金字塔布林带通道突破交易系统
金字塔公式 金字塔模型策略源码：runmode:0;
input:m(30,1,300,1);
input:n(2,0.5,10,0.5);
variable:myasset=30000;
mid:=ma(close,m);
upper:=mid+n*std(close,m);
lower:=mid-n*std(close,m);
entertime:=time>=091500 and time<=145500;
exittime:=time>=150000;
highest:=ref(upper,1);
lowest:=ref(lower,1);
longcond:=entertime and high>=highest;
longprice:=max(highest,open);
shortcond:=entertime and low<=lowest;
shortprice:=min(lowest,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
if exittime then
myasset:=asset;
资产:myasset,colorred,noaxis;
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源码解析:
输出RUNMODE:0
输出 INPUT:M(30,1,300,1)
输出 INPUT:N(2,0.5,10,0.5)
输出 VARIABLE:MYASSET=30000
MID赋值:收盘价的M日简单移动平均
UPPER赋值:MID+N*收盘价的M日估算标准差
LOWER赋值:MID-N*收盘价的M日估算标准差
ENTERTIME赋值:时间>=091500 AND 时间<=145500
EXITTIME赋值:时间>=150000
HIGHEST赋值:昨日UPPER
LOWEST赋值:昨日LOWER
LONGCOND赋值:ENTERTIME AND 最高价>=HIGHEST
LONGPRICE赋值:HIGHEST和开盘价的较大值
SHORTCOND赋值:ENTERTIME AND 最低价<=LOWEST
SHORTPRICE赋值:LOWEST和开盘价的较小值
逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 LONGCOND THEN BUY(1,1,LIMITR,LONGPRICE)
END 逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 SHORTCOND THEN BUYSHORT(1,1,LIMITR,SHORTPRICE)
END 逻辑判断 HOLDING>0 THEN BEGIN 逻辑判断 EXITTIME THEN SELL(1,HOLDING,LIMITR,收盘价)
END 逻辑判断 HOLDING<0 THEN BEGIN 逻辑判断 EXITTIME THEN SELLSHORT(1,HOLDING,LIMITR,收盘价)
MYASSET赋值:ASSET
输出 资产:MYASSET,画红色,NOAXIS