金字塔趨勢跟蹤指標源碼

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模型策略源碼：runmode:0; input:length(20,5,60,5); input:ratio(4,1,5,1); variable:trend=0; variable:stopprice=0; prebarhigh:=ref(high,1); prebarlow:=ref(low,1); atr:=trimprice(ref(ema(high-low,length),1)); trailingstop:=ratio*atr; if barpos>length and trend=0 then begin trend:=1; stopprice:=prebarlow-trailingstop; drawicon(1,prebarlow-trailingstop,8,0); drawtext(1,prebarlow-trailingstop,\'開多\',colorred,1); end if trend=1 then begin if prebarlow-trailingstop>stopprice then stopprice:=prebarlow-trailingstop; if low<=stopprice then begin trend:=-1; stopprice:=prebarhigh+trailingstop; drawicon(1,prebarhigh+trailingstop,9,0); drawtext(1,prebarhigh+trailingstop,\'開空\',colorgreen,1); end stickline(close>=open,high,close,1,1,colorred); stickline(close>=open,close,open,10,1,colorred); stickline(close>=open,open,low,1,1,colorred); stickline(close<open,high,open,1,0,colorred); stickline(close<open,open,close,10,0,colorred); stickline(close<open,close,low,1,0,colorred); end if trend=-1 then begin if prebarhigh+trailingstop<stopprice then stopprice:=prebarhigh+trailingstop; if high>=stopprice then begin trend:=1; stopprice:=prebarlow-trailingstop; drawicon(1,prebarlow-trailingstop,8,0); drawtext(1,prebarlow-trailingstop,\'開多\',colorred,1); end stickline(close>=open,high,close,1,1,colorgreen); stickline(close>=open,close,open,10,1,colorgreen); stickline(close>=open,open,low,1,1,colorgreen); stickline(close<open,high,open,1,0,colorgreen); stickline(close<open,open,close,10,0,colorgreen); stickline(close<open,close,low,1,0,colorgreen); end drawicon(trend=1,stopprice,10); drawicon(trend=-1,stopprice,11);
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輸出RUNMODE:0
輸出INPUT:LENGTH(20,5,60,5)
輸出INPUT:RATIO(4,1,5,1)
輸出VARIABLE:TREND=0
輸出VARIABLE:STOPPRICE=0
PREBARHIGH賦值:昨日最高價
PREBARLOW賦值:昨日最低價
ATR賦值:TRIMPRICE(昨日最高價-最低價的LENGTH日指數移動平均)
TRAILINGSTOP賦值:RATIO*ATR
TREND賦值:1
STOPPRICE賦值:PREBARLOW-TRAILINGSTOP
 當滿足條件1時,在PREBARLOW-TRAILINGSTOP位置畫8號圖標
 當滿足條件1時,在PREBARLOW-TRAILINGSTOP位置書寫文字
STOPPRICE賦值:PREBARLOW-TRAILINGSTOP
TREND賦值:-1
STOPPRICE賦值:PREBARHIGH+TRAILINGSTOP
  當滿足條件1時,在PREBARHIGH+TRAILINGSTOP位置畫9號圖標
  當滿足條件1時,在PREBARHIGH+TRAILINGSTOP位置書寫文字
   END  當滿足條件收盤價>=開盤價時,在最高價和收盤價位置之間畫柱狀線,寬度為1,1不為0則畫空心柱.
 當滿足條件收盤價>=開盤價時,在收盤價和開盤價位置之間畫柱狀線,寬度為10,1不為0則畫空心柱.
 當滿足條件收盤價>=開盤價時,在開盤價和最低價位置之間畫柱狀線,寬度為1,1不為0則畫空心柱.
 當滿足條件收陰線時,在最高價和開盤價位置之間畫柱狀線,寬度為1,0不為0則畫空心柱.
 當滿足條件收陰線時,在開盤價和收盤價位置之間畫柱狀線,寬度為10,0不為0則畫空心柱.
 當滿足條件收陰線時,在收盤價和最低價位置之間畫柱狀線,寬度為1,0不為0則畫空心柱.
STOPPRICE賦值:PREBARHIGH+TRAILINGSTOP
TREND賦值:1
STOPPRICE賦值:PREBARLOW-TRAILINGSTOP
  當滿足條件1時,在PREBARLOW-TRAILINGSTOP位置畫8號圖標
  當滿足條件1時,在PREBARLOW-TRAILINGSTOP位置書寫文字
   END  當滿足條件收盤價>=開盤價時,在最高價和收盤價位置之間畫柱狀線,寬度為1,1不為0則畫空心柱.
 當滿足條件收盤價>=開盤價時,在收盤價和開盤價位置之間畫柱狀線,寬度為10,1不為0則畫空心柱.
 當滿足條件收盤價>=開盤價時,在開盤價和最低價位置之間畫柱狀線,寬度為1,1不為0則畫空心柱.
 當滿足條件收陰線時,在最高價和開盤價位置之間畫柱狀線,寬度為1,0不為0則畫空心柱.
 當滿足條件收陰線時,在開盤價和收盤價位置之間畫柱狀線,寬度為10,0不為0則畫空心柱.
 當滿足條件收陰線時,在收盤價和最低價位置之間畫柱狀線,寬度為1,0不為0則畫空心柱.
   ENDDRAWICON(TREND=1,STOPPRICE,10)
當滿足條件TREND=-1時,在STOPPRICE位置畫11號圖標