金字塔落影模型—波段股指开多开空策略[金字塔模型]

测试 4月28——9月18 股指连续 1手股指  投入20万  10%保证金   手续费 单边 0.01%   赢利41.42%  适用周期 日内3分钟
 
注：模型供新人学习，若拿来投机或投资，盈亏自负，和本人蛋关系没有！！！
 
金字塔公式 金字塔模型策略源码：

input:P(26,20,100,8);
 input:S(12,5,40,4);
 
input:B1(26,5,300,30);
 input:B2(2,0.1,10,1);
 
input:N2(10,1,120,12);
 input:N3(20,1,200,20);
 input:N4(60,1,200,20);
 
ma2:ma(c,n2);
 ma3:ma(c,n3);
 ma4:ma(c,n4);
 
MID := MA(CLOSE,B1);
 UPPER:= MID + B2*STD(CLOSE,B1);
 LOWER:= MID - B2*STD(CLOSE,B1),colorred;
 
diff := EMA(CLOSE,S) - EMA(CLOSE,P);
 
variable:vmin = 090000;//用于隔夜高开或低开时间差
 
if (abs(o-ref(c,1))>=20*MINDIFF AND time>090000 and time<090400) then vmin := 091500;
 
//开多仓条件：
 BOPEON1:=c>upper and diff>0 and c>o and c>ma4 AND HOLDING=0 AND time>vmin AND time<150000;
 
//平多仓条件：
 BLIQCON:=holding>0 and cross(ma3,ma2);
 
//开空仓条件：
SOPCON1:=c<lower and diff<0 and c<o and c<ma4 AND HOLDING=0 AND time>vmin AND time<150000;
 
//平空仓条件：
 SLIQCON:=holding<0 and cross(ma2,ma3);
 

buy(BOPEON1,1,market);
 sell(BLIQCON,holding,market);
 buyshort(SOPCON1,1,market);
 sellshort(SLIQCON,holding,market);
 
//收盘前平仓
 sell(time>151000 and holding>0,holding,market);
 sellshort(time>151000 and holding<0,holding,market);
 
可用现金:CASH(0),LINETHICK0;
 持仓:HOLDING,LINETHICK0;
 资产:ASSET,LINETHICK0;