【金字塔策略源码】红黑三兵

quant002

1. 1 runmode:0;
   
2. 2
   
3. 3 variable:myholding=0;
   
4. 4
   
5. 5 buycond:=ref(all(isup,3),1);
   
6. 6 buyshortcond:=ref(all(isdown,3),1);
   
7. 7
   
8. 8 if myholding=0 and buycond then begin
   
9. 9     lots:=cash(0)/(open*multiplier*0.1);
   
10. 10     buy(1,lots,limitr,open);
    
11. 11     myholding:=lots;
    
12. 12 end
    
13. 13
    
14. 14 if myholding=0 and buyshortcond then begin
    
15. 15     lots:=cash(0)/(open*multiplier*0.1);
    
16. 16     buyshort(1,lots,limitr,open);
    
17. 17     myholding:=-lots;
    
18. 18 end
    
19. 19
    
20. 20 if myholding＞0 and time=closetime(0) then begin
    
21. 21     sell(1,myholding,limitr,close);
    
22. 22     myholding:=0;
    
23. 23 end
    
24. 24
    
25. 25 if myholding＜0 and time=closetime(0) then begin
    
26. 26     sellshort(1,myholding,limitr,close);
    
27. 27     myholding:=0;
    
28. 28 end

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