金字塔双均线穿越交易系统

金字塔公式 金字塔模型策略源码： runmode:0;
 
  input:period1(20,5,100,5);
  input:period2(60,5,100,5);
 
  variable:myasset=30000;
 
  entertime:=time＞=092500 and time＜=145500;
  exittime:=time＞=150000;
 
  ma1:=ma(close,period1);
  ma2:=ma(close,period2);
 
  buycond:=entertime and ref(cross(ma1,ma2),1);
  buyprice:=open;
 
  buyshortcond:=entertime and ref(cross(ma2,ma1),1);
  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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源码解析：

输出RUNMODE:0
输出   INPUT:PERIOD1(20,5,100,5)
输出  INPUT:PERIOD2(60,5,100,5)
输出   VARIABLE:MYASSET=30000
 ENTERTIME赋值:TIME＞=092500 AND TIME＜=145500
 EXITTIME赋值:TIME＞=150000
 MA1赋值:收盘价的PERIOD1日简单移动平均
MA2赋值:收盘价的PERIOD2日简单移动平均
BUYCOND赋值:ENTERTIME AND 昨日MA1上穿MA2
 BUYPRICE赋值:开盘价
BUYSHORTCOND赋值:ENTERTIME AND 昨日MA2上穿MA1
 BUYSHORTPRICE赋值:开盘价
   逻辑判断 HOLDING=0 AND BUYCOND THEN BEGIN      BUY(1,1,LIMITR,BUYPRICE)
   END   逻辑判断 HOLDING=0 AND BUYSHORTCOND THEN BEGIN      BUYSHORT(1,1,LIMITR,BUYSHORTPRICE)
   END   逻辑判断 HOLDING＞0 AND EXITTIME THEN BEGIN      SELL(1,HOLDING,LIMITR,收盘价)
   END   逻辑判断 HOLDING＜0 AND EXITTIME THEN BEGIN      SELLSHORT(1,HOLDING,LIMITR,收盘价)
MYASSET赋值:ASSET
输出        资产:MYASSET,NOAXIS,画洋红色
 输出  次数:TOTALTRADE,线宽为0
输出  收益:(MYASSET-30000)/30000,线宽为0
输出  胜率:PERCENTWIN,线宽为0
输出  出击:TOTALTRADE/(统计0日中满足DATE＜＞REF(日期,1)的天数+1),线宽为0
输出  连亏:MAXSEQLOSS,线宽为0
输出  连赢:MAXSEQWIN,线宽为0