软件名称:[B]金字塔动量突破交易系统策略源码[金字塔模型][/B]
软件类型:国产软件
运行环境:Win2000/WinXP/Win2003/WinVista
软件语言:简体中文
授权方式:共享软件
软件大小:0 Bytes
官方主页:Home Page
更新时间:2013-03-06 05:21:55
软件简介:
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;
成功率:percentwin,linethick0;
出击:totaltrade/(count(date<>ref(date,1),0)+1),linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;
[url=http://www.70822.com/soft/sort013/sort068/down-59334.html]金字塔动量突破交易系统策略源码[金字塔模型][/url]