相關(guān)標(biāo)簽:現(xiàn)貨均線交易系統(tǒng)，期貨簡單均線交易系統(tǒng)，5種均線交易系統(tǒng)，最好的均線交易系統(tǒng)，均線交易系統(tǒng)，外匯均線交易系統(tǒng)，最簡單均線交易系統(tǒng)，我的外匯均線交易系統(tǒng)，外匯120均線交易系統(tǒng)，
三均線指路交易系統(tǒng)源碼：
runmode:0;
input:period1(4,1,100,1);
input:period2(9,1,100,1);
input:period3(18,1,100,1);
variable:myasset=30000;
entertime:=time＞=092500 and time＜=145500;
exittime:=time＞=150000;
ma1:=ma(close,period1);
ma2:=ma(close,period2);
ma3:=ma(close,period3);
buycond:=entertime and ref(close＞ma1 and ma1＞ma2 and ma2＞ma3,1);
buyprice:=open;
buyshortcond:=entertime and ref(close＜ma1 and ma1＜ma2 and ma2＜ma3,1);
buyshortprice:=open;
if holding=0 and buycond then begin
buy(1,1,limitr,buyprice);
end
if holding=0 and buyshortcond then begin
buyshort(1,1,limitr,buyshortprice);
end
if holding＞0 and exittime then begin
sell(1,holding,limitr,close);
end
if holding＜0 and exittime then begin
sellshort(1,holding,limitr,close);
end
if exittime then
myasset:=asset;
資產(chǎn):myasset,noaxis,colormagenta;
次數(shù):totaltrade,linethick0;
收益:(myasset-30000)/30000,linethick0;
勝率:percentwin,linethick0;
出擊:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
連虧:maxseqloss,linethick0;
連贏:maxseqwin,linethick0;
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源碼解析：
輸出 RUNMODE:0
輸出 INPUT:PERIOD1(4,1,100,1)
輸出 INPUT:PERIOD2(9,1,100,1)
輸出 INPUT:PERIOD3(18,1,100,1)
輸出 VARIABLE:MYASSET=30000
ENTERTIME賦值:TIME＞=092500 AND TIME＜=145500
EXITTIME賦值:TIME＞=150000
MA1賦值:收盤價(jià)的PERIOD1日簡單移動(dòng)平均
MA2賦值:收盤價(jià)的PERIOD2日簡單移動(dòng)平均
MA3賦值:收盤價(jià)的PERIOD3日簡單移動(dòng)平均
BUYCOND賦值:ENTERTIME AND 昨日CLOSE＞MA1ANDMA1＞MA2ANDMA2＞MA3
BUYPRICE賦值:開盤價(jià)
BUYSHORTCOND賦值:ENTERTIME AND 昨日CLOSE＜MA1ANDMA1＜MA2ANDMA2＜MA3
BUYSHORTPRICE賦值:開盤價(jià)
邏輯判斷 HOLDING=0 AND BUYCOND THEN BEGIN BUY(1,1,LIMITR,BUYPRICE)
END 邏輯判斷 HOLDING=0 AND BUYSHORTCOND THEN BEGIN BUYSHORT(1,1,LIMITR,BUYSHORTPRICE)
END 邏輯判斷 HOLDING＞0 AND EXITTIME THEN BEGIN SELL(1,HOLDING,LIMITR,收盤價(jià))
END 邏輯判斷 HOLDING＜0 AND EXITTIME THEN BEGIN SELLSHORT(1,HOLDING,LIMITR,收盤價(jià))
MYASSET賦值:ASSET
輸出 資產(chǎn):MYASSET,NOAXIS,畫洋紅色
輸出 次數(shù):TOTALTRADE,線寬為0
輸出 收益:(MYASSET-30000)/30000,線寬為0
輸出 勝率:PERCENTWIN,線寬為0
輸出 出擊:TOTALTRADE/(統(tǒng)計(jì)0日中滿足DATE＜＞REF(日期,1)的天數(shù)+1),線寬為0
輸出 連虧:MAXSEQLOSS,線寬為0
輸出 連贏:MAXSEQWIN,線寬為0
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