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金字塔公式 金字塔模型策略源码:
runmode:0;
input:period(20,5,100,5);
variable:myasset=30000;
entertime:=time>=092500 and time<=145500;
exittime:=time>=150000;
buycond:=entertime and ref(close,1)>ref(close,period);
buyprice:=open;
buyshortcond:=entertime and ref(close,1)<ref(close,period);
buyshortprice:=open;
if holding=0 and buycond then begin
buy(1,1,limitr,buyprice);
end
if holding=0 and buyshortcond then begin
buyshort(1,1,limitr,buyshortprice);
end
if holding>0 and exittime then begin
sell(1,holding,limitr,close);
end
if holding<0 and exittime then begin
sellshort(1,holding,limitr,close);
end
if exittime then
myasset:=asset;
资产:myasset,noaxis,colormagenta;
次数:totaltrade,linethick0;
收益:(myasset-30000)/30000,linethick0;
胜率:percentwin,linethick0;
出击:totaltrade/(count(date<>ref(date,1),0)+1),linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;
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