runmode:0;

input:p(26,20,100,8);

input:s(12,5,40,4);

input:m(9,2,60,6);

variable:myasset=300000;

diff:=ema(close,s)-ema(close,p);

dea:=ema(diff,m);

macd:=2*(diff-dea);

entertime:=time>=091000 and time<=145500;

exittime:=time>=150000;

buycond:=ref(cross(macd,0),1);

sellcond:=ref(cross(0,macd),1);

if holding=0 then begin

 if buycond then

  buy(1,1,limitr,open);

end

if holding=0 then begin

 if sellcond then

  buyshort(1,1,limitr,open);

end

if holding>0 then begin

 if exittime then

  sell(1,holding,limitr,close);

 

 if sellcond then begin

  sell(1,holding,limitr,open),orderqueue;

  buyshort(1,1,limitr,open),orderqueue;

 end 

end

if holding<0 then begin

 if exittime then

  sellshort(1,holding,limitr,close);

  

 if buycond then begin

  sellshort(1,holding,limitr,open),orderqueue;

  buy(1,1,limitr,open),orderqueue;

 end 

end

if exittime then

 myasset:=asset;

 

收益:myasset,noaxis,colormagenta;

次数:totaltrade,linethick0;

胜率:percentwin,linethick0;

连亏:maxseqloss,linethick0;

连赢:maxseqwin,linethick0;