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 等级: 免费版 
注册: 2021-10-13曾用名:  | 
 
| 请金融工程师修改成金字塔可以用的语言,感谢!策略源码(Multicharts版本): 
 inputs:sb(6);
 
 variables:var0(0),var1(0),var2(0),var3(0),var4(0);
 
 var0=Average(close,21);
 
 var1=Average(close,55);
 
 var2=Average(close,120);
 
 var3=BollingerBand(close,21,2);
 
 var4=BollingerBand(close,21,-2);
 
 condition1=var0>var1 and var1>var2 and close>var0;
 
 condition2=var0<var1 and var1<var2 and close<var0;
 
 condition3=var3-var4<var3[1]-var4[1];
 
 if condition1 and condition3 then buy next bar at market;
 
 if condition2 and condition3 then sellshort next bar at market;
 
 sell next bar at var4+sb*(var3[1]-var4[1]) limit;
 
 buytocover next bar at var4-sb*(var3[1]-var4[1]) limit;
 
 sell next bar at var2[1] stop;
 
 If BarsSinceEntry(0)>21 then Sell Next Bar at var1[1] stop;
 
 If BarsSinceEntry(0)>55 then Sell Next Bar at var0[1] stop;
 
 buytocover next bar at var2[1] stop;
 
 If BarsSinceEntry(0)>21 then BuytoCover Next Bar at var1[1] stop;
 
 If BarsSinceEntry(0)>55 then BuytoCover Next Bar at var0[1] stop;
 
 
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