金字塔震荡交易系统策略源码

金字塔公式 金字塔模型策略源码：runmode:0;

input:p(5,1,60,1);

lc:=ref(close,1);
 rsi:=sma(max(close-lc,0),p,1)/
 sma(abs(close-lc),p,1)*100;

entertime:=time>=143000 and time<=145500;
 exittime:=time>=150000;

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

if holding=0 then begin
  if entertime and rsi>=90 then
   buyshort(1,1,limitr,close);
 end

if holding>0 then begin
  if entertime and rsi>=90 then begin
   sell(1,holding,limitr,close),orderqueue;
   buyshort(1,1,limitr,close),orderqueue;
  end
 
  if exittime then
   sell(1,holding,limitr,close);
 end

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