金字塔交易系统]顾比倒数线策略

l11:=low;
a:=ifelse(high =ref(high,1) high =ref(high,2) high =ref(high,3) high =ref(high,4) high =ref(high,5),low,0);
b:=ifelse(low =ref(low,1) low =ref(low,2) low =ref(low,3) low =ref(low,4) low =ref(low,5),high,888888);
p1:=ifelse(a ref(l11,1),ref(l11,1),0);
p2:=ifelse(a ref(l11,2) a =ref(l11,1),ref(l,2),0);
p3:=ifelse(a ref(l11,3) a =ref(l11,1) a =ref(l11,2),ref(l11,3),0);
p4:=ifelse(a ref(l11,4) a =ref(l11,1) a =ref(l11,2) a =ref(l11,3),ref(l11,4),0);
p5:=ifelse(a ref(l11,5) a =ref(l11,1) a =ref(l11,2) a =ref(l11,3) a =ref(l11,4),ref(l11,5),0);
p6:=ifelse(a ref(l11,6) a =ref(l11,1) a =ref(l11,2) a =ref(l11,3) a =ref(l11,4) a =ref(l11,5),ref(l11,6),0);
p7:=ifelse(a ref(l11,7) a =ref(l11,1) a =ref(l11,2) a =ref(l11,3) a =ref(l11,4) a =ref(l11,5) a =ref(l11,6),ref(l11,7),0);
p8:=ifelse(a ref(l11,8) a =ref(l11,1) a =ref(l11,2) a =ref(l11,3) a =ref(l11,4) a =ref(l11,5) a =ref(l11,6) a =ref(l11,7),ref(l11,8),0);
p9:=ifelse(a ref(l11,9) a =ref(l11,1) a =ref(l11,2) a =ref(l11,3) a =ref(l11,4) a =ref(l11,5) a =ref(l11,6) a =ref(l11,7) a =ref(l11,8),ref(l11,9),0);
p10:=ifelse(a ref(l11,10) a =ref(l11,1) a =ref(l11,2) a =ref(l11,3) a =ref(l11,4) a =ref(l11,5) a =ref(l11,6) a =ref(l11,7) a =ref(l11,8) a =ref(l11,9),ref(l11,10),0);
aa:=p1+p2+p3+p4+p5+p6+p7+p8+p9+p10;
pp1:=ifelse(aa ref(l11,1),ref(l11,1),0);
pp2:=ifelse(aa ref(l11,2) aa =ref(l11,1),ref(l11,2),0);
pp3:=ifelse(aa ref(l11,3) aa =ref(l11,1) aa =ref(l11,2),ref(l11,3),0);
pp4:=ifelse(aa ref(l11,4) aa =ref(l11,1) aa =ref(l11,2) aa =ref(l11,3),ref(l11,4),0);
pp5:=ifelse(aa ref(l11,5) aa =ref(l11,1) aa =ref(l11,2) aa =ref(l11,3) aa =ref(l11,4),ref(l11,5),0);
pp6:=ifelse(aa ref(l11,6) aa =ref(l11,1) aa =ref(l11,2) aa =ref(l11,3) aa =ref(l11,4) aa =ref(l11,5),ref(l11,6),0);
pp7:=ifelse(aa ref(l11,7) aa =ref(l11,1) aa =ref(l11,2) aa =ref(l11,3) aa =ref(l11,4) aa =ref(l11,5) aa =ref(l11,6),ref(l11,7),0);
pp8:=ifelse(aa ref(l11,8) aa =ref(l11,1) aa =ref(l11,2) aa =ref(l11,3) aa =ref(l11,4) aa =ref(l11,5) aa =ref(l11,6) aa =ref(l11,7),ref(l11,8),0);
pp9:=ifelse(aa ref(l11,9) aa =ref(l11,1) aa =ref(l11,2) aa =ref(l11,3) aa =ref(l11,4) aa =ref(l11,5) aa =ref(l11,6) aa =ref(l11,7) aa =ref(l11,8),ref(l11,9),0);
pp10:=ifelse(aa ref(l11,10) aa =ref(l11,1) aa =ref(l11,2) aa =ref(l11,3) aa =ref(l11,4) aa =ref(l11,5) aa =ref(l11,6) aa =ref(l11,7) aa =ref(l11,8) aa =ref(l11,9),ref(l11,10),0);
aaa:=pp1+pp2+pp3+pp4+pp5+pp6+pp7+pp8+pp9+pp10;
c11:=valuewhen(aaa 0,aaa);
t1:=ifelse(b ref(h11,1),ref(h11,1),0);
t2:=ifelse(b ref(h11,2) b =ref(h11,1),ref(h11,2),0);
t3:=ifelse(b ref(h11,3) b =ref(h11,1) b =ref(h11,2),ref(h11,3),0);
t4:=ifelse(b ref(h11,4) b =ref(h11,1) b =ref(h11,2) b =ref(h11,3),ref(h11,4),0);
