//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;