金字塔肯特納通道突破交易系統(tǒng)

相關(guān)標(biāo)簽:肯特納通道，肯特納，中美合資肯特系統(tǒng)18tc，突破交易策略，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)，

模型策略源碼：runmode:0; input:length(20,1,100,1); input:numatrs(1); entertime:=time>=093500 and time<=145500; exittime:=time>=150000; tprice:=(high+low+close)/3; avgvalue:=ma(tprice,length);{ 來(lái)源 www.tumamayizhan.com } shiftvalue:=numatrs*ma(tr,length); upperband:=avgvalue+shiftvalue; lowerband:=avgvalue-shiftvalue; longcond:=entertime and high>=trimprice(ref(upperband,1)); longprice:=max(trimprice(ref(upperband,1)),open); shortcond:=entertime and low<=trimprice(ref(lowerband,1)); shortprice:=min(trimprice(ref(lowerband,1)),open); if holding=0 then begin if longcond then buy(1,1,limitr,longprice); end if holding=0 then begin if shortcond then buyshort(1,1,limitr,shortprice); end if holding>0 then begin if exittime then sell(1,holding,limitr,close); end if holding<0 then begin if exittime then sellshort(1,holding,limitr,close); end 收益:(asset-500000)/500000,noaxis,colormagenta; 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:LENGTH(20,1,100,1)
輸出INPUT:NUMATRS(1)
ENTERTIME賦值:時(shí)間>=093500 AND 時(shí)間<=145500
EXITTIME賦值:時(shí)間>=150000
TPRICE賦值:(最高價(jià)+最低價(jià)+收盤(pán)價(jià))/3
AVGVALUE賦值:TPRICE的LENGTH日簡(jiǎn)單移動(dòng)平均
SHIFTVALUE賦值:NUMATRS*真實(shí)波幅的LENGTH日簡(jiǎn)單移動(dòng)平均
UPPERBAND賦值:AVGVALUE www.tumamayizhan.com +SHIFTVALUE
LOWERBAND賦值:AVGVALUE-SHIFTVALUE
LONGCOND賦值:ENTERTIME AND 最高價(jià)>=TRIMPRICE(昨日UPPERBAND)
LONGPRICE賦值:TRIMPRICE(昨日UPPERBAND)和開(kāi)盤(pán)價(jià)的較大值
SHORTCOND賦值:ENTERTIME AND 最低價(jià)<=TRIMPRICE(昨日LOWERBAND)
SHORTPRICE賦值:TRIMPRICE(昨日LOWERBAND)和開(kāi)盤(pán)價(jià)的較小值
邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 LONGCOND THEN  BUY(1,1,LIMITR,LONGPRICE)
ENDIF HOLDING=0 THEN BEGIN 邏輯判斷 SHORTCOND THEN  CXH99.COM BUYSHORT(1,1,LIMITR,SHORTPRICE)
ENDIF HOLDING>0 THEN BEGIN 邏輯判斷 EXITTIME THEN  SELL(1,HOLDING,LIMITR,收盤(pán)價(jià))
ENDIF HOLDING<0 THEN BEGIN 邏輯判斷 EXITTIME THEN  SELLSHORT(1,HOLDING,LIMITR,收盤(pán)價(jià))
輸出END     收益:(ASSET-500000)/500000,NOAXIS,畫(huà)洋紅色
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