三均線指路交易系統(tǒng)

作者：金字塔來源：cxh99.com 發(fā)布時間：2012年12月13日

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三均線指路交易系統(tǒng)源碼：

runmode:0;

input:period1(4,1,100,1);

input:period2(9,1,100,1);

input:period3(18,1,100,1);

variable:myasset=30000;

entertime:=time＞=092500 and time＜=145500;

exittime:=time＞=150000;

ma1:=ma(close,period1);

ma2:=ma(close,period2);

ma3:=ma(close,period3);

buycond:=entertime and ref(close＞ma1 and ma1＞ma2 and ma2＞ma3,1);

buyprice:=open;

buyshortcond:=entertime and ref(close＜ma1 and ma1＜ma2 and ma2＜ma3,1);

buyshortprice:=open;

if holding=0 and buycond then begin

buy(1,1,limitr,buyprice);

end

if holding=0 and buyshortcond then begin

buyshort(1,1,limitr,buyshortprice);

end

if holding＞0 and exittime then begin

sell(1,holding,limitr,close);

end

if holding＜0 and exittime then begin

sellshort(1,holding,limitr,close);

end

if exittime then

myasset:=asset;

資產(chǎn):myasset,noaxis,colormagenta;

次數(shù):totaltrade,linethick0;

收益:(myasset-30000)/30000,linethick0;

勝率:percentwin,linethick0;

出擊:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;

連虧:maxseqloss,linethick0;

連贏:maxseqwin,linethick0;

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源碼解析：

輸出 RUNMODE:0

輸出 INPUT:PERIOD1(4,1,100,1)

輸出 INPUT:PERIOD2(9,1,100,1)

輸出 INPUT:PERIOD3(18,1,100,1)

輸出 VARIABLE:MYASSET=30000

ENTERTIME賦值:TIME＞=092500 AND TIME＜=145500

EXITTIME賦值:TIME＞=150000

MA1賦值:收盤價的PERIOD1日簡單移動平均

MA2賦值:收盤價的PERIOD2日簡單移動平均

MA3賦值:收盤價的PERIOD3日簡單移動平均

BUYCOND賦值:ENTERTIME AND 昨日CLOSE＞MA1ANDMA1＞MA2ANDMA2＞MA3

BUYPRICE賦值:開盤價

BUYSHORTCOND賦值:ENTERTIME AND 昨日CLOSE＜MA1ANDMA1＜MA2ANDMA2＜MA3

BUYSHORTPRICE賦值:開盤價

邏輯判斷 HOLDING=0 AND BUYCOND THEN BEGIN BUY(1,1,LIMITR,BUYPRICE)

END 邏輯判斷 HOLDING=0 AND BUYSHORTCOND THEN BEGIN BUYSHORT(1,1,LIMITR,BUYSHORTPRICE)

END 邏輯判斷 HOLDING＞0 AND EXITTIME THEN BEGIN SELL(1,HOLDING,LIMITR,收盤價)

END 邏輯判斷 HOLDING＜0 AND EXITTIME THEN BEGIN SELLSHORT(1,HOLDING,LIMITR,收盤價)

MYASSET賦值:ASSET

輸出資產(chǎn):MYASSET,NOAXIS,畫洋紅色

輸出次數(shù):TOTALTRADE,線寬為0

輸出收益:(MYASSET-30000)/30000,線寬為0

輸出勝率:PERCENTWIN,線寬為0

輸出出擊:TOTALTRADE/(統(tǒng)計0日中滿足DATE＜＞REF(日期,1)的天數(shù)+1),線寬為0

輸出連虧:MAXSEQLOSS,線寬為0

輸出連贏:MAXSEQWIN,線寬為0