主题：[交易系统]通道突破

 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;