DK幽灵策略源码（改进版本）[金字塔模型]

INPUT:周期(9,1,99,1); INPUT:交易次数(99,1,99,1); 多空资产:=TRMA( (#DK.多空资产()#),周期),NOAXIS,COLORRED,LINETHICK1; 可用现金:=TRMA( (#DK.可用现金()#),周期),NOAXIS,COLORGREEN,LINETHICK1; 差额:=TRMA(多空资产-可用现金,周期),NOAXIS,LINETHICK1; 开期:=ENTERBARS,NOAXIS,LINETHICK0; 平期:=EXITBARS,NOAXIS,LINETHICK0; KD:=(差额>REF(差额,1)) AND HOLDING=0 AND IF(EXITBARS=-1,周期,EXITBARS>=周期+TOTALDAYTRADE); //开多条件 PD:=(差额=周期+TOTALDAYTRADE); //平多条件 KK:=(差额=周期+TOTALDAYTRADE); //开空条件 PK:=(差额>REF(差额,1)) AND IF(ENTERBARS=-1,周期,ENTERBARS>=周期+TOTALDAYTRADE); //平空条件 IF TOTALDAYTRADE>=交易次数 THEN SETTRADESIGN(0); ELSE SETTRADESIGN(1); 平空:SELLSHORT(PK,0,NEXTOPEN); //平空信号 开多:BUY(KD AND HOLDING=0,1,NEXTOPEN); //开多信号 平多:SELL(PD,0,NEXTOPEN); //平多信号 开空:BUYSHORT(KK AND HOLDING=0,1,NEXTOPEN); //开空信号 {} INPUT:盈率0停正开(0,0,99,1); INPUT:亏率0停负开(0,-99,0,1); 策保:ROUNDS( ("$HIGH##DAY" * MULTIPLIER * ( TACCOUNT(41)+TACCOUNT(42) )/2 ),0),NOAXIS,LINETHICK0; 策率:ROUNDS( 100*ROUNDS(OPENPROFIT/(策保*ABS(HOLDING) ),4),1),NOAXIS,LINETHICK0,COLORGRAY; 帐率:ROUNDS( 100*ROUNDS( (TACCOUNT(4))/(TACCOUNT(28) ),4),1),NOAXIS,LINETHICK0,COLORGRAY; 登陆:TACCOUNT(53),,LINETHICK0; IF 登陆=1 THEN 盈亏率:=帐率,NOAXIS,LINETHICK0,COLORGRAY;{帐户登陆} ELSE 盈亏率:=策率,NOAXIS,LINETHICK0,COLORGRAY;{帐户退出} IF 盈亏率>盈率0停正开 AND 盈率0停正开<>0 THEN BEGIN SETTRADESIGN(1); 多止盈:SELL(1,0,NEXTOPEN); 空止盈:SELLSHORT(1,0,NEXTOPEN); END IF 盈亏率<亏率0停负开 AND 亏率0停负开<>0 THEN BEGIN SETTRADESIGN(1); 多止损:SELL(1,0,NEXTOPEN); 空止损:SELLSHORT(1,0,NEXTOPEN); END {} 仓:HOLDING,LINETHICK0; 资:ASSET,NOAXIS,LINETHICK0; 净:NETPROFIT,NOAXIS,LINETHICK1; 浮:OPENPROFIT,NOAXIS,LINETHICK0; 

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