波動突破交易策略源碼

相關標簽:突破交易策略，惠比特交易和配種專區，夢三國交易專區，夢三國交易專區速秒，靈緹格力交易專區，中京交易市場下載專區，古幣銀元交易專區，長毛德牧交易專區，夢三國交易專區在哪里，

模型策略源碼：
 

runmode:0;
input:volatility(20,5,100,5);
 variable:myasset=30000;
entertime:=time>=092500 and time<=145500;   //這一句為什么編譯有錯誤？？？
 exittime:=time>=150000;
 
dist:=barslast(date<>ref(date,1));
oo:=ref(open,dist);
 
 highest:=oo+volatility*mindiff;
 lowest:=oo-volatility*mindiff;

 buycond:=entertime and high>=highest;
 buyprice:=max(open,highest);
 
 buyshortcond:=entertime and low<=lowest;
 buyshortprice:=min(open,lowest);
 
 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:myasset,noaxis,colormagenta;
 次數: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;

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

源碼解析：

輸出RUNMODE:0
輸出 INPUT:VOLATILITY(20,5,100,5)
輸出  VARIABLE:MYASSET=30000
ENTERTIME賦值:時間>=092500 AND 時間<=145500
EXITTIME賦值:時間>=150000
DIST賦值:上次日期<>昨日日期距今天數
OO賦值:DIST日前的開盤價
HIGHEST賦值:OO+VOLATILITY*MINDIFF
LOWEST賦值:OO-VOLATILITY*MINDIFF
BUYCOND賦值:ENTERTIME AND 最高價>=HIGHEST
BUYPRICE賦值:開盤價和HIGHEST的較大值
BUYSHORTCOND賦值:ENTERTIME AND 最低價<=LOWEST
BUYSHORTPRICE賦值:開盤價和LOWEST的較小值
   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:MYASSET,NOAXIS,畫洋紅色
輸出  次數: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/(統計0日中滿足日期<>昨日日期的天數+1),線寬為0
輸出  連虧:MAXSEQLOSS,線寬為0
輸出  連贏:MAXSEQWIN,線寬為0