金字塔公式 金字塔模型策略源码：
 

input:P(26,20,100,8);
 input:S(12,5,40,4);

input:B1(26,5,300,30);
 input:B2(2,0.1,10,1);

input:N2(10,1,120,12);
 input:N3(20,1,200,20);
 input:N4(60,1,200,20);

ma2:=ma(c,n2);
 ma3:=ma(c,n3);
 ma4:=ma(c,n4);

MID := MA(CLOSE,B1);
 UPPER:= MID + B2*STD(CLOSE,B1);
 LOWER:= MID - B2*STD(CLOSE,B1),colorred;

diff := EMA(CLOSE,S) - EMA(CLOSE,P);

variable:vmin = 090000;//用于隔夜高开或低开时间差

if (abs(o-ref(c,1))>=20*MINDIFF AND time>090000 and time<090400) then vmin := 091500;

//开多仓条件：
BOPEON1:=c>upper and diff>0 and c>o and c>ma4 AND HOLDING=0 AND time>vmin AND time<144800;

//平多仓条件：
BLIQCON:=holding>0 and cross(ma3,ma2);

//开空仓条件：
SOPCON1:=cvmin AND time<144800;

//平空仓条件：
SLIQCON:=holding<0 and cross(ma2,ma3);

buy(BOPEON1,1,market);
 sell(BLIQCON,holding,market);
 buyshort(SOPCON1,1,market);
 sellshort(SLIQCON,holding,market);

//收盘前平仓
sell(time>145400 and holding>0,holding,market);
 sellshort(time>145400 and holding<0,holding,market);

可用现金:CASH(0),LINETHICK0;
持仓:HOLDING,LINETHICK0;
资产:ASSET,LINETHICK0;

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源码解析：

MA2赋值:收盘价的N2日简单移动平均
MA3赋值:收盘价的N3日简单移动平均
MA4赋值:收盘价的N4日简单移动平均
 赋值: 收盘价的B1日简单移动平均
UPPER赋值: MID + B2*收盘价的B1日