金字塔公式 金字塔模型策略源码: runmode:0;
variable:myholding=0;
buycond:=ref(all(isup,3),1); buyshortcond:=ref(all(isdown,3),1);
if myholding=0 and buycond then begin lots:=cash(0)/(open*multiplier*0.1); buy(1,lots,limitr,open); myholding:=lots; end
if myholding=0 and buyshortcond then begin lots:=cash(0)/(open*multiplier*0.1); buyshort(1,lots,limitr,open); myholding:=-lots; end
if myholding>0 and time=closetime(0) then begin sell(1,myholding,limitr,close); myholding:=0; end
if myholding<0 and time=closetime(0) then begin sellshort(1,myholding,limitr,close); myholding:=0; end==================================源码解析:输出 RUNMODE:0 输出 VARIABLE:MYHOLDING=0 BUYCOND赋值:昨日ALL(ISUP,3) BUYSHORTCOND赋值:昨日ALL(ISDOWN,3) LOTS赋值:CASH(0)/(开盘价*MULTIPLIER*0.1) BUY(1,LOTS,LIMITR,开盘价) MYHOLDING赋值:LOTS LOTS赋值:CASH(0)/(开盘价*MULTIPLIER*0.1) BUYSHORT(1,LOTS,LIMITR,开盘价) MYHOLDING赋值:-LOTS END 逻辑判断 MYHOLDING>0 AND 时间=CLOSETIME(0) THEN BEGIN SELL(1,MYHOLDING,LIMITR,收盘价) MYHOLDING赋值:0 END 逻辑判断 MYHOLDING<0 AND 时间=CLOSETIME(0) THEN BEGIN SELLSHORT(1,MYHOLDING,LIMITR,收盘价) MYHOLDING赋值:0 END
|