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{參數(shù):
開(kāi)始日期:缺省:100416  最小:100416 最大:121231 步長(zhǎng):1
結(jié)束日期:缺省:121231  最小:100416 最大:121231 步長(zhǎng):1
隔夜持倉(cāng):缺省:0 最小:0 最大:1 步長(zhǎng):1
}

模型策略源碼：runmode:0; //逐K線(xiàn)模式 清倉(cāng)數(shù)量:=1; 開(kāi)倉(cāng)數(shù)量:=1; 平倉(cāng)數(shù)量:=1; 開(kāi)倉(cāng)滑點(diǎn):=0.4; //2*mindiff 平倉(cāng)滑點(diǎn):=0.6; //3*mindiff 開(kāi)倉(cāng)時(shí)間:=TIME<145500 AND TIME>091500; 平倉(cāng)時(shí)間:=TIME<150800 AND TIME>091500; 清倉(cāng)時(shí)間:=time > 150800; 開(kāi)始時(shí)間:=1000000+開(kāi)始日期; 結(jié)束時(shí)間:=1000000+結(jié)束日期; // 來(lái)源 m.weiqiv.net.cn MA19:MA(C,19),PRECISION2,LINETHICK0; MA2:MA(C,2),PRECISION2,LINETHICK0; 開(kāi)多: CROSS(MA2,MA19),PRECISION0,LINETHICK0; 開(kāi)空: CROSS(MA19,MA2),PRECISION0,LINETHICK0; 平空: CROSS(MA2,MA19),PRECISION0,LINETHICK0; 平多: CROSS(MA19,MA2),PRECISION0,LINETHICK0; if date>結(jié)束時(shí)間 or date<開(kāi)始時(shí)間 then exit; myholding:=HOLDING; if 平倉(cāng)時(shí)間 then begin IF (myholding>0 and 平多) THEN begin SELL(1,平倉(cāng)數(shù)量,LIMIT,close-平倉(cāng)滑點(diǎn)),orderqueue,IGNORECHECKPRICE; IF (開(kāi)倉(cāng)時(shí)間 and 開(kāi)空) THEN BUYSHORT(1,開(kāi)倉(cāng)數(shù)量,LIMIT,close-開(kāi)倉(cāng)滑點(diǎn)),orderqueue,IGNORECHECKPRICE; end IF (myholding<0 and 平空) THEN begin SELLSHORT(1,平倉(cāng)數(shù)量,LIMIT,close+平倉(cāng)滑點(diǎn)),orderqueue,IGNORECHECKPRICE; IF (開(kāi)倉(cāng)時(shí)間 and 開(kāi)多) THEN BUY(1,開(kāi)倉(cāng)數(shù)量,LIMIT,close+開(kāi)倉(cāng)滑點(diǎn)),orderqueue,IGNORECHECKPRICE; end end IF (開(kāi)倉(cāng)時(shí)間 and holding=0) THEN BEGIN IF (開(kāi)多) THEN BUY(1,開(kāi)倉(cāng)數(shù)量,LIMIT,close+開(kāi)倉(cāng)滑點(diǎn)),IGNORECHECKPRICE; IF (開(kāi)空) THEN BUYSHORT(1,開(kāi)倉(cāng)數(shù)量,LIMIT,close-開(kāi)倉(cāng)滑點(diǎn)),IGNORECHECKPRICE; END if 清倉(cāng)時(shí)間 and NOT(隔夜持倉(cāng)) and holding<>0 then begin sell(holding > 0, 清倉(cāng)數(shù)量, LIMIT,close-平倉(cāng)滑點(diǎn)),orderqueue,IGNORECHECKPRICE; sellshort(holding < 0, 清倉(cāng)數(shù)量, LIMIT,close+平倉(cāng)滑點(diǎn)),orderqueue,IGNORECHECKPRICE; end 資產(chǎn):ASSET,PRECISION0,NOAXIS,colorcyan; 持倉(cāng):HOLDING,PRECISION0,LINETHICK0; 交易數(shù):totaltrade,PRECISION0,LINETHICK0; 日盈利:ASSET-REF(ASSET,barslast(date<>ref(date,1))),PRECISION0,LINETHICK0; 日交易數(shù):totaltrade-REF(totaltrade,barslast(date<>ref(date,1))),PRECISION0,LINETHICK0;
