金字塔动量突破交易系统策略源码

variable:myasset=30000;

entertime:=time＞=092500 and time＜=145500;
exittime:=time＞=150000;

buycond:=entertime and ref(close,1)＞ref(close,period);
buyprice:=open;

buyshortcond:=entertime and ref(close,1)＜ref(close,period);
buyshortprice:=open;

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;
出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;