金字塔三重濾網(wǎng)策略交易系統(tǒng)

相關(guān)標(biāo)簽:三重濾網(wǎng)交易系統(tǒng)，三重濾網(wǎng)系統(tǒng)實(shí)戰(zhàn)成績(jī)，三重濾網(wǎng)，惠比特交易和配種專區(qū)，夢(mèng)三國(guó)交易專區(qū)，夢(mèng)三國(guó)交易專區(qū)速秒，靈緹格力交易專區(qū)，中京交易市場(chǎng)下載專區(qū)，古幣銀元交易專區(qū)，

模型策略源碼：input:n1(60,5,120,5); input:n2(20,5,120,5); input:n3(5,5,120,5); ma1:=ma(close,n1); ma2:=ma(close,n2); ma3:=ma(close,n3);{www.tumamayizhan.com} longcond:=ref(all(ma1>ref(ma1,1),2) and all(ma2<ref(ma2,1),2) and all(ma3>ref(ma3,1),2),1); shortcond:=ref(all(ma1<ref(ma1,1),2) and all(ma2>ref(ma2,1),2) and all(ma3<ref(ma3,1),2),1); if holding=0 then begin if longcond then buy(1,1,limitr,open); end if holding=0 then begin if shortcond then buyshort(1,1,limitr,open); end if holding>0 then begin if shortcond then begin sell(1,holding,limitr,open); buyshort(1,1,limitr,open); end if time=150000 then sell(1,holding,limitr,open); end if holding<0 then begin if longcond then begin sellshort(1,holding,limitr,open); buy(1,1,limitr,open); end if time=150000 then sellshort(1,holding,limitr,open); end 收益:asset,noaxis,colorred; 次數(shù):totaltrade,linethick0; 勝率:percentwin,linethick0; 連虧:maxseqloss,linethick0; 連贏:maxseqwin,linethick0;
點(diǎn)擊復(fù)制上述代碼粘貼到到公式管理器

{別忘了將本網(wǎng)告訴您身邊的朋友，向朋友傳達(dá)有用資料，也是一種人情，你朋友會(huì)感謝你的。}

源碼解析：

輸出INPUT:N1(60,5,120,5)
輸出INPUT:N2(20,5,120,5)
輸出INPUT:N3(5,5,120,5)
MA1賦值:收盤價(jià)的N1日簡(jiǎn)單移動(dòng)平均
MA2賦值:收盤價(jià)的N2日簡(jiǎn)單移動(dòng)平均
MA3賦值:收盤價(jià)的N3日簡(jiǎn)單移動(dòng)平均
LONGCOND賦值:昨日ALL(MA1>昨日MA1,2)ANDALL(MA2<昨日MA2,2)ANDALL(MA3>昨日MA3,2)
SHORTCOND賦值:昨日ALL(MA1<昨日MA1,2)ANDALL(MA2>昨日MA2,2)ANDALL(MA3<昨日MA3,2)
邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 LONGCOND THEN  BUY(1,1,LIMITR,開(kāi)盤價(jià))
ENDIF HOLDING=0 THEN BEGIN 邏輯判斷 SHORTCOND THEN  BUYSHORT(1,1,LIMITR,開(kāi)盤價(jià))
ENDIF HOLDING>0 THEN BEGIN 邏輯判斷 SHORTCOND THEN BEGIN  SELL(1,HOLDING,LIMITR,開(kāi)盤價(jià))
  BUYSHORT(1,1,LIMITR,開(kāi)盤價(jià))
 END   邏輯判斷 時(shí)間=150000 THEN  SELL(1,HOLDING,LIMITR,開(kāi)盤價(jià))
ENDIF HOLDING<0 THEN BEGIN 邏輯判斷 LONGCOND THEN BEGIN  SELLSHORT(1,HOLDING,LIMITR,開(kāi)盤價(jià))
  BUY(1,1,LIMITR,開(kāi)盤價(jià))
 END  邏輯判斷 時(shí)間=150000 THEN  SELLSHORT(1,HOLDING,LIMITR,開(kāi)盤價(jià))
輸出END    收益:ASSET,NOAXIS,畫紅色
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