[交易系统]openbreaksystem

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模型策略源码：runmode:0; input:entrystop(0.5); input:exitstop(0.5); input:malength(120); myma:=ma(open,malength); entrylongcond:=open>myma and high>=open*(1+entrystop/100); exitlongcond:=low<=open*(1-exitstop/100); entryshortcond:=openexitshortcond:=high>=open*(1+exitstop/100); if holding=0 then begin if entrylongcond then buy(1,1,limitr,open*(1+entrystop/100)); if entryshortcond then buyshort(1,1,limitr,open*(1-entrystop/100)); end if holding>0 then begin if exitlongcond then sell(1,holding,limitr,open*(1-exitstop/100)); end if holding<0 then begin if exitshortcond then sellshort(1,holding,limitr,open*(1+exitstop/100)); end 盈亏:asset-500000,noaxis,coloryellow,linethick2;
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源码解析：

输出RUNMODE:0
输出 INPUT:ENTRYSTOP(0.5)
输出 INPUT:EXITSTOP(0.5)
输出 INPUT:MALENGTH(120)
MYMA赋值:开盘价的MALENGTH日简单移动平均
ENTRYLONGCOND赋值:开盘价>MYMA AND 最高价>=开盘价*(1+ENTRYSTOP/100)
EXITLONGCOND赋值:最低价<=开盘价*(1-EXITSTOP/100)
ND赋值:最高价>=开盘价*(1+EXITSTOP/100)
 逻辑判断 HOLDING=0 THEN CXH99.COM BEGIN 逻辑判断 ENTRYLONGCOND THEN BUY(1,1,LIMITR,开盘价*(1+ENTRYSTOP/100))
 逻辑判断 ENTRYSHORTCOND THEN BUYSHORT(1,1,LIMITR,开盘价*(1-ENTRYSTOP/100))
 END 逻辑判断 HOLDING>0 THEN WWW.CXH99.COM BEGIN 逻辑判断 EXITLONGCOND THEN SELL(1,HOLDING,LIMITR,开盘价*(1-EXITSTOP/100))
 END 逻辑判断 HOLDING<0 THEN BEGIN 逻辑判断 EXITSHORTCOND THEN SELLSHORT(1,HOLDING,LIMITR,开盘价*(1+EXITSTOP/100))
输出 END 盈亏:ASSET-500000,NOAXIS,画黄色,线宽为2