金字塔公式 金字塔模型策略源码：
 

VARIABLE: MAE=0，MFE=0;

INPUT:DAYLONG(40,4,400,4);//DAYLONG个周期后平仓

//简单模型

UP:HHV(H,40);
 LONG:=REF(UP,1);

IF HOLDING＜＞0 THEN
 BEGIN
 IF ENTERBARS＞=DAYLONG AND HOLDING＞0 THEN SELL(1,1,thisclose);
 END

ELSE THEN
 BEGIN
 IF H＞=LONG AND HOLDING=0 THEN BUY(1,1,STOPR,LONG);
 END

//开始取MAE和MFE

IF REF(HOLDING,1)=0 THEN GOTO DONE;
 PP:=OPENPROFIT,LINETHICK0;
浮动盈亏:PP,LINETHICK0;

IF PP＞0 AND HOLDING＜＞0 THEN
 BEGIN
 IF PP＞MAE THEN MAE:=PP;
 END

ELSE THEN
 BEGIN
 IF PP＜MFE THEN MFE:=PP;
 END

DONE@ AA:=IFELSE(EXITBARS=0,MAE,0),LINETHICK0;
 BB:=IFELSE(EXITBARS=0,MFE,0),LINETHICK0;
当笔交易MAE:AA,LINETHICK0;
当笔交易MFE:BB,LINETHICK0;

IF EXITBARS=0 THEN
 BEGIN
 MAE:=0;
 MFE:=0;
 END
 SMAE:=SUM(AA,0),LINETHICK0;
 SMFE:=SUM(BB,0),LINETHICK0;
 RATIO:=ABS(SMAE/SMFE),LINETHICK0;
 MAE/MFE比率:RATIO,NODRAW,COLORRED;
 //TT:TOTALTRADE,LINETHICK0;
 //SS:SUM(RATIO,0),LINETHICK0;
 //ARATIO:SS/TT,LINETHICK0;

源码解析：

输出VARIABLE: MAE=0，MFE=0
输出 INPUT:DAYLONG(40,4,400,4)
输出//DAYLONG个周期后平仓 //简单模型 UP:40日内最高价的最高值
LONG赋值:昨日UP
  逻辑判断 HOLDING＜＞0 THEN BEGIN 逻辑判断 ENTERBARS＞=DAYLONG AND HOLDING＞0 THEN SELL(1,1,THISCLOSE)