金字塔PCB通道突破交易系统源码

{ 策略名称:PCB
  交易品种:糖
 交易周期:5分钟
 入市策略:通道突破
 风险控制:收盘平仓
 资金管理:1手  }
金字塔公式 金字塔模型策略源码：runmode:0;

 input:period(20,5,100,5);
  variable:myasset=30000;
 
  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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