主题：[交易系统]三均线指路

以下内容为程序代码:

1 runmode:0;
2
3 input:period1(4,1,100,1);
4 input:period2(9,1,100,1);
5 input:period3(18,1,100,1);
6
7 variable:myasset=30000;
8
9 entertime:=time＞=092500 and time＜=145500;
10 exittime:=time＞=150000;
11
12 ma1:=ma(close,period1);
13 ma2:=ma(close,period2);
14 ma3:=ma(close,period3);
15
16 buycond:=entertime and ref(close＞ma1 and ma1＞ma2 and ma2＞ma3,1);
17 buyprice:=open;
18
19 buyshortcond:=entertime and ref(close＜ma1 and ma1＜ma2 and ma2＜ma3,1);
20 buyshortprice:=open;
21
22 if holding=0 and buycond then begin
23     buy(1,1,limitr,buyprice);
24 end
25
26 if holding=0 and buyshortcond then begin
27     buyshort(1,1,limitr,buyshortprice);
28 end
29
30 if holding＞0 and exittime then begin
31     sell(1,holding,limitr,close);
32 end
33
34 if holding＜0 and exittime then begin
35     sellshort(1,holding,limitr,close);
36 end
37
38 if exittime then
39     myasset:=asset;
40     
41 资产:myasset,noaxis,colormagenta;
42 次数:totaltrade,linethick0;
43 收益:(myasset-30000)/30000,linethick0;
44 胜率:percentwin,linethick0;
45 出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
46 连亏:maxseqloss,linethick0;
47 连赢:maxseqwin,linethick0;
48