金字塔区间突破交易系统[金字塔模型]

相关标签:区间交易法则，区间交易公式，期货区间交易技巧，股票区间交易法则，博弈大师区间交易公式，傲剑两区间的交易，股票区间交易，金志宏机械区间交易，天下财经区间交易法，

模型策略源码：runmode:0; variable:maysset=0; entertime:=time>=091500 and time<=145500; exittime:=time>=150000; dist1:=barslast(date<>ref(date,1))+1; dist2:=ref(dist1,dist1); hh:=ref(hhv(high,dist2),dist1); ll:=ref(llv(low,dist2),dist1); oo:=ref(open,dist1-1); tt:=hh-ll; highest:=oo+tt+mindiff; lowest:=oo-tt-mindiff; if holding=0 then begin if high>=highest then buy(1,1,limitr,highest); end if holding=0 then begin if low<=lowest then buyshort(1,1,limitr,lowest); 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; 收益:(myasset-30000)/30000,noaxis,colormagenta; 次数:totaltrade,linethick0; 胜率:percentwin,linethick0; 连亏:maxseqloss,linethick0; 连赢:maxseqwin,linethick0;
点击复制上述代码粘贴到到公式管理器

{别忘了将本网告诉您身边的朋友，向朋友传达有用资料，也是一种人情，你朋友会感谢你的。}

源码解析：

输出RUNMODE:0
输出VARIABLE:MAYSSET=0
ENTERTIME赋值:时间>=091500 AND 时间<=145500
EXITTIME赋值:时间>=150000
DIST1赋值:上次日期<>昨日日期距今天数+1
DIST2赋值:DIST1日前的DIST1
HH赋值:DIST1日前的DIST2日内最高价的最高值
LL赋值:DIST1日前的DIST2日内最低价的最低值
OO赋值:DIST1-1日前的开盘价
TT赋值:HH-LL
HIGHEST赋值:OO+TT WWW.CXH99.COM +MINDIFF
LOWEST赋值:OO-TT-MINDIFF
逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 最高价>=HIGHEST THEN  BUY(1,1,LIMITR,HIGHEST)
ENDIF HOLDING=0 THEN BEGIN 逻辑判断 最低价<=LOWEST THEN  BUYSHORT(1,1,LIMITR,LOWEST)
ENDIF HOLDING>0 THEN BEGIN 逻辑判断 EXITTIME CXH99.COM SELL(1,HOLDING,LIMITR,收盘价)
ENDIF HOLDING<0 THEN BEGIN 逻辑判断 EXITTIME THEN  SELLSHORT(1,HOLDING,LIMITR,收盘价)
MYASSET赋值:ASSET
输出收益:(MYASSET-30000)/30000,NOAXIS,画洋红色
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