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;