模型策略源码:
  
  runmode:0;
  input:period(20,5,100,5);
  variable:myasset=30000;
  entertime:=time>=092500 and time<=145500;
  exittime:=time>=150000;
  buycond:=entertime and ref(close,1)>ref(close,period);
  buyprice:=open;
  buyshortcond:=entertime and ref(close,1)<ref(close,period);
  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;
  
  资产:myasset,noaxis,colormagenta;
  次数:totaltrade,linethick0;
  收益:(myasset-30000)/30000,linethick0;
  胜率:percentwin,linethick0;
  出击:totaltrade/(count(date<>ref(date,1),0)+1),linethick0;
  连亏:maxseqloss,linethick0;
  连赢:maxseqwin,linethick0;