金字塔肯特纳通道突破交易系统[金字塔模型]

相关标签:肯特纳通道，肯特纳，中美合资肯特系统18tc，突破交易策略，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，

模型策略源码：runmode:0; input:length(20,1,100,1); input:numatrs(1); entertime:=time>=093500 and time<=145500; exittime:=time>=150000; tprice:=(high+low+close)/3; avgvalue:=ma(tprice,length);{ 来源 WWW.CXH99.COM } shiftvalue:=numatrs*ma(tr,length); upperband:=avgvalue+shiftvalue; lowerband:=avgvalue-shiftvalue; longcond:=entertime and high>=trimprice(ref(upperband,1)); longprice:=max(trimprice(ref(upperband,1)),open); shortcond:=entertime and low<=trimprice(ref(lowerband,1)); shortprice:=min(trimprice(ref(lowerband,1)),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 收益:(asset-500000)/500000,noaxis,colormagenta; 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:LENGTH(20,1,100,1)
输出INPUT:NUMATRS(1)
ENTERTIME赋值:时间>=093500 AND 时间<=145500
EXITTIME赋值:时间>=150000
TPRICE赋值:(最高价+最低价+收盘价)/3
AVGVALUE赋值:TPRICE的LENGTH日简单移动平均
SHIFTVALUE赋值:NUMATRS*真实波幅的LENGTH日简单移动平均
UPPERBAND赋值:AVGVALUE WWW.CXH99.COM +SHIFTVALUE
LOWERBAND赋值:AVGVALUE-SHIFTVALUE
LONGCOND赋值:ENTERTIME AND 最高价>=TRIMPRICE(昨日UPPERBAND)
LONGPRICE赋值:TRIMPRICE(昨日UPPERBAND)和开盘价的较大值
SHORTCOND赋值:ENTERTIME AND 最低价<=TRIMPRICE(昨日LOWERBAND)
SHORTPRICE赋值:TRIMPRICE(昨日LOWERBAND)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)
ENDIF HOLDING=0 THEN BEGIN 逻辑判断 SHORTCOND THEN  CXH99.COM BUYSHORT(1,1,LIMITR,SHORTPRICE)
ENDIF HOLDING>0 THEN BEGIN 逻辑判断 EXITTIME THEN  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)
输出END     收益:(ASSET-500000)/500000,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