金字塔Dual Thrust交易系統(tǒng)源碼

相關(guān)標(biāo)簽:dual thrust系統(tǒng)，dual thrust，thrust，thrust ssc，thrust ssc圖片，thrust ssc多少錢，thrust washer，thrust ssc超音速車，thrust into，

模型策略源碼：input:k(0.7,0.1,1,0.1); dist1:=barslast(day>ref(day,1))+1; dist2:=ref(dist1,dist1); predayhigh:=ref(hhv(high,dist2),dist1); predaylow:=ref(llv(low,dist2),dist1); predayclose:=ref(close,dist1); predayrange:=max(predayhigh-predayclose,predayclose-predaylow); dayopen:=ref(open,dist1-1); upperband:=dayopen+k*predayrange; lowerband:=dayopen-k*predayrange; if holding=0 then begin if high>=upperband then buy(1,volunit,limitr,max(open,upperband)); end if holding=0 then begin if low<=lowerband then buyshort(1,volunit,limitr,min(open,lowerband)); end if holding>0 then begin if low<=lowerband then begin sell(1,holding,limitr,min(open,lowerband)); buyshort(1,volunit,limitr,min(open,lowerband)); end if time>=closetime(0) then sell(1,holding,limitr,close); end if holding<0 then begin if high>=upperband then begin sellshort(1,holding,limitr,max(open,upperband)); buy(1,volunit,limitr,max(open,upperband)); end if time>=closetime(0) then sellshort(1,holding,limitr,close); end 資產(chǎn):asset,noaxis,colorred,linethick2;
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源碼解析:

輸出INPUT:K(0.7,0.1,1,0.1)
DIST1賦值:上次日>昨日日距今天數(shù)+1
DIST2賦值:DIST1日前的DIST1
PREDAYHIGH賦值:DIST1日前的DIST2日內(nèi)最高價(jià)的最高值
PREDAYLOW賦值:DIST1日前的DIST2日內(nèi)最低價(jià)的最低值
PREDAYCLOSE賦值:DIST1日前的收盤價(jià)
PREDAYRANGE賦值:PREDAYHIGH-PREDAYCLOSE和PREDAYCLOSE-PREDAYLOW的較大值
DAYOPEN賦值:DIST1-1日前的開盤價(jià)
UPPERBAND賦值:DAYOPEN+K*PREDAYRANGE
LOWERBAND賦值:DAYOPEN-K*PREDAYRANGE
邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 最高價(jià)>=UPPERBAND THEN  BUY(1,VOLUNIT,LIMITR,開盤價(jià)和UPPERBAND的較大值)
ENDIF HOLDING=0 THEN BEGIN 邏輯判斷 最低價(jià)<=LOWERBAND THEN  BUYSHORT(1,VOLUNIT,LIMITR,開盤價(jià)和LOWERBAND的較小值)
ENDIF HOLDING>0 THEN BEGIN 邏輯判斷 最低價(jià)<=LOWERBAND THEN BEGIN  SELL(1,HOLDING,LIMITR,開盤價(jià)和LOWERBAND的較小值)
  BUYSHORT(1,VOLUNIT,LIMITR,開盤價(jià)和LOWERBAND的較小值)
 END  邏輯判斷 時(shí)間>=CLOSETIME(0) THEN   SELL(1,HOLDING,LIMITR,收盤價(jià))
ENDIF HOLDING<0 THEN BEGIN 邏輯判斷 最高價(jià)>=UPPERBAND THEN BEGIN  SELLSHORT(1,HOLDING,LIMITR,開盤價(jià)和UPPERBAND的較大值)
  BUY(1,VOLUNIT,LIMITR,開盤價(jià)和UPPERBAND的較大值)
 END  邏輯判斷 時(shí)間>=CLOSETIME(0) THEN  SELLSHORT(1,HOLDING,LIMITR,收盤價(jià))
輸出END資產(chǎn):ASSET,NOAXIS,畫紅色,線寬為2
 

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