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模型策略源碼：runmode:0; input:bollingerlengths(50); input:liqlength(50); input:roccalclength(30); mid:=ma(close,bollingerlengths); upperband:=ref(mid+1.25*std(close,bollingerlengths),1); lowerband:=ref(mid-1.25*std(close,bollingerlengths),1); roccalc:=close-ref(close,roccalclength-1); entrylongcond:=roccalc>0 and high>=upperband; entryshortcond:=roccalc<0 and low<=lowerband; if holding=0 then begin if entrylongcond then buy(1,1,limitr,max(open,upperband)); end if holding=0 then begin if entryshortcond then buyshort(1,1,limitr,min(open,lowerband)); end if holding>0 then begin if entryshortcond then begin sell(1,holding,limitr,min(open,lowerband)); buyshort(1,1,limitr,min(open,lowerband)); end end if holding<0 then begin if entrylongcond then begin sellshort(1,holding,limitr,max(open,upperband)); buy(1,1,limitr,max(open,lowerband)); end end if holding=0 then liqdays:=liqlength; if holding<>0 then begin liqdays:=liqdays-1; liqdays:=max(liqdays,10); end ma1:=ref(ma(close,liqdays),1); if holding>0 then begin if ma1<upperband and low<=ma1 then sell(1,holding,limitr,min(open,ma1)); end if holding<0 then begin if ma1>lowerband and high>=ma1 then sellshort(1,holding,limitr,max(open,ma1)); end 盈虧:asset-50000,noaxis,colorred,linethick2;
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