金字塔震荡交易系统策略源码[金字塔模型]

相关标签:伦敦金震荡交易策略，震荡交易系统，惠比特交易和配种专区，梦三国交易专区，梦三国交易专区速秒，灵缇格力交易专区，中京交易市场下载专区，古币银元交易专区，长毛德牧交易专区，

模型策略源码：runmode:0; input:p(5,1,60,1); lc:=ref(close,1); rsi:=sma(max(close-lc,0),p,1)/ sma(abs(close-lc),p,1)*100; entertime:=time>=143000 and time<=145500; exittime:=time>=150000; if holding=0 then begin if entertime and rsi<=10 then buy(1,1,limitr,close); end if holding=0 then begin if entertime and rsi>=90 then buyshort(1,1,limitr,close); end if holding>0 then begin if entertime and rsi>=90 then begin sell(1,holding,limitr,close),orderqueue; buyshort(1,1,limitr,close),orderqueue; end if exittime then sell(1,holding,limitr,close); end if holding<0 then begin if entertime and rsi<=10 then begin sellshort(1,holding,limitr,close),orderqueue; buy(1,1,limitr,close),orderqueue; end if exittime then sellshort(1,holding,limitr,close); end 盈亏:asset,noaxis,colormagenta; 收益:(asset-50000)/50000,linethick0; 次数:totaltrade,linethick0; 胜率:percentwin,linethick0; 连亏:maxseqloss,linethick0; 连赢:maxseqwin,linethick0;
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源码解析：

输出RUNMODE:0
输出INPUT:P(5,1,60,1)
LC赋值:昨收
RSI赋值:收盘价-LC和0的较大值的P日[1日权重]移动平均/收盘价-LC的绝对值的P日[1日权重]移动平均*100
ENTERTIME赋值:时间>=143000 AND 时间<=145500
EXITTIME赋值:时间>=150000
逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 ENTERTIME AND RSI<=10 THEN  BUY(1,1,LIMITR,收盘价)
ENDIF HOLDING=0 THEN BEGIN 逻辑判断 ENTERTIME AND RSI>=90 THEN  BUYSHORT(1,1,LIMITR,收盘价)
ENDIF HOLDING>0 THEN BEGIN 逻辑判断 ENTERTIME AND RSI>=90 THEN BEGIN  SELL(1,HOLDING,LIMITR,收盘价),ORDERQUEUE
  BUYSHORT(1,1,LIMITR,收盘价),ORDERQUEUE
 END  逻辑判断 EXITTIME THEN  SELL(1,HOLDING,LIMITR,收盘价)
ENDIF HOLDING<0 THEN BEGIN 逻辑判断 ENTERTIME AND RSI<=10 THEN BEGIN  SELLSHORT(1,HOLDING,LIMITR,收盘价),ORDERQUEUE
  BUY(1,1,LIMITR,收盘价),ORDERQUEUE
 END  逻辑判断 EXITTIME THEN  SELLSHORT(1,HOLDING,LIMITR,收盘价)
输出END盈亏:ASSET,NOAXIS,画洋红色
输出      收益:(ASSET-50000)/50000,线宽为0
输出次数:TOTALTRADE,线宽为0
输出胜率:PERCENTWIN,线宽为0
输出连亏:MAXSEQLOSS,线宽为0
输出连赢:MAXSEQWIN,线宽为0