标题: [金字塔源码] 克罗均线交易系统策略源码[金字塔模型] [打印本页]

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作者: 龙听    时间: 2020-5-5 08:00     标题: 克罗均线交易系统策略源码[金字塔模型]

1. runmode:0;
   
2. input:n1(4,1,100,1);
   
3. input:n2(9,1,100,1);
   
4. input:n3(18,1,100,1);
   
5. ma1:=ma(close,n1);
   
6. ma2:=ma(close,n2);
   
7. ma3:=ma(close,n3);
   
8. if holding=0 then begin
   
9.     if close>ma1 and ma1>ma2 and ma2>ma3 then
   
10.        buy(1,1,limitr,close);
    
11. end
    
12. //if holding=0 then begin
    
13. //     if close
    
14. //       buyshort(1,1,limitr,close);
    
15. //end
    
16. if holding>0 then begin
    
17.     if ma1
    
18.        sell(1,holding,limitr,close);
    
19. end
    
20. //if holding<0 then begin
    
21. //     if ma1>ma2 then
    
22. //       sellshort(1,holding,limitr,close);
    
23. //end
    
24. 资产:asset,noaxis,colormagenta;
    
25. 次数:totaltrade,linethick0;
    
26. 收益:(asset-30000)/30000,linethick0;
    
27. 胜率:percentwin,linethick0;
    
28. 出击:totaltrade/(count(date<>ref(date,1),0) 1),linethick0;
    
29. 连亏:maxseqloss,linethick0;
    
30. 连赢:maxseqwin,linethick0;

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