金字塔红黑三兵交易系统源码

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

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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