金字塔PCB通道突破交易系统源码

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

highest:=ref(hhv(high,period),1);
lowest:=ref(llv(low,period),1);

buycond:=entertime and high＞=highest;
buyprice:=max(open,highest);

buyshortcond:=entertime and low＜=lowest;
buyshortprice:=min(open,lowest);

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;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;

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