模型策略源码:runmode:0;
  input:bollingerlengths(50);
  input:liqlength(50);
  input:roccalclength(30);
  mid:=ma(close,bollingerlengths);
  upperband:=ref(mid+1.25*std(close,bollingerlengths),1);
  lowerband:=ref(mid-1.25*std(close,bollingerlengths),1);
  roccalc:=close-ref(close,roccalclength-1);
  entrylongcond:=roccalc>0 and high>=upperband;
  entryshortcond:=roccalc0 then begin
  if entryshortcond then begin
  sell(1,holding,limitr,min(open,lowerband));
  buyshort(1,1,limitr,min(open,lowerband));
  end
  end 
  if holding0 then begin
  liqdays:=liqdays-1;
  liqdays:=max(liqdays,10);
  
  end 
  ma1:=ref(ma(close,liqdays),1);
  if holding>0 then begin
  if ma1lowerband and high>=ma1 then
  sellshort(1,holding,limitr,max(open,ma1));
  end
  盈亏:asset-50000,noaxis,colorred,linethick2;