金字塔布林帶通道突破交易系統[金字塔模型]

相關標簽:布林帶交易系統，布林帶通道，突破交易策略，惠比特交易和配種專區，夢三國交易專區，夢三國交易專區速秒，靈緹格力交易專區，中京交易市場下載專區，古幣銀元交易專區，

模型策略源碼：runmode:0; input:m(30,1,300,1); input:n(2,0.5,10,0.5); variable:myasset=30000; mid:=ma(close,m); upper:=mid+n*std(close,m); lower:=mid-n*std(close,m); entertime:=time>=091500 and time<=145500; exittime:=time>=150000; highest:=ref(upper,1); lowest:=ref(lower,1); longcond:=entertime and high>=highest; longprice:=max(highest,open); shortcond:=entertime and low<=lowest; shortprice:=min(lowest,open); if holding=0 then begin if longcond then buy(1,1,limitr,longprice); end if holding=0 then begin if shortcond then buyshort(1,1,limitr,shortprice); end if holding>0 then begin if exittime then sell(1,holding,limitr,close); end if holding<0 then begin if exittime then sellshort(1,holding,limitr,close); end if exittime then myasset:=asset; 資產:myasset,colorred,noaxis;
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源碼解析:

輸出RUNMODE:0
輸出 INPUT:M(30,1,300,1)
輸出 INPUT:N(2,0.5,10,0.5)
輸出 VARIABLE:MYASSET=30000
MID賦值:收盤價的M日簡單移動平均
UPPER賦值:MID+N*收盤價的M日估算標準差
LOWER賦值:MID-N*收盤價的M日估算標準差
ENTERTIME賦值:時間>=091500 AND 時間<=145500
EXITTIME賦值:時間>=150000
HIGHEST賦值:昨日UPPER
LOWEST賦值:昨日LOWER
LONGCOND賦值:ENTERTIME AND 最高價>=HIGHEST
LONGPRICE賦值:HIGHEST和開盤價的較大值
SHORTCOND賦值:ENTERTIME AND 最低價<=LOWEST
SHORTPRICE賦值:LOWEST和開盤價的較小值
 邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 LONGCOND THEN BUY(1,1,LIMITR,LONGPRICE)
 END 邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 SHORTCOND THEN BUYSHORT(1,1,LIMITR,SHORTPRICE)
 END 邏輯判斷 HOLDING>0 THEN BEGIN 邏輯判斷 EXITTIME THEN SELL(1,HOLDING,LIMITR,收盤價)
 END 邏輯判斷 HOLDING<0 THEN BEGIN 邏輯判斷 EXITTIME THEN SELLSHORT(1,HOLDING,LIMITR,收盤價)
MYASSET賦值:ASSET
輸出 資產:MYASSET,畫紅色,NOAXIS