以下内容为程序代码:

1 \'初始资金状态
2 iCost=0
3 iRevenue=0
4 redim iStock(count)
5 \'对每一支股票进行回测
6 for i=0 to count-1
7 for iperiod=10 to History_stock(i).count-1
8 redim ma5(History_stock(i).count-10)
9 redim ma10(History_stock(i).count-10)
10 for k=1 to 5
11 ma5(iperiod-10)=ma5(iperiod-10)+History_stockcode(i).close(iperiod-k)
12 next
13 for k=1 to 10
14 ma10(iperiod-10)=ma10(iperiod-10)+History_stockcode(i).close(iperiod-k)
15 next
16 if ma5(iperiod-10)＞ma10(iperiod-10) then
17 \'记录购买后的成本以及持有资产i的数量
18 iCost=iCost+History_stockcode(i).close(iperiod)*1000
19 iStock(i)=iStock(i)+1000
20 else if ma5(iperiod-10)＜ma10(iperiod-10) then
21 if iStock(i)＞0 then
22 \'记录账户上的可用现金余额并平掉i的仓位
23 iRevenue=iRevenue+History_stockcode(i).close(iperiod)*iStock(i)
24 iStock(i)=0
25 end if
26 end if
27 next
28 \'将现在持有的股票头寸加入在内~
29 iRevenue=iRevenue+History_stockcode(i).close(iperiod)
30 next