金字塔三均线指路交易系统源码

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

exittime:=time＞=150000;

ma1:=ma(close,period1);

ma2:=ma(close,period2);

ma3:=ma(close,period3);

buycond:=entertime and ref(close＞ma1 and ma1＞ma2 and ma2＞ma3,1);

buyprice:=open;

buyshortcond:=entertime and ref(close＜ma1 and ma1＜ma2 and ma2＜ma3,1);

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;

源码解析：

输出 RUNMODE:0

输出 INPUT:PERIOD1(4,1,100,1)

输出 INPUT:PERIOD2(9,1,100,1)

输出 INPUT:PERIOD3(18,1,100,1)

输出 VARIABLE:MYASSET=30000

ENTERTIME赋值:TIME＞=092500 AND TIME＜=145500

EXITTIME赋值:TIME＞=150000

MA1赋值:收盘价的PERIOD1日简单移动平均

MA2赋值:收盘价的PERIOD2日简单移动平均

MA3赋值:收盘价的PERIOD3日简单移动平均

BUYCOND赋值:ENTERTIME AND 昨日CLOSE＞MA1ANDMA1＞MA2ANDMA2＞MA3

BUYPRICE赋值:开盘价

BUYSHORTCOND赋值:ENTERTIME AND 昨日CLOSE＜MA1ANDMA1＜MA2ANDMA2＜MA3

BUYSHORTPRICE赋值:开盘价

逻辑判断 HOLDING=0 AND BUYCOND THEN BEGIN BUY(1,1,LIMITR,BUYPRICE)

END 逻辑判断 HOLDING=0 AND BUYSHORTCOND THEN BEGIN BUYSHORT(1,1,LIMITR,BUYSHORTPRICE)

END 逻辑判断 HOLDING＞0 AND EXITTIME THEN BEGIN SELL(1,HOLDING,LIMITR,收盘价)

END 逻辑判断 HOLDING＜0 AND EXITTIME THEN BEGIN SELLSHORT(1,HOLDING,LIMITR,收盘价)

MYASSET赋值:ASSET

输出 资产:MYASSET,NOAXIS,画洋红色

输出 次数:TOTALTRADE,线宽为0

输出 收益:(MYASSET-30000)/30000,线宽为0

输出 胜率:PERCENTWIN,线宽为0

输出 出击:TOTALTRADE/(统计0日中满足DATE＜＞REF(日期,1)的天数+1),线宽为0

输出 连亏:MAXSEQLOSS,线宽为0

输出 连赢:MAXSEQWIN,线宽为0