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-  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]布林带通道突破  (http://weistock.com/bbs/dispbbs.asp?boardid=10&id=5193)

--  作者:z7c9
--  发布时间:2011/2/17 10:42:11
--  [交易系统]布林带通道突破


 

runmode:0;

input:m(30,1,300,1);
input:n(2,0.5,10,0.5);

variable:myasset=30000;

mid:=ma(close,m);
upper:=mid+n*std(close,m);
lower:=mid-n*std(close,m);

entertime:=time>=091500 and time<=145500;
exittime:=time>=150000;

highest:=ref(upper,1);
lowest:=ref(lower,1);

longcond:=entertime and high>=highest;
longprice:=max(highest,open);

shortcond:=entertime and low<=lowest;
shortprice:=min(lowest,open);

if holding=0 then begin
if longcond then
buy(1,1,limitr,longprice);
end

if holding=0 then begin
if shortcond then
buyshort(1,1,limitr,shortprice);
end

if holding>0 then begin
if exittime then
sell(1,holding,limitr,close);
end

if holding<0 then begin
if exittime then
sellshort(1,holding,limitr,close);
end

if exittime then
myasset:=asset;

资产:myasset,colorred,noaxis;

[此贴子已经被作者于2011-10-3 11:25:06编辑过]

--  作者:tsdaquan
--  发布时间:2011/7/24 15:37:38
--  
请问版主这是哪个品种什么周期的测试图?