红黑三兵交易系统源码[金字塔模型]

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模型策略源码：
 

 runmode:0;

 variable:myholding=0;

 buycond:=ref(all(isup,3),1);
 buyshortcond:=ref(all(isdown,3),1);

 if myholding=0 and buycond then begin
     lots:=cash(0)/(open*multiplier*0.1);
     buy(1,lots,limitr,open);
     myholding:=lots;
 end

 if myholding=0 and buyshortcond then begin
     lots:=cash(0)/(open*multiplier*0.1);
     buyshort(1,lots,limitr,open);
     myholding:=-lots;
 end

 if myholding＞0 and time=closetime(0) then begin
     sell(1,myholding,limitr,close);
     myholding:=0;
 end

 if myholding＜0 and time=closetime(0) then begin
     sellshort(1,myholding,limitr,close);
     myholding:=0;
 end

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源码解析：

输出 RUNMODE:0
输出 VARIABLE:MYHOLDING=0
BUYCOND赋值:昨日ALL(ISUP,3)
BUYSHORTCOND赋值:昨日ALL(ISDOWN,3)
LOTS赋值:CASH(0)/(开盘价*MULTIPLIER*0.1)
     BUY(1,LOTS,LIMITR,开盘价)
MYHOLDING赋值:LOTS
LOTS赋值:CASH(0)/(开盘价*MULTIPLIER*0.1)
     BUYSHORT(1,LOTS,LIMITR,开盘价)
MYHOLDING赋值:-LOTS
 END 逻辑判断 MYHOLDING＞0 AND 时间=CLOSETIME(0) THEN BEGIN     SELL(1,MYHOLDING,LIMITR,收盘价)
MYHOLDING赋值:0
 END 逻辑判断 MYHOLDING＜0 AND 时间=CLOSETIME(0) THEN BEGIN     SELLSHORT(1,MYHOLDING,LIMITR,收盘价)
MYHOLDING赋值:0
 END