软件名称：[B]金字塔MACD动量突破交易系统[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：2013-03-08 07:06:43
软件简介:

金字塔公式 金字塔模型策略源码：runmode:0;

input:p(26,20,100,8);
input:s(12,5,40,4);
input:m(9,2,60,6);

variable:myasset=300000;

diff:=ema(close,s)-ema(close,p);
dea:=ema(diff,m);
macd:=2*(diff-dea);

entertime:=time>=091000 and time<=145500;
exittime:=time>=150000;

buycond:=ref(cross(macd,0),1);
sellcond:=ref(cross(0,macd),1);

if holding=0 then begin
 if buycond then
  buy(1,1,limitr,open);
end

if holding=0 then begin
 if sellcond then
  buyshort(1,1,limitr,open);
end

if holding>0 then begin
 if exittime then
  sell(1,holding,limitr,close);
 
 if sellcond then begin
  sell(1,holding,limitr,open),orderqueue;
  buyshort(1,1,limitr,open),orderqueue;
 end
end

if holding<0 then begin
 if exittime then
  sellshort(1,holding,limitr,close);
 
 if buycond then begin
  sellshort(1,holding,limitr,open),orderqueue;
  buy(1,1,limitr,open),orderqueue;
 end
end

if exittime then
 myasset:=asset;
 
收益:myasset,noaxis,colormagenta;
次数:totaltrade,linethick0;
成功率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;

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源码解析：

输出RUNMODE:0
输出INPUT:P(26,20,100,8)
输出INPUT:S(12,5,40,4)
输出INPUT:M(9,2,60,6)
输出VARIABLE:MYASSET=300000
DIFF赋值:收盘价的S日指数移动平均-收盘价的P日指数移动平均
DEA赋值:DIFF的M日指数移动平均
MACD赋值:2*(DIFF-DEA)
ENTERTIME赋值:时间>=091000 AND 时间<=145500
EXITTIME赋值:时间>=150000
BUYCOND赋值:昨日MACD上穿0
SELLCOND赋值:昨日0上穿MACD
逻辑判断 HOLDING=0 THEN BEGIN 逻辑判断 BUYCOND THEN  BUY(1,1,LIMITR,开盘价)
ENDIF HOLDING=0 THEN BEGIN 逻辑判断 SELLCOND THEN  BUYSHORT(1,1,LIMITR,开盘价)
ENDIF HOLDING>0 THEN BEGIN 逻辑判断 EXITTIME THEN  SELL(1,HOLDING,LIMITR,收盘价)
  逻辑判断 SELLCOND THEN BEGIN  SELL(1,HOLDING,LIMITR,开盘价),ORDERQUEUE
  BUYSHORT(1,1,LIMITR,开盘价),ORDERQUEUE
 END ENDIF HOLDING<0 THEN BEGIN 逻辑判断 EXITTIME THEN  SELLSHORT(1,HOLDING,LIMITR,收盘价)
   逻辑判断 BUYCOND THEN BEGIN  SELLSHORT(1,HOLDING,LIMITR,开盘价),ORDERQUEUE
  BUY(1,1,LIMITR,开盘价),ORDERQUEUE
MYASSET赋值:ASSET
输出 收益:MYASSET,NOAXIS,画洋红色
输出次数:TOTALTRADE,线宽为0
输出成功率:PERCENTWIN,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-59340.html]金字塔MACD动量突破交易系统[金字塔模型][/url]