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//股指期货自动交易程序(系统测试)

//编制：

//日期：

//修改记录：

//********************************

r1:=barslast(date<>ref(date,1));

r2:=ref(o,r1);

//partline(r1>0,r2);

//********************************

rr1:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,80,0);

rr2:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,120,0);

rr3:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,135,0);

//rr4:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,120,0);

//rr5:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,135,0);

//rr6:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,95,0);

//rr7:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,100,0);

//rr8:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,105,0);

//rr9:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,110,0);

//rr10:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,115,0);

//rr11:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,120,0);

//rr12:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,125,0);

//rr13:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,130,0);

//rr14:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,135,0);

//rr15:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,140,0);

//rr16:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,145,0);

//rr17:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,150,0);

//rr18:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,155,0);

//rr19:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,160,0);

//rr20:=stkindiex(\'if00\',\'qq25.盈亏\',0,22,165,0);

r15:=rr1+rr2+rr3{+rr4+rr5+rr6+rr7+rr8+rr9+};

//********************************

总盈利:r15,colorred,linethick1,noaxis;

variable:hc=0;

回撤:=hhv(r15,3000)-r15,linethick0,coloryellow;

if 回撤>hc then hc:=回撤；

最大回撤:hc,linethick0,coloryellow;

日盈亏:r15-ref(r15,1),linethick0;

总盈利/最大回撤:r15/回撤,colorwhite,linethick0;

r20:=if(r15>ref(r15,1),1,0);

r22:=if(r15<>ref(r15,1),1,0);

r21:=100*sum(r20,0)/(sum(r22,0));

胜率:r21,linethick0,colorwhite;

r30:=if(r15>ref(r15,1),r15-ref(r15,1),0);

r31:=sum(r30,0);

r32:=if(r15>ref(r15,1),1,0);

r33:=sum(r32,0);

平均盈利:=r31/r33,linethick0,colorwhite;

r40:=if(r15<ref(r15,1),r15-ref(r15,1),0);

r41:=sum(r40,0);

r42:=if(r15<ref(r15,1),1,0);

r43:=sum(r42,0);

平均亏损:=r41/r43,linethick0,colorwhite;

r50:=平均盈利/(-1*平均亏损),linethick0;

平均盈利/平均亏损:r50,linethick0,colorwhite;

总盈利/总亏损:r31/(-1*r41),colorwhite,linethick0;

模型综合性能:胜率*r50,linethick0,colorwhite;