大神帮忙，转换为适合金字塔决策交易系统V71.0版本的策略

王鹏飞

INPUT:
    FastLength(12, "快速EMA周期"),
    SlowLength(26, "慢速EMA周期"),
    MACDLength(9, "信号线周期"),
    VolatilityPeriod(14, "波动率计算周期"),
    Threshold(0.5, "谐振阈值");

VARIABLE:
    MACDValue(0),
    SignalLine(0),
    Histogram(0),
    Volatility(0),
    Resonance(0);

// MACD计算
MACDValue = EMA(CLOSE, FastLength) - EMA(CLOSE, SlowLength);
SignalLine = EMA(MACDValue, MACDLength);
Histogram = MACDValue - SignalLine;

// 波动率计算
Volatility = STD(CLOSE, VolatilityPeriod);

// 谐振条件
Resonance = ABS(Histogram) / Volatility;

// 交易信号
IF Resonance > Threshold AND Histogram > 0 THEN
    BUY(1, 1);
IF Resonance > Threshold AND Histogram < 0 THEN
    SELLSHORT(1, 1);

// 金字塔特有功能
SETORDERTYPE(0, "限价单");  // 使用金字塔高级订单类型
SETORDERTYPE(1, "止损单");

技术008

FastLength:=12;
SlowLength:=26;
MACDLength:=9;
VolatilityPeriod:=14;
Threshold:=0.5;

// MACD计算
MACDValue := EMA(CLOSE, FastLength) - EMA(CLOSE, SlowLength);  // 计算MACD值
SignalLine := EMA(MACDValue, MACDLength);  // 计算信号线
Histogram := MACDValue - SignalLine;  // 计算MACD柱状图

// 波动率计算
Volatility1 := STD(CLOSE, VolatilityPeriod);  // 计算收盘价的标准差作为波动率

// 谐振条件
Resonance := ABS(Histogram) / Volatility1;  // 计算谐振指标



// 交易信号
IF Resonance > Threshold AND Histogram > 0 THEN
    BUY(1, 1, marketr);  // 谐振指标超过阈值且柱状图为正时做多
IF Resonance > Threshold AND Histogram < 0 THEN
    SELLSHORT(1, 1, marketr);  // 谐振指标超过阈值且柱状图为负时做空