金字塔MACD动量突破交易系统

金字塔公式 金字塔模型策略源码：runmode:0;

input:p(26,20,100,8);
 input:s(12,5,40,4);
 input:m(9,2,60,6);

variable:myasset=300000;

diff:=ema(close,s)-ema(close,p);
 dea:=ema(diff,m);
 macd:=2*(diff-dea);

entertime:=time>=091000 and time<=145500;
 exittime:=time>=150000;

buycond:=ref(cross(macd,0),1);
 sellcond:=ref(cross(0,macd),1);

if holding=0 then begin
  if buycond then
   buy(1,1,limitr,open);
 end

if holding=0 then begin
  if sellcond then
   buyshort(1,1,limitr,open);
 end

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

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

if exittime then
  myasset:=asset;
 
收益:myasset,noaxis,colormagenta;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;

复制上述代码粘贴到到公式管理器

源码解析：

输出RUNMODE:0
输出INPUT:P(26,20,100,8)
输出INPUT:S(12,5,40,4)
输出INPUT:M(9,2,60,6)
输出VARIABLE:MYASSET=300000
 DIFF赋值:收盘价的S日指数移动平均-收盘价的P日指数移动平均
DEA赋值:DIFF的M日指数移动平均
MACD赋值:2*(DIFF-DEA)
 ENTERTIME赋值:时间>=091000 AND 时间<=145500
 EXITTIME赋值:时间>=150000
 BUYCOND赋值:昨日MACD上穿0
 SELLCOND赋值:昨日0上穿MACD
逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 BUYCOND THEN  BUY(1,1,LIMITR,开盘价)
ENDIF HOLDING=0 THEN BEGIN 逻辑判断 SELLCOND THEN  BUYSHORT(1,1,LIMITR,开盘价)
ENDIF HOLDING>0 THEN BEGIN 逻辑判断 EXITTIME THEN  SELL(1,HOLDING,LIMITR,收盘价)
   逻辑判断 SELLCOND THEN BEGIN  SELL(1,HOLDING,LIMITR,开盘价),ORDERQUEUE
   BUYSHORT(1,1,LIMITR,开盘价),ORDERQUEUE
  END ENDIF HOLDING<0 THEN BEGIN 逻辑判断 EXITTIME THEN  SELLSHORT(1,HOLDING,LIMITR,收盘价)
    逻辑判断 BUYCOND THEN BEGIN  SELLSHORT(1,HOLDING,LIMITR,开盘价),ORDERQUEUE
   BUY(1,1,LIMITR,开盘价),ORDERQUEUE
 MYASSET赋值:ASSET
输出 收益:MYASSET,NOAXIS,画洋红色
 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