软件名称：[B]金字塔双均线穿越交易系统[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：2013-03-12 04:53:00
软件简介:

金字塔公式 金字塔模型策略源码： runmode:0;
 
 input:period1(20,5,100,5);
 input:period2(60,5,100,5);
 
 variable:myasset=30000;
 
 entertime:=time＞=092500 and time＜=145500;
 exittime:=time＞=150000;
 
 ma1:=ma(close,period1);
 ma2:=ma(close,period2);
 
 buycond:=entertime and ref(cross(ma1,ma2),1);
 buyprice:=open;
 
 buyshortcond:=entertime and ref(cross(ma2,ma1),1);
 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;

复制上述代码粘贴到到公式管理器

源码解析：

输出RUNMODE:0
输出   INPUT:PERIOD1(20,5,100,5)
输出  INPUT:PERIOD2(60,5,100,5)
输出   VARIABLE:MYASSET=30000
ENTERTIME赋值:TIME＞=092500 AND TIME＜=145500
EXITTIME赋值:TIME＞=150000
MA1赋值:收盘价的PERIOD1日简单移动平均
MA2赋值:收盘价的PERIOD2日简单移动平均
BUYCOND赋值:ENTERTIME AND 昨日MA1上穿MA2
BUYPRICE赋值:开盘价
BUYSHORTCOND赋值:ENTERTIME AND 昨日MA2上穿MA1
BUYSHORTPRICE赋值:开盘价
   逻辑判断 HOLDING=0 AND BUYCOND THEN BEGIN      BUY(1,1,LIMITR,BUYPRICE)
  END   逻辑判断 HOLDING=0 AND BUYSHORTCOND THEN BEGIN      BUYSHORT(1,1,LIMITR,BUYSHORTPRICE)
  END   逻辑判断 HOLDING＞0 AND EXITTIME THEN BEGIN      SELL(1,HOLDING,LIMITR,收盘价)
  END   逻辑判断 HOLDING＜0 AND EXITTIME THEN BEGIN      SELLSHORT(1,HOLDING,LIMITR,收盘价)
MYASSET赋值:ASSET
输出        资产:MYASSET,NOAXIS,画洋红色
输出  次数:TOTALTRADE,线宽为0
输出  收益:(MYASSET-30000)/30000,线宽为0
输出  成功率:PERCENTWIN,线宽为0
输出  出击:TOTALTRADE/(统计0日中满足DATE＜＞REF(日期,1)的天数+1),线宽为0
输出  连亏:MAXSEQLOSS,线宽为0
输出  连赢:MAXSEQWIN,线宽为0
 
 

[url=http://www.70822.com/soft/sort013/sort068/down-59337.html]金字塔双均线穿越交易系统[金字塔模型][/url]