金字塔动量突破交易系统策略源码

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;

  buycond:=entertime and ref(close,1)＞ref(close,period);
  buyprice:=open;

  buyshortcond:=entertime and ref(close,1)＜ref(close,period);
  buyshortprice:=open;

  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;
  出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
  连亏:maxseqloss,linethick0;
  连赢:maxseqwin,linethick0;