金字塔震荡交易系统策略源码

if holding 0 then begin
if entertime and rsi =10 then begin
sellshort(1,holding,limitr,close),orderqueue;
buy(1,1,limitr,close),orderqueue;
end

if exittime then
sellshort(1,holding,limitr,close);
end

盈亏:asset,noaxis,colormagenta;
收益:(asset-50000)/50000,linethick0;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;

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源码解析：

输出RUNMODE:0
输出INPUT:P(5,1,60,1)
LC赋值:昨收
RSI赋值:收盘价-LC和0的较大值的P日[1日权重]移动平均/收盘价-LC的绝对值的P日[1日权重]移动平均*100
ENTERTIME赋值:时间 =143000 AND 时间 =145500
EXITTIME赋值:时间 =150000
逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 ENTERTIME AND RSI =10 THEN BUY(1,1,LIMITR,收盘价)
ENDIF HOLDING=0 THEN BEGIN 逻辑判断 ENTERTIME AND RSI =90 THEN BUYSHORT(1,1,LIMITR,收盘价)
ENDIF HOLDING 0 THEN BEGIN 逻辑判断 ENTERTIME AND RSI =90 THEN BEGIN SELL(1,HOLDING,LIMITR,收盘价),ORDERQUEUE
BUYSHORT(1,1,LIMITR,收盘价),ORDERQUEUE
END 逻辑判断 EXITTIME THEN SELL(1,HOLDING,LIMITR,收盘价)
ENDIF HOLDING 0 THEN BEGIN 逻辑判断 ENTERTIME AND RSI =10 THEN BEGIN SELLSHORT(1,HOLDING,LIMITR,收盘价),ORDERQUEUE
BUY(1,1,LIMITR,收盘价),ORDERQUEUE
END 逻辑判断 EXITTIME THEN SELLSHORT(1,HOLDING,LIMITR,收盘价)
输出END盈亏:ASSET,NOAXIS,画洋红色
输出 收益:(ASSET-50000)/50000,线宽为0
输出次数:TOTALTRADE,线宽为0
输出胜率:PERCENTWIN,线宽为0
输出连亏:MAXSEQLOSS,线宽为0
输出连赢:MAXSEQWIN,线宽为0