学习金字塔有段时间，但模型学习阶段还处于初级，现为提高自己和大家学习金字塔的水平，从今天起公布本人自编金字塔模型，不断更新，望大家给予指正！
ZDX:=CLOSE-OPEN+CLOSE-REF(CLOSE,1);
{=多空开平信号条件=}
开多条件:=ZDX>0 AND REF(ZDX,1)<=0;
平多条件:=ZDX<0 AND REF(ZDX,1)>=0;
开空条件:=ZDX<0 AND REF(ZDX,1)>=0;
平空条件:=ZDX>0 AND REF(ZDX,1)<=0;
Y:=1;
{=交易测评条件=}
{平空}
SELLSHORT(平空条件 and HOLDING<0,0,LIMITR,C);
{开多}
BUY(开多条件 AND HOLDING=0, Y,LIMITR,C);
{平多}
SELL(平多条件 and HOLDING>0,0,LIMITR,C);
{开空}
BUYSHORT(开空条件 and HOLDING=0,Y,LIMITR,C);
H1:=LLV(H,5);
L1:=HHV(L,5);
{=多空开平信号条件=}
开多条件:=CROSS(C,H1);
平多条件:=CROSS(L1,C）;
开空条件:=CROSS(L1,C）;
平空条件:=CROSS(C,H1);
Y:=1;
{=交易测评条件=}
{平空}
SELLSHORT(平空条件 and HOLDING<0,0,LIMITR,C);
{开多}
BUY(开多条件 AND HOLDING=0, Y,LIMITR,C);
{平多}
SELL(平多条件 and HOLDING>0,0,LIMITR,C);
{开空}
BUYSHORT(开空条件 and HOLDING=0,Y,LIMITR,C);
DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:= EMA(DIFF,9);
E:=HIGH-CLOSE;
F:=CLOSE-LOW;
G:=OPEN-CLOSE;
H1:=MIN(OPEN,CLOSE);
I:=H1+ABS(G)/2;
{=多空开平信号条件=}
开多条件:=( CLOSE>REF(HHV(HIGH,5),1) AND (DIFF>REF(DIFF,2) OR DIFF>0 OR DIFF>DEA));
平多条件:=( CLOSE<REF(LLV(LOW,3),1) AND (DIFF<REF(DIFF,2) OR DIFF<0 OR DIFF<DEA));
开空条件:=(REF(F,1)>REF(E,1) AND CLOSE<REF(I,1)) ;
平空条件:=( REF(E,1)>REF(F,1) AND CLOSE>REF(I,1));
Y:=1;
{=交易测评条件=}
{平空}
SELLSHORT(平空条件 and HOLDING<0,0,LIMITR,C);
{开多}
BUY(开多条件 AND HOLDING=0, Y,LIMITR,C);
{平多}
SELL(平多条件 and HOLDING>0,0,LIMITR,C);
{开空}
BUYSHORT(开空条件 and HOLDING=0,Y,LIMITR,C);
AA05:=MA(C,5);
BB05:=ATAN((AA05/REF(AA05,1)-1)*100)*180/3.1416;
{=多空开平信号条件=}
开多条件:=BB05>30 AND AA05>REF(AA05,1);
平多条件:=BB05<0 AND AA05<REF(AA05,1);
开空条件:=BB05<0 AND AA05<REF(AA05,1);
平空条件:=BB05>30 AND AA05>REF(AA05,1);
Y:=1;
{=交易测评条件=}
{平空}
SELLSHORT(平空条件 and HOLDING<0,0,LIMITR,C);
{开多}
BUY(开多条件 AND HOLDING=0, Y,LIMITR,C);
{平多}
SELL(平多条件 and HOLDING>0,0,LIMITR,C);
{开空}
BUYSHORT(开空条件 and HOLDING=0,Y,LIMITR,C);
A:=EMA(CLOSE,N);
AA:=A-REF(A,M);
BB:=SMA(AA,B,2);
开多条件:= BB>0;
平多条件:= BB<0;
开空条件:= BB<0;
平空条件:= BB>0;
Y:=1;
{=交易测评条件=}
{平空}
SELLSHORT(平空条件 and HOLDING<0,0,LIMITR,C);
{开多}
BUY(开多条件 AND HOLDING=0, Y,LIMITR,C);
{平多}
SELL(平多条件 and HOLDING>0,0,LIMITR,C);
{开空}
BUYSHORT(开空条件 and HOLDING=0,Y,LIMITR,C);
MA1:=EMA(HIGH,30);
MA2:=EMA(LOW,30);
FC:=CLOSE;
A:=EMA(HIGH,N);
B:=EMA(LOW,N);
HLD:=0;
HILO:=IF((HLD=(0-1)),MA(HIGH,N),MA(LOW,N));
D:=(((HLD=1) AND (REF(HLD,1)=1)) OR ((HLD=1) AND (REF(HLD,1)=(0-1))));
D1:=(((HLD=(0-1)) AND (REF(HLD,1)=(0-1))) OR ((HLD=(0-1)) AND (REF(HLD,1)=1)));
{开多}开多条件:=(D=1) AND (REF((D1=1),1)=1);
{平多}平多条件:=(D1=1) AND (REF((D=1),1)=1);
{开空}开空条件:=(D1=1) AND (REF((D=1),1)=1);
{平空}平空条件:=(D=1) AND (REF((D1=1),1)=1);
Y:=1;
{=交易测评条件=}
{平空}
SELLSHORT(平空条件 and HOLDING<0,0,LIMITR,C);
{开多}
BUY(开多条件 AND HOLDING=0, Y,LIMITR,C);
{平多}
SELL(平多条件 and HOLDING>0,0,LIMITR,C);
{开空}
BUYSHORT(开空条件 and HOLDING=0,Y,LIMITR,C);
A01:=((CLOSE-LLV(LOW,3))/(HHV(HIGH,3)-LLV(LOW,3)));
A11:=SMA(A01,2,1);
A21:=SMA(A11,2,1);
A31:=((3*A11)-(2 * A21));
A41:=((2*A31)-0.5);
SG:=(CLOSE*(1-((A41-A21)/15)));
{开多}开多条件:=CROSS(SG,(SG>C));
{平多}平多条件:=CROSS((C<SG),SG);
{开空}开空条件:=CROSS((C<SG),SG);
{平空}平空条件:=CROSS(SG,(SG>C));
Y:=1;
{=交易测评条件=}
{平空}
SELLSHORT(平空条件 and HOLDING<0,0,LIMITR,C);
{开多}
BUY(开多条件 AND HOLDING=0, Y,LIMITR,C);
{平多}
SELL(平多条件 and HOLDING>0,0,LIMITR,C);
{开空}
BUYSHORT(开空条件 and HOLDING=0,Y,LIMITR,C);