金字塔瀑布線交易策略

?一、瀑布線交易策略思想

??????????? 1、入場(chǎng)開(kāi)多條件：當(dāng)價(jià)格均向上突破3條線時(shí)，則認(rèn)為是多頭市場(chǎng)，買(mǎi)入開(kāi)多；

??????????? 2、入場(chǎng)開(kāi)空條件：當(dāng)價(jià)格均向下跌破3條線時(shí)，則認(rèn)為是空頭市場(chǎng)，買(mǎi)入開(kāi)空；

??????????? 3、多頭出場(chǎng)條件：價(jià)格低于第三條線，或者價(jià)格低于第二條線并且第一條線低于第二條線

??????????? 4、空頭出場(chǎng)條件：價(jià)格高于第三條線，或者價(jià)格高于第二條線并且第一條線高于第二條線

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?????? 二、金字塔策略源碼

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??????????? ?//適用于圖表程序化交易

????????? ?//以15分鐘K線為例

????????? ?//此策略?xún)H供參考學(xué)習(xí)，請(qǐng)勿直接用于實(shí)盤(pán)

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????????????INPUT:N1(20,1,100,1),N2(50,1,100,1),N3(70,1,100,1);???????????????????????//定義周期參數(shù)
??????????? INPUT:SS(1,1,100,1);???????????????????????????????????????????????????????????????????????//定義下單手?jǐn)?shù)

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??????????? LINE1:(EMA(C,N1)+EMA(C,N1*2)+EMA(C,N1*4))/3;
??????????? LINE2:(EMA(C,N2)+EMA(C,N2*2)+EMA(C,N2*4))/3;
??????????? LINE3:(EMA(C,N3)+EMA(C,N3*2)+EMA(C,N3*4))/3;

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??????????? CONKD:BARPOS>N3 AND C>LINE1 AND LINE1>LINE2 AND LINE2>LINE3;??????//開(kāi)多條件
??????????? CONKK:BARPOS>N3 AND C<LINE1 AND LINE1<LINE2 AND LINE2<LINE3;??????//開(kāi)空條件
??????????? CONPD:C<LINE3 OR (C<LINE2 AND LINE1<LINE2);??????????????????????????????????????//平多條件
????????????CONPK:C>LINE3 OR (C>LINE2 AND LINE1>LINE2);??????????????????????????????????????//平空條件

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??????????? SELLSHORT(CONPK AND HOLDING<0,HOLDING,MARKET);
??????????? SELL(CONPD AND HOLDING>0,HOLDING,MARKET);
??????????? BUY(CONKD AND HOLDING=0,SS,MARKET);
??????????? BUYSHORT(CONKK AND HOLDING=0,SS,MARKET);

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