金字塔R-Breaker交易系统源码[金字塔模型]

金字塔公式 金字塔模型策略源码：runmode:0;

input:notbef(090000);
input:notaft(145500);
input:f1(0.35);
input:f2(0.07);
input:f3(0.25);
input:myreverse(1);
input:rangemin(0.2);
input:xdiv(3);

variable:ssetup=0;
variable:bsetup=0;
variable:senter=0;
variable:benter=0;
variable:bbreak=0;
variable:sbreak=0;
variable:ltoday=0;
variable:hitoday=999999;
variable:startnow=0;
variable:div=0;
variable:rfilter=false;

i_reverse:=myreverse*(callstock(stklabel,vtopen,6,0)/100);
i_rangemin:=rangemin*(callstock(stklabel,vtopen,6,0)/100);

if barpos=1 then begin
 startnow:=0;
 div:=max(xdiv,1);
end

hh:=ref(hitoday,1);
cc:=ref(close,1);
ll:=ref(ltoday,1);

if date>ref(date,1) then begin
 startnow:=startnow+1;
 
 ssetup:=hh+f1*(cc-ll);
 senter:=((1+f2)/2)*(hh+cc)-f2*ll;
 benter:=((1+f2)/2)*(ll+cc)-f2*hh;
 bsetup:=ll-f1*(hh-cc);
 bbreak:=ssetup+f3*(ssetup-bsetup);
 sbreak:=bsetup-f3*(ssetup-bsetup);
 
 hitoday:=high;
 ltoday:=low;
 
 rfilter:=hh-cc>=rangemin;
end

if high>hitoday then hitoday:=high;
if low<ltoday then ltoday:=low;

if time>=notbef and time<notaft and startnow>=2 and rfilter then begin
 if hitoday>=ssetup and holding>=0 then begin
  if low<=senter+(hitoday-ssetup)/div then begin
   sell(1,holding,limitr,senter+(hitoday-ssetup)/div);
   sellshort(1,1,limitr,senter+(hitoday-ssetup)/div);
  end
 end
 
 if ltoday<=bsetup and holding<=0 then begin
  if high>=benter-(bsetup-ltoday)/div then begin
    sellshort(1,holding,limitr,benter-(bsetup-ltoday)/div);
    buy(1,1,limitr,benter-(bsetup-ltoday)/div);
  end
 end
 
 if holding<0 then begin
  if high-enterprice>=i_reverse then
   sellshort(1,enterprice+i_reverse);
 end
 
 if holding>0 then begin
  if enterprice-low>=i_reverse then
   sell(1,enterprice-i_reverse);
 end
 //来源 www.88gs.com
 if holding=0 then begin
  if high>=bbreak then
   buy(1,bbreak);
 end
 
 if holding=0 then begin
  if low<=sbreak then
   sellshort(1,sbreak);
 end
end

if time>=notaft then begin
 if holding<0 then
  sellshort(1,holding,limitr,open);
 
 if holding>0 then
  sell(1,holding,limitr,open);
end

盈亏:asset-500000,noaxis,coloryellow,linethick2;

 

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