主题：[交易系统]动量突破

以下内容为程序代码:

1 runmode:0;
2
3 input:period(20,5,100,5);
4
5 variable:myasset=30000;
6
7 entertime:=time＞=092500 and time＜=145500;
8 exittime:=time＞=150000;
9
10 buycond:=entertime and ref(close,1)＞ref(close,period);
11 buyprice:=open;
12
13 buyshortcond:=entertime and ref(close,1)＜ref(close,period);
14 buyshortprice:=open;
15
16 if holding=0 and buycond then begin
17     buy(1,1,limitr,buyprice);
18 end
19
20 if holding=0 and buyshortcond then begin
21     buyshort(1,1,limitr,buyshortprice);
22 end
23
24 if holding＞0 and exittime then begin
25     sell(1,holding,limitr,close);
26 end
27
28 if holding＜0 and exittime then begin
29     sellshort(1,holding,limitr,close);
30 end
31
32 if exittime then
33     myasset:=asset;
34     
35 资产:myasset,noaxis,colormagenta;
36 次数:totaltrade,linethick0;
37 收益:(myasset-30000)/30000,linethick0;
38 胜率:percentwin,linethick0;
39 出击:totaltrade/(count(date＜＞ref(date,1),0)+1),linethick0;
40 连亏:maxseqloss,linethick0;
41 连赢:maxseqwin,linethick0;
42