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模型策略源碼：runmode:0; buycond:=open<ref(low,1); buyshortcond:=open>ref(high,1); if holding=0 then begin if buycond then buy(1,1,limitr,open); end if holding=0 then begin if buyshortcond then buyshort(1,1,limitr,open); end if holding>0 then begin sell(1,holding,limitr,close); end if holding<0 then begin sellshort(1,holding,limitr,close); end 收益:(asset-30000)/30000,noaxis,colormagenta; 次數:totaltrade,linethick0; 勝率:percentwin,linethick0; 連虧:maxseqloss,linethick0; 連贏:maxseqwin,linethick0;
點擊復制上述代碼粘貼到到公式管理器

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源碼解析:

輸出RUNMODE:0
BUYCOND賦值:開盤價<昨日最低價
BUYSHORTCOND賦值:開盤價>昨日最高價
邏輯判斷 HOLDING=0 THEN BEGIN 邏輯判斷 BUYCOND THEN  BUY(1,1,LIMITR,開盤價)
ENDIF HOLDING=0 THEN BEGIN 邏輯判斷 BUYSHORTCOND THEN  BUYSHORT(1,1,LIMITR,開盤價)
ENDIF HOLDING>0 THEN BEGIN SELL(1,HOLDING,LIMITR,收盤價)
ENDIF HOLDING<0 THEN BEGIN SELLSHORT(1,HOLDING,LIMITR,收盤價)
輸出END收益:(ASSET-30000)/30000,NOAXIS,畫洋紅色
輸出次數:TOTALTRADE,線寬為0
輸出勝率:PERCENTWIN,線寬為0
輸出連虧:MAXSEQLOSS,線寬為0
輸出連贏:MAXSEQWIN,線寬為0