t5:=ifelse(b ref(h11,5) b =ref(h11,1) b =ref(h11,2) b =ref(h11,3) b =ref(h11,4),ref(h11,5),0);
t6:=ifelse(b ref(h11,6) b =ref(h11,1) b =ref(h11,2) b =ref(h11,3) b =ref(h11,4) b =ref(h11,5),ref(h11,6),0);
t7:=ifelse(b ref(h11,7) b =ref(h11,1) b =ref(h11,2) b =ref(h11,3) b =ref(h11,4) b =ref(h11,5) b =ref(h11,6),ref(h11,7),0);
t8:=ifelse(b ref(h11,8) b =ref(h11,1) b =ref(h11,2) b =ref(h11,3) b =ref(h11,4) b =ref(h11,5) b =ref(h11,6) b =ref(h11,7),ref(h11,8),0);
t9:=ifelse(b ref(h11,9) b =ref(h11,1) b =ref(h11,2) b =ref(h11,3) b =ref(h11,4) b =ref(h11,5) b =ref(h11,6) b =ref(h11,7) b =ref(h11,8),ref(h11,9),0);
t10:=ifelse(b ref(h11,10) b =ref(h11,1) b =ref(h11,2) b =ref(h11,3) b =ref(h11,4) b =ref(h11,5) b =ref(h11,6) b =ref(h11,7) b =ref(h11,8) b =ref(h11,9),ref(h11,10),0);
bb:=ifelse((t1+t2+t3+t4+t5+t6+t7+t8+t9+t10)=0,888888,t1+t2+t3+t4+t5+t6+t7+t8+t9+t10);
tt1:=ifelse(bb ref(h11,1),ref(h11,1),0);
tt2:=ifelse(bb ref(h11,2) bb =ref(h11,1),ref(h11,2),0);
tt3:=ifelse(bb ref(h11,3) bb =ref(h11,1) bb =ref(h11,2),ref(h11,3),0);
tt4:=ifelse(bb ref(h11,4) bb =ref(h11,1) bb =ref(h11,2) bb =ref(h11,3),ref(h11,4),0);
tt5:=ifelse(bb ref(h11,5) bb =ref(h11,1) bb =ref(h11,2) bb =ref(h11,3) bb =ref(h11,4),ref(h11,5),0);
tt6:=ifelse(bb ref(h11,6) bb =ref(h11,1) bb =ref(h11,2) bb =ref(h11,3) bb =ref(h11,4) bb =ref(h11,5),ref(h11,6),0);
tt7:=ifelse(bb ref(h11,7) bb =ref(h11,1) bb =ref(h11,2) bb =ref(h11,3) bb =ref(h11,4) bb =ref(h11,5) bb =ref(h11,6),ref(h11,7),0);
tt8:=ifelse(bb ref(h11,8) bb =ref(h11,1) bb =ref(h11,2) bb =ref(h11,3) bb =ref(h11,4) bb =ref(h11,5) bb =ref(h11,6) bb =ref(h11,7),ref(h11,8),0);
tt9:=ifelse(bb ref(h11,9) bb =ref(h11,1) bb =ref(h11,2) bb =ref(h11,3) bb =ref(h11,4) bb =ref(h11,5) bb =ref(h11,6) bb =ref(h11,7) bb =ref(h11,8),ref(h11,9),0);
tt10:=ifelse(bb ref(h11,10) bb =ref(h11,1) bb =ref(h11,2) bb =ref(h11,3) bb =ref(h11,4) bb =ref(h11,5) bb =ref(h11,6) bb =ref(h11,7) bb =ref(h11,8) bb =ref(h11,9),ref(h11,10),0);
bbb:=tt1+tt2+tt3+tt4+tt5+tt6+tt7+tt8+tt9+tt10;
d:=valuewhen(bbb 0,bbb);
ud:=ifelse(close d ref(close,1) =d,1,ifelse(close c11 ref(close,1) =c11,-3,0));
k:=valuewhen(ud 0,ud);
g:=ifelse(k=1,c11,d),colorred;
g1:=valuewhen(islastbar,g);
tmp:=-k;
//tmp 0,spk;
//tmp =0,bpk;

if holding=0 then begin
if tmp =0 then
buy(1,1,limitr,close);
end

if holding=0 then begin
if tmp 0 then
buyshort(1,1,limitr,close);
end

if holding 0 then begin
if tmp 0 then begin
sell(1,holding,limitr,close);
buyshort(1,1,limitr,close);
end
end

if holding 0 then begin
if tmp =0 then begin
sellshort(1,holding,limitr,close);
buy(1,1,limitr,close);
end
end

收益:asset,noaxis,colorred;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;

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