求tb改金字塔 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

供参考

input: length(25,10,60,1);

input: stdDevUp(2,0.1,4,0.2);

input: stdDevDn(2,0.1,4,0.2);

variable: stdValue=0;

variable: Lots=1;

VARIABLE: isThisBarTrade=0;

isThisBarTrade:=0;

AveMa:=ma(ref(close,1),length);

stdValue:=std(ref(close,1),length);

UpperBand:=Avema + stdDevUp * stdValue;

LowerBand:=AveMa - stdDevDn * stdValue;

buy_cond:=cross(ref(close,1),ref(UpperBand,1));

buyshort_cond:=cross(ref(lowerBand,1),ref(close,1));

sell_cond:=ref(close,1)<ref(AveMa,1);

sellshort_cond:=ref(close,1)>ref(AveMa,1);

Long_EntryPrice:=open+2*MINDIFF;

Short_EntryPrice:=open-2*MINDIFF;

if holding<>1 and buy_cond and not(isThisBarTrade) then begin

buy(1,lots,limitr,Long_EntryPrice);

isThisBarTrade:=1;

end;

else if holding<>-1 and buyshort_cond and not(isThisBarTrade) then begin

buyshort(1,lots,limitr,Short_EntryPrice);

isThisBarTrade:=1;

end;

else if holding=1 and sell_cond and not(isThisBarTrade) then begin

sell(1,lots,limitr,Short_EntryPrice);

end;

else if holding=-1 and sellshort_cond and not(isThisBarTrade) then begin

sellshort(1,lots,limitr,Long_EntryPrice);

end;

资产:ASSET,NOAXIS;

可用现金:CASH(0),LINETHICK0;

持仓:HOLDING,LINETHICK0;

主题：求tb改金字塔