金字塔开盘区间突破策略 实盘 策略 源码 发布 001 [原创][金字塔模型]

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//波动区间突破交易，根据昨天波动幅度的一定百分比，来触发当日的趋势交易，
//如果昨天的波动幅度是异常的，应当对该波动幅度进行必要的调整，以保持合理性。
 

金字塔公式 金字塔模型策略源码：

//------------------------------------------------------------------------
// 简称: OpenRangBreak
 // 名称: 开盘区间突破策略
//   By: 财富游戏
//------------------------------------------------------------------------

input:PercentOfRange(0.5,0,1,0.1);     //多头突破波动比例
input:LOTS(1,0,9,1);

         HighD:=callstock(stklabel,vthigh,6,-1);
         LowD:=callstock(stklabel,vtlow,6,-1);
         OpenD:=valuewhen(date<>REF(date,1),open);
        
         RangeT:= HighD-LowD;
         UpperBand: OpenD +PercentOfRange*RangeT;
         LowerBand: OpenD -PercentOfRange*RangeT;
      

        If    (holding=0) THEN BEGIN
                 If    (High>=UpperBand) THEN BEGIN
                         Buy(holding=0,lots,LIMITR,Max(Open,UpperBand));
                 END
               
                 If    (Low<=LowerBand) THEN BEGIN
                         BuyShort(holding=0,lots,LIMITR,Min(Open,LowerBand));
                 END
         END

        If    (holding<0)  THEN BEGIN
                 If    (High>=UpperBand) THEN BEGIN
                            SellShort(holding<0,lots,LIMITR,Max(Open,UpperBand));
                         Buy(holding=0,lots,LIMITR,Max(Open,UpperBand));
                 END
         END

        If    (holding>0)  THEN BEGIN
                 If    (Low<=LowerBand) THEN BEGIN
                         Sell(holding>0,lots,LIMITR,Min(Open,LowerBand));
                         BuyShort(holding=0,lots,LIMITR,Min(Open,LowerBand));
                 END
        END

持仓:holding,noaxis ,linethick0 ;
盈亏:asset-1000000,noaxis,coloryellow,linethick2;

//1、RANGE BREAK www.gszb.com
 //波动区间突破交易，根据昨天波动幅度的一定百分比，来触发当日的趋势交易，
//如果昨天的波动幅度是异常的，应当对该波动幅度进行必要的调整，以保持合理性。