金字塔PCB通道突破交易系统源码
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相关简介:{ 策略名称:PCB 交易品种:糖 交易周期:5分钟 入市策略:通道突破 风险控制:收盘平仓 资金管理:1手 } 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; highest:=ref(hhv(high,period),1); lowest:=ref(ll
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文章来源:公式网 发布时间:2015-10-25浏览次数:
{ 策略名称:PCB
交易品种:糖
交易周期:5分钟
入市策略:通道突破
风险控制:收盘平仓
资金管理:1手 }
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;
highest:=ref(hhv(high,period),1);
lowest:=ref(llv(low,period),1);
buycond:=entertime and high>=highest;
buyprice:=max(open,highest);
buyshortcond:=entertime and low<=lowest;
buyshortprice:=min(open,lowest);
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,lim


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