金字塔落影模型—波段股指开多开空策略[金字塔模型]

阅读作者：股海网时间 2013-04-11 金字塔公式

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;