金字塔兩儀四象交易系統

相關標簽:兩儀生四象，兩儀四象中的四象是指，兩儀生四象的四象是指，一元兩儀三才四象五行，太極兩儀生四象，兩儀四象八卦，兩儀四象圖片，太極兩儀三才四象，太極兩儀四象八卦，

模型策略源碼：runmode:0; input:length(20); variable:stopline=0; if barpos<=30 then exit; up:=count(close>ref(close,1),length); down:=count(close entrylongcond:=up/down>=2/3; entryshortcond:=down/up>=2/3; upperband:=ref(hhv(high,length),1); lowerband:=ref(llv(low,length),1); hh:=ref(high,1); ll:=ref(low,1); if holding=0 then begin if ref(entrylongcond,1) then begin buy(1,1,limitr,open); stopline:=lowerband; end if ref(entryshortcond,1) then begin buyshort(1,1,limitr,open); stopline:=upperband; end end if holding>0 and enterbars>=1 then begin //if lowerband>stopline then stopline:=lowerband; if low<=stopline then sell(1,holding,limitr,min(open,stopline)); end if holding<0 and enterbars>=1 then begin //if upperband stopline:=upperband; if high>=stopline then sellshort(1,holding,limitr,max(open,stopline)); end ss:stopline,linethick0; drawicon(holding<>0,stopline,11); 盈虧:asset-500000,noaxis,coloryellow,linethick2;
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 源碼解析：

輸出RUNMODE:0
輸出 INPUT:LENGTH(20)
輸出 VARIABLE:STOPLINE=0
 邏輯判斷 BARPOS<=30 THEN EXIT
UP賦值:統計LENGTH日中滿足收盤價>昨收的天數
DOWN賦值:統計?日中滿足OND賦值:UP/DOWN>=2/3的天數
ENTRYSHORTCOND賦值:DOWN/UP>=2/3
UPPERBAND賦值:昨日LENGTH日內最高價的最高值
LOWERBAND賦值:昨日LENGTH日內最低價的最低值
HH賦值:昨日最高價
LL賦值:昨日最低價
 邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 昨日ENTRYLONGCOND THEN BEGIN BUY(1,1,LIMITR,開盤價)
STOPLINE賦值:LOWERBAND
 END 邏輯判斷 昨日ENTRYSHORTCOND THEN BEGIN BUYSHORT(1,1,LIMITR,開盤價)
STOPLINE賦值:UPPERBAND
STOPLINE賦值:LOWERBAND
 邏輯判斷 最低價<=STOPLINE THEN SELL(1,HOLDING,LIMITR,開盤價和STOPLINE的較小值)
STOPLINE賦值:UPPERBAND
 邏輯判斷 最高價>=STOPLINE THEN SELLSHORT(1,HOLDING,LIMITR,開盤價和STOPLINE的較大值)
輸出 END SS:STOPLINE,線寬為0
 當滿足條件HOLDING<>0時,在STOPLINE位置畫11號圖標
輸出 盈虧:ASSET-500000,NOAXIS,畫黃色,線寬為2