以文本方式查看主题 - 金字塔客服中心 - 专业程序化交易软件提供商 (http://222.73.7.161/bbs/index.asp) -- 交易策略发布专区 (http://222.73.7.161/bbs/list.asp?boardid=10) ---- [交易系统]双均线穿越 (http://222.73.7.161/bbs/dispbbs.asp?boardid=10&id=5096) |
-- 作者:z7c9 -- 发布时间:2011/2/6 12:53:38 -- [交易系统]双均线穿越
以下内容为程序代码:
1 runmode:0; 2 3 input:period1(20,5,100,5); 4 input:period2(60,5,100,5); 5 6 variable:myasset=30000; 7 8 entertime:=time>=092500 and time<=145500; 9 exittime:=time>=150000; 10 11 ma1:=ma(close,period1); 12 ma2:=ma(close,period2); 13 14 buycond:=entertime and ref(cross(ma1,ma2),1); 15 buyprice:=open; 16 17 buyshortcond:=entertime and ref(cross(ma2,ma1),1); 18 buyshortprice:=open; 19 20 if holding=0 and buycond then begin 21 buy(1,1,limitr,buyprice); 22 end 23 24 if holding=0 and buyshortcond then begin 25 buyshort(1,1,limitr,buyshortprice); 26 end 27 28 if holding>0 and exittime then begin 29 sell(1,holding,limitr,close); 30 end 31 32 if holding<0 and exittime then begin 33 sellshort(1,holding,limitr,close); 34 end 35 36 if exittime then 37 myasset:=asset; 38 39 资产:myasset,noaxis,colormagenta; 40 次数:totaltrade,linethick0; 41 收益:(myasset-30000)/30000,linethick0; 42 胜率:percentwin,linethick0; 43 出击:totaltrade/(count(date<>ref(date,1),0)+1),linethick0; 44 连亏:maxseqloss,linethick0; 45 连赢:maxseqwin,linethick0; 46 [此贴子已经被作者于2011-10-3 11:29:05编辑过]
|
-- 作者:董小球 -- 发布时间:2011/2/9 10:14:49 -- 斑竹大大 给力啊~~~ ![]() |