金字塔红黑三兵交易系统源码

金字塔公式 金字塔模型策略源码：
 

 runmode:0;

  variable:myholding=0;

  buycond:=ref(all(isup,3),1);
  buyshortcond:=ref(all(isdown,3),1);

  if myholding=0 and buycond then begin
      lots:=cash(0)/(open*multiplier*0.1);
      buy(1,lots,limitr,open);
      myholding:=lots;
  end

  if myholding=0 and buyshortcond then begin
      lots:=cash(0)/(open*multiplier*0.1);
      buyshort(1,lots,limitr,open);
      myholding:=-lots;
  end

  if myholding＞0 and time=closetime(0) then begin
      sell(1,myholding,limitr,close);
      myholding:=0;
  end

  if myholding＜0 and time=closetime(0) then begin
      sellshort(1,myholding,limitr,close);
      myholding:=0;
  end

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源码解析：

输出 RUNMODE:0
输出 VARIABLE:MYHOLDING=0
 BUYCOND赋值:昨日ALL(ISUP,3)
 BUYSHORTCOND赋值:昨日ALL(ISDOWN,3)
 LOTS赋值:CASH(0)/(开盘价*MULTIPLIER*0.1)
      BUY(1,LOTS,LIMITR,开盘价)
MYHOLDING赋值:LOTS
 LOTS赋值:CASH(0)/(开盘价*MULTIPLIER*0.1)
      BUYSHORT(1,LOTS,LIMITR,开盘价)
MYHOLDING赋值:-LOTS
  END 逻辑判断 MYHOLDING＞0 AND 时间=CLOSETIME(0) THEN BEGIN     SELL(1,MYHOLDING,LIMITR,收盘价)
MYHOLDING赋值:0
  END 逻辑判断 MYHOLDING＜0 AND 时间=CLOSETIME(0) THEN BEGIN     SELLSHORT(1,MYHOLDING,LIMITR,收盘价)
MYHOLDING赋值:0
  END