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公式指标网 发表于2015/10/25 7:04:13

金字塔三均线指路交易系统源码

三均线指路交易系统源码:
 

 runmode:0;

 

 input:period1(4,1,100,1);

 input:period2(9,1,100,1);

 input:period3(18,1,100,1);

 

 variable:myasset=30000;

 

 entertime:=time>=092500 and time<=145500;

 exittime:=time>=150000;

 

 ma1:=ma(close,period1);

 ma2:=ma(close,period2);

 ma3:=ma(close,period3);

 

 buycond:=entertime and ref(close>ma1 and ma1>ma2 and ma2>ma3,1);

 buyprice:=open;

 

 buyshortcond:=entertime and ref(close<ma1 and ma1<ma2 and ma2<ma3,1);

 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;

源码解析:

输出 RUNMODE:0

输出  INPUT:PERIOD1(4,1,100,1)

输出  INPUT:PERIOD2(9,1,100,1)

输出  INPUT:PERIOD3(18,1,100,1)

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

MA3赋值:收盘价的PERIOD3日简单移动平均

BUYCOND赋值:ENTERTIME AND 昨日CLOSE>MA1ANDMA1>MA2ANDMA2>MA3

BUYPRICE赋值:开盘价

BUYSHORTCOND赋值:ENTERTIME AND 昨日CLOSE<MA1ANDMA1<MA2ANDMA2<MA3

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
 



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