【财富游戏】实盘策略源码 发布 003[金字塔模型]

金字塔公式 金字塔模型策略源码：
 
//------------------------------------------------------------------------
 // 简称: openrangbreak
 // 名称: 开盘区间突破策略
 //   by: 财富游戏
//------------------------------------------------------------------------
 

input:percentofrange(0.5,0,1,0.1);     //多头突破波动比例
 input:lots(1,0,9,1);
 
         highd:=callstock(stklabel,vthigh,6,-1);
         lowd:=callstock(stklabel,vtlow,6,-1);
         opend:=valuewhen(date<>ref(date,1),open);
        
        ranget:= highd-lowd;
         upperband: opend +percentofrange*ranget;
         lowerband: opend -percentofrange*ranget;
      
 
        if    (holding=0) then begin
                 if    (high>=upperband) then begin
                         buy(holding=0,lots,limitr,max(open,upperband));
                end
               
                if    (low<=lowerband) then begin
                         buyshort(holding=0,lots,limitr,min(open,lowerband));
                end
         end
 
        if    (holding<0)  then begin
                 if    (high>=upperband) then begin
                            sellshort(holding<0,lots,limitr,max(open,upperband));
                         buy(holding=0,lots,limitr,max(open,upperband));
                end
         end
 
  if    (holding>0)  then begin
                 if    (low<=lowerband) then begin
                         sell(holding>0,lots,limitr,min(open,lowerband));
                         buyshort(holding=0,lots,limitr,min(open,lowerband));
                 end
        end
 
持仓:holding,noaxis ,linethick0 ;
 盈亏:asset-1000000,noaxis,coloryellow,linethick2;
 
//1、range break 
 //波动区间突破交易，根据昨天波动幅度的一定百分比，来触发当日的趋势交易，
 //如果昨天的波动幅度是异常的，应当对该波动幅度进行必要的调整，以保持合理性。