LIMITR,收盤價(jià)),ORDERQUEUE
  BUY(1,1,LIMITR,收盤價(jià)),ORDERQUEUE
 END  邏輯判斷 EXITTIME THEN  SELLSHORT(1,HOLDING,LIMITR,收盤價(jià))
輸出END盈虧:ASSET,NOAXIS,畫洋紅色
輸出      收益:(ASSET-50000)/50000,線寬為0
輸出次數(shù):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