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模型策略源碼：runmode:0; input:avglength(40),atrlength(40); ma1:=ref(ma((high+low+close)/3,avglength),1); upperband:=ma1+ref(ma(tr,atrlength),1); lowerband:=ma1-ref(ma(tr,atrlength),1); entrylongcond:=ma1>ref(ma1,1) and high>=upperband; exitlongcond:=low<=ma1; entryshortcond:=ma1<ref(ma1,1) and low<=lowerband; exitshortcond:=high>=ma1; if holding=0 then begin if entrylongcond then buy(1,1,limitr,max(open,upperband)); end if holding=0 then begin if entryshortcond then buyshort(1,1,limitr,min(open,lowerband)); end if holding>0 then begin if exitlongcond then sell(1,holding,limitr,min(open,ma1)); end if holding<0 then begin if exitshortcond then sellshort(1,holding,limitr,max(open,ma1)); end 盈虧:asset-50000,noaxis,colorred,linethick2;
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