金字塔双均线穿越交易系统

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

ma1:=ma(close,period1);
ma2:=ma(close,period2);

buycond:=entertime and ref(cross(ma1,ma2),1);
buyprice:=open;

buyshortcond:=entertime and ref(cross(ma2,ma1),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;

复制上述代码粘贴到到公式管理器

源码解析：

输出RUNMODE:0
输出 INPUT:PERIOD1(20,5,100,5)
输出 INPUT:PERIOD2(60,5,100,5)
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
BUYCOND赋值:ENTERTIME AND 昨日MA1上穿MA2
BUYPRICE赋值:开盘价
BUYSHORTCOND赋值:ENTERTIME AND 昨日MA2上穿MA1
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

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