金字塔區(qū)間突破交易系統(tǒng)[金字塔模型]

相關(guān)標(biāo)簽:區(qū)間交易法則，區(qū)間交易公式，期貨區(qū)間交易技巧，股票區(qū)間交易法則，博弈大師區(qū)間交易公式，傲劍兩區(qū)間的交易，股票區(qū)間交易，金志宏機(jī)械區(qū)間交易，天下財(cái)經(jīng)區(qū)間交易法，

模型策略源碼：runmode:0; variable:maysset=0; entertime:=time>=091500 and time<=145500; exittime:=time>=150000; dist1:=barslast(date<>ref(date,1))+1; dist2:=ref(dist1,dist1); hh:=ref(hhv(high,dist2),dist1); ll:=ref(llv(low,dist2),dist1); oo:=ref(open,dist1-1); tt:=hh-ll; highest:=oo+tt+mindiff; lowest:=oo-tt-mindiff; if holding=0 then begin if high>=highest then buy(1,1,limitr,highest); end if holding=0 then begin if low<=lowest then buyshort(1,1,limitr,lowest); 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; 收益:(myasset-30000)/30000,noaxis,colormagenta; 次數(shù):totaltrade,linethick0; 勝率:percentwin,linethick0; 連虧:maxseqloss,linethick0; 連贏:maxseqwin,linethick0;
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源碼解析：

輸出RUNMODE:0
輸出VARIABLE:MAYSSET=0
ENTERTIME賦值:時間>=091500 AND 時間<=145500
EXITTIME賦值:時間>=150000
DIST1賦值:上次日期<>昨日日期距今天數(shù)+1
DIST2賦值:DIST1日前的DIST1
HH賦值:DIST1日前的DIST2日內(nèi)最高價的最高值
LL賦值:DIST1日前的DIST2日內(nèi)最低價的最低值
OO賦值:DIST1-1日前的開盤價
TT賦值:HH-LL
HIGHEST賦值:OO+TT www.tumamayizhan.com +MINDIFF
LOWEST賦值:OO-TT-MINDIFF
邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 最高價>=HIGHEST THEN  BUY(1,1,LIMITR,HIGHEST)
ENDIF HOLDING=0 THEN BEGIN 邏輯判斷 最低價<=LOWEST THEN  BUYSHORT(1,1,LIMITR,LOWEST)
ENDIF HOLDING>0 THEN BEGIN 邏輯判斷 EXITTIME CXH99.COM SELL(1,HOLDING,LIMITR,收盤價)
ENDIF HOLDING<0 THEN BEGIN 邏輯判斷 EXITTIME THEN  SELLSHORT(1,HOLDING,LIMITR,收盤價)
MYASSET賦值:ASSET
輸出收益:(MYASSET-30000)/30000,NOAXIS,畫洋紅色
輸出次數(shù):TOTALTRADE,線寬為0
輸出勝率:PERCENTWIN,線寬為0
輸出連虧:MAXSEQLOSS,線寬為0
輸出連贏:MAXSEQWIN,線寬為0