相關(guān)標(biāo)簽:5種均線交易系統(tǒng)，期貨簡(jiǎn)單均線交易系統(tǒng)，現(xiàn)貨均線交易系統(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(jiǎn)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)，

模型策略源碼：

 runmode:0;

 input:period(100,5,100,5);

 variable:myasset=30000;

 entertime:=time＞=092500 and time＜=145500;
 exittime:=time＞=150000;

 buycond:=entertime and ref(cross(close,ma(close,period)),1);
 buyprice:=open;

 buyshortcond:=entertime and ref(cross(ma(close,period),close),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:周期
輸出 VARIABLE:MYASSET=30000
ENTERTIME賦值:TIME＞=092500 AND TIME＜=145500
EXITTIME賦值:TIME＞=150000
BUYCOND賦值:ENTERTIME AND 昨日收盤價(jià)上穿收盤價(jià)的周期日簡(jiǎn)單移動(dòng)平均
BUYPRICE賦值:開盤價(jià)
BUYSHORTCOND賦值:ENTERTIME AND 昨日收盤價(jià)的周期日簡(jiǎn)單移動(dòng)平均上穿收盤價(jià)
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