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源碼解析：

輸出RUNMODE:0
清倉(cāng)數(shù)量賦值:1
開(kāi)倉(cāng)數(shù)量賦值:1
平倉(cāng)數(shù)量賦值:1
開(kāi)倉(cāng)滑點(diǎn)賦值:0.4
賦值:0.6
開(kāi)倉(cāng)時(shí)間賦值:時(shí)間<145500 AND 時(shí)間>091500
平倉(cāng)時(shí)間賦值:時(shí)間<150800 AND 時(shí)間>091500
清倉(cāng)時(shí)間賦值:時(shí)間 > 150800
開(kāi)始時(shí)間賦值:1000000+開(kāi)始日期
結(jié)束時(shí)間賦值:1000000+結(jié)束日期
輸出 MA19:收盤(pán)價(jià)的19日簡(jiǎn)單移動(dòng)平均,PRECISION2,線(xiàn)寬為0
輸出均線(xiàn):收盤(pán)價(jià)的2日簡(jiǎn)單移動(dòng)平均,PRECISION2,線(xiàn)寬為0
輸出 開(kāi)多: MA2上穿MA19,PRECISION0,線(xiàn)寬為0
輸出開(kāi)空: MA19上穿MA2,PRECISION0,線(xiàn)寬為0
輸出平空: MA2上穿MA19,PRECISION0,線(xiàn)寬為0
輸出平多: MA19上穿MA2,PRECISION0,線(xiàn)寬為0
邏輯判斷 日期>結(jié)束時(shí)間 OR 日期<開(kāi)始時(shí)間 THEN EXIT
MYHOLDING賦值:HOLDING
 邏輯判斷  平倉(cāng)時(shí)間 THEN BEGIN 如果MYHOLDING>0AND平多,返回?,否則返回?  THEN BEGIN  SELL(1,平倉(cāng)數(shù)量,LIMIT,收盤(pán)價(jià)-平倉(cāng)滑點(diǎn)),ORDERQUEUE,IGNORECHECKPRICE
  如果開(kāi)倉(cāng)時(shí)間AND開(kāi)空,返回?,否則返回?  THEN BUYSHORT(1,開(kāi)倉(cāng)數(shù)量,LIMIT,收盤(pán)價(jià)-開(kāi)倉(cāng)滑點(diǎn)),ORDERQUEUE,IGNORECHECKPRICE
 END 如果MYHOLDING<0AND平空,返回?,否則返回?  THEN BEGIN  SELLSHORT(1,平倉(cāng)數(shù)量,LIMIT,收盤(pán)價(jià)+平倉(cāng)滑點(diǎn)),ORDERQUEUE,IGNORECHECKPRICE
  如果開(kāi)倉(cāng)時(shí)間AND開(kāi)多,返回?,否則返回?  THEN BUY(1,開(kāi)倉(cāng)數(shù)量,LIMIT,收盤(pán)價(jià)+開(kāi)倉(cāng)滑點(diǎn)),ORDERQUEUE,IGNORECHECKPRICE
 END  ENDIF (開(kāi)倉(cāng)時(shí)間 AND HOLDING=0) THEN  BEGIN 如果開(kāi)多,返回?,否則返回?  THEN BUY(1,開(kāi)倉(cāng)數(shù)量,LIMIT,收盤(pán)價(jià)+開(kāi)倉(cāng)滑點(diǎn)),IGNORECHECKPRICE
 如果開(kāi)空,返回?,否則返回?  THEN BUYSHORT(1,開(kāi)倉(cāng)數(shù)量,LIMIT,收盤(pán)價(jià)-開(kāi)倉(cāng)滑點(diǎn)),IGNORECHECKPRICE
END 邏輯判斷 清倉(cāng)時(shí)間 AND 取反 AND HOLDING<>0 THENBEGIN SELL(HOLDING > 0, 清倉(cāng)數(shù)量, LIMIT,收盤(pán)價(jià)-平倉(cāng)滑點(diǎn)),ORDERQUEUE,IGNORECHECKPRICE
 SELLSHORT(HOLDING < 0, 清倉(cāng)數(shù)量, LIMIT,收盤(pán)價(jià)+平倉(cāng)滑點(diǎn)),ORDERQUEUE,IGNORECHECKPRICE
輸出END 資產(chǎn):ASSET,PRECISION0,NOAXIS,畫(huà)青色
輸出持倉(cāng):HOLDING,PRECISION0,線(xiàn)寬為0
輸出 交易數(shù):TOTALTRADE,PRECISION0,線(xiàn)寬為0
輸出 日盈利:ASSET-上次日期<>昨日日期距今天數(shù)日前的ASSET,PRECISION0,線(xiàn)寬為0
輸出 日交易數(shù):TOTALTRADE-上次日期<>昨日日期距今天數(shù)日前的TOTALTRADE,PRECISION0,線(xiàn)寬為0