金字塔Zig System交易系統(tǒng)源碼

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模型策略源碼：input:entrystop(0.5,0.1,1,0.1); input:exitstop(0.5,0,1,1,0.1); dayopen:=valuewhen(day>ref(day,1),open); if holding=0 then begin if high>=dayopen*(1+entrystop/100) then begin myentryprice:=dayopen*(1+entrystop/100); myentryprice:=trimprice(myentryprice); buy(1,volunit,limitr,myentryprice); exit; end end if holding=0 then begin if low<=dayopen*(1-entrystop/100) then begin myentryprice:=dayopen*(1-entrystop/100); myentryprice:=trimprice(myentryprice); buyshort(1,volunit,limitr,myentryprice); exit; end end if holding>0 then begin if low<=dayopen*(1-exitstop/100) then begin myexitprice:=dayopen*(1-exitstop/100); myexitprice:=trimprice(myexitprice); sell(1,holding,limitr,myexitprice); exit; end if time>=closetime(0) then sell(1,holding,limitr,close); end if holding<0 then begin if high>=dayopen*(1+exitstop/100) then begin myexitprice:=dayopen*(1+exitstop/100); myexitprice:=trimprice(myexitprice); sellshort(1,holding,limitr,myexitprice); exit; end if time>=closetime(0) then sellshort(1,holding,limitr,close); end 資產(chǎn):asset,noaxis,colorred,linethick2;
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