- 金字塔客服中心 - 专业程序化交易软件提供商 (http://weistock.com/bbs/index.asp)
-- 交易策略发布专区 (http://weistock.com/bbs/list.asp?boardid=10)
---- [交易系统]通道突破 (http://weistock.com/bbs/dispbbs.asp?boardid=10&id=5093)
-- 发布时间：2011/2/6 12:18:48
-- [交易系统]通道突破
1 runmode:0;
2
3 {
4 策略名称:PCB
5 交易品种:糖
6 交易周期:5分钟
7 入市策略:通道突破
8 风险控制:收盘平仓
9 资金管理:1手
10 }
11
12 input:period(20,5,100,5);
13
14 variable:myasset=30000;
15
16 entertime:=time＞=092500 and time＜=145500;
17 exittime:=time＞=150000;
18
19 highest:=ref(hhv(high,period),1);
20 lowest:=ref(llv(low,period),1);
21
22 buycond:=entertime and high＞=highest;
23 buyprice:=max(open,highest);
24
25 buyshortcond:=entertime and low＜=lowest;
26 buyshortprice:=min(open,lowest);
27
28 if holding=0 and buycond then begin
29 buy(1,1,limitr,buyprice);
30 end
31
32 if holding=0 and buyshortcond then begin
33 buyshort(1,1,limitr,buyshortprice);
34 end
35
36 if holding＞0 and exittime then begin
37 sell(1,holding,limitr,close);
38 end
39
40 if holding＜0 and exittime then begin
41 sellshort(1,holding,limitr,close);
42 end
43
44 if exittime then
45 myasset:=asset;
46
47 资产:myasset,noaxis,colormagenta;
48 次数:totaltrade,linethick0;
49 收益:(myasset-30000)/30000,linethick0;
50 胜率:percentwin,linethick0;
51 连亏:maxseqloss,linethick0;
52 连赢:maxseqwin,linethick0;
53
-- 发布时间：2011/2/12 20:56:29
--
runmode:0;
{ 策略名称:PCB
交易品种:糖
交易周期:5分钟
入市策略:通道突破
风险控制:收盘平仓
资金管理:1手 }
input:period(20,5,100,5);
variable:myasset=30000;
entertime:=time＞=092500 and time＜=145500;
exittime:=time＞=150000;
highest:=ref(hhv(high,period),1);
lowest:=ref(llv(low,period),1);
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;
资产:myasset,noaxis,colormagenta;
次数:totaltrade,linethick0;
收益:(myasset-30000)/30000,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;
-- 发布时间：2013/1/29 21:15:40
--
