单均线穿越交易系统源码[金字塔模型]

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模型策略源码：

 runmode:0;

 input:period(100,5,100,5);

 variable:myasset=30000;

 entertime:=time＞=092500 and time＜=145500;
 exittime:=time＞=150000;

 buycond:=entertime and ref(cross(close,ma(close,period)),1);
 buyprice:=open;

 buyshortcond:=entertime and ref(cross(ma(close,period),close),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;
     
资产:myasset,noaxis,colormagenta;
 次数:totaltrade,linethick0;
 收益:(myasset-30000)/30000,linethick0;
 胜率:percentwin,linethick0;
 出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
 连亏:maxseqloss,linethick0;
 连赢:maxseqwin,linethick0;
 

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源码解析：

输出RUNMODE:0
输出 INPUT:周期
输出 VARIABLE:MYASSET=30000
ENTERTIME赋值:TIME＞=092500 AND TIME＜=145500
EXITTIME赋值:TIME＞=150000
BUYCOND赋值:ENTERTIME AND 昨日收盘价上穿收盘价的周期日简单移动平均
BUYPRICE赋值:开盘价
BUYSHORTCOND赋值:ENTERTIME AND 昨日收盘价的周期日简单移动平均上穿收盘价
BUYSHORTPRICE赋值:开盘价
 逻辑判断 HOLDING=0 AND BUYCOND THEN BEGIN     BUY(1,1,LIMITR,BUYPRICE)
 END 逻辑判断 HOLDING=0 AND BUYSHORTCOND THEN BEGIN     BUYSHORT(1,1,LIMITR,BUYSHORTPRICE)
 END 逻辑判断 HOLDING＞0 AND EXITTIME THEN BEGIN     SELL(1,HOLDING,LIMITR,收盘价)
 END 逻辑判断 HOLDING＜0 AND EXITTIME THEN BEGIN     SELLSHORT(1,HOLDING,LIMITR,收盘价)
MYASSET赋值:ASSET
输出      资产:MYASSET,NOAXIS,画洋红色
输出 次数:TOTALTRADE,线宽为0
输出 收益:(MYASSET-30000)/30000,线宽为0
输出 胜率:PERCENTWIN,线宽为0
输出 出击:TOTALTRADE/(统计0日中满足DATE＜＞REF(日期,1)的天数+1),线宽为0
输出 连亏:MAXSEQLOSS,线宽为0
输出 连赢:MAXSEQWIN,线宽为0