把不同模型组合成一个模型的范例

金字塔公式 金字塔模型策略源码：variable:cc1=0,cc2=0;
//第一个模型，大于上10周期最高价买入，低于5周期最低价平仓。做空反之
//第二个模型，连续2根K线收阳线买入，做空反之
//用于测试使用。如果实盘，需用专业版的后台，因为可能同一根K线图产生2个同向信号
//或者信号相反时持仓对冲的处理。
yl:=ref(hhv(h,10),1);
zc:=ref(llv(l,10),1);
yl1:=ref(hhv(h,5),1);
zc1:=ref(llv(l,5),1);
b2:=ref(c o,1) and ref(c o,2);
s2:=ref(c o,1) and ref(c o,2);
/////////////////////////////////////////第二个模型是开盘价触发，写在最前面
if cc2 0 and s2 then begin
cc2:=0;
if holding 0 then sell(1,1,limitr,o);
else buyshort(1,1,limitr,o);
end
if cc2 0 and b2 then begin
cc2:=0;
if holding 0 then sellshort(1,1,limitr,o);
else buy(1,1,limitr,o);
end
if cc2=0 and b2 then begin
cc2:=1;
if holding 0 then sellshort(1,1,limitr,o);
else buy(1,1,limitr,o);
end
if cc2=0 and s2 then begin
cc2:=-1;
if holding 0 then sell(1,1,limitr,o);
else buyshort(1,1,limitr,o);
end
////////////////////////////////////////////////////////////////////////////////////////
if cc1 0 and l zc1 then begin
cc1:=0;
if holding 0 then sell(1,1,limitr,min(o,zc1-mindiff));
else buyshort(1,1,limitr,min(o,zc1-mindiff));
end
if cc1 0 and h yl1 then begin
cc1:=0;
if holding 0 then sellshort(1,1,limitr,max(o,yl1+mindiff));
else buy(1,1,limitr,max(o,yl1+mindiff));
end
if cc1=0 and h yl then begin
cc1:=1;
if holding 0 then sellshort(1,1,limitr,max(o,yl+mindiff));
else buy(1,1,limitr,max(o,yl+mindiff));
end
if cc1=0 and l zc then begin
cc1:=-1;
if holding 0 then sell(1,1,limitr,min(o,zc-mindiff));
else buyshort(1,1,limitr,min(o,zc-mindiff));
end

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