金字塔布林带通道突破交易系统

金字塔公式 金字塔模型策略源码：runmode:0;

input:m(30,1,300,1);
 input:n(2,0.5,10,0.5);

variable:myasset=30000;

mid:=ma(close,m);
 upper:=mid+n*std(close,m);
 lower:=mid-n*std(close,m);

entertime:=time>=091500 and time<=145500;
 exittime:=time>=150000;

highest:=ref(upper,1);
 lowest:=ref(lower,1);

longcond:=entertime and high>=highest;
 longprice:=max(highest,open);

shortcond:=entertime and low<=lowest;
 shortprice:=min(lowest,open);

if holding=0 then begin
 if longcond then
 buy(1,1,limitr,longprice);
 end

if holding=0 then begin
 if shortcond then
 buyshort(1,1,limitr,shortprice);
 end

if holding>0 then begin
 if exittime then
 sell(1,holding,limitr,close);
 end

if holding<0 then begin
 if exittime then
 sellshort(1,holding,limitr,close);
 end

if exittime then
 myasset:=asset;

资产:myasset,colorred,noaxis;

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源码解析:

输出RUNMODE:0
输出 INPUT:M(30,1,300,1)
输出 INPUT:N(2,0.5,10,0.5)
输出 VARIABLE:MYASSET=30000
 MID赋值:收盘价的M日简单移动平均
UPPER赋值:MID+N*收盘价的M日估算标准差
LOWER赋值:MID-N*收盘价的M日估算标准差
ENTERTIME赋值:时间>=091500 AND 时间<=145500
 EXITTIME赋值:时间>=150000
 HIGHEST赋值:昨日UPPER
 LOWEST赋值:昨日LOWER
 LONGCOND赋值:ENTERTIME AND 最高价>=HIGHEST
 LONGPRICE赋值:HIGHEST和开盘价的较大值
SHORTCOND赋值:ENTERTIME AND 最低价<=LOWEST
 SHORTPRICE赋值:LOWEST和开盘价的较小值
 逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 LONGCOND THEN BUY(1,1,LIMITR,LONGPRICE)
  END 逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 SHORTCOND THEN BUYSHORT(1,1,LIMITR,SHORTPRICE)
  END 逻辑判断 HOLDING>0 THEN BEGIN 逻辑判断 EXITTIME THEN SELL(1,HOLDING,LIMITR,收盘价)
  END 逻辑判断 HOLDING<0 THEN BEGIN 逻辑判断 EXITTIME THEN SELLSHORT(1,HOLDING,LIMITR,收盘价)
MYASSET赋值:ASSET
输出 资产:MYASSET,画红色,NOAXIS