{ 策略名称:PCB
交易品种:糖
交易周期:5分钟
入市策略:通道突破
风险控制:收盘平仓
资金管理:1手 }
金字塔公式 金字塔模型策略源码：runmode:0;input:period(20,5,100,5);
variable:myasset=30000;
entertime:=time＞=092500 and time＜=145500;
exittime:=time＞=150000;
highest:=ref(hhv(high,period),1);
lowest:=ref(llv(low,period),1);
buycond:=entertime and high＞=highest;
buyprice:=max(open,highest);
buyshortcond:=entertime and low＜=lowest;
buyshortprice:=min(open,lowest);
if holding=0 and buycond then begin
buy(1,1,limitr,buyprice);
end
if holding=0 and buyshortcond then begin
buyshort(1,1,limitr,buyshortprice);
end
if holding＞0 and exittime then begin
sell(1,holding,limitr,close);
end
if holding＜0 and exittime then begin
sellshort(1,holding,limitr,close);
end
if exittime then
myasset:=asset;
资产:myasset,noaxis,colormagenta;
次数:totaltrade,linethick0;
收益:(myasset-30000)/30000,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;复制上述代码粘贴到到公式管理器
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