金字塔多空幽灵策略源码[金字塔模型]

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空策略============================

runmode:1; settradesign(1); startday:=currentdate-12*100,noaxis,linethick0; if ref(date,0)<=startday-7 then exit; opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray; closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray; if date =1 then settradesign(0); else settradesign(1); runmode:0; pk:sellshort(closedaytime=1 and holding=-1,1); kk:buyshort(opendaytime=1 and holding=0,1); runmode:1; kfl:openprofit,noaxis; kzc:asset,noaxis; kjl:netprofit,noaxis;

============================ 多策略=========================

runmode:1; settradesign(1); startday:=currentdate-12*100,noaxis,linethick0; if ref(date,0)<=startday-7 then exit; opendaytime:=time>=opentime(1)+1*100 and time<=closetime(0)-10000+5959-1*100,noaxis,colorgray; closedaytime:=time>=closetime(0)-10000+5959-1*100,noaxis,colorgray; if date =1 then settradesign(0); else settradesign(1); runmode:0; pd:sell(closedaytime=1 and holding=1,1); kd:buy(opendaytime=1 and holding=0,1); runmode:1; dfl:openprofit,noaxis; dzc:asset,noaxis; djl:netprofit,noaxis; 

=================================== 多空幽灵========================= dfl:=(#d.dfl()#),noaxis,colorred,linethick1; kfl:=(#k.kfl()#),noaxis,colorgreen,linethick1; kd:=dfl>kfl>0;开多 pd:=kfl>dfl>0;平多 kk:=kfl>dfl>0;开空 pk:=dfl>kfl>0;平空

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