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模型策略源碼：//止損止贏部分的開、平倉條件 last_high_0:=EXTGBDATA(\'last_high\'); last_low_0:=EXTGBDATA(\'last_low\'); kc_price_0:=EXTGBDATA(\'kc_price\'); tx_holding_0:=EXTGBDATA(\'tx_holding\'); high_0:=high; close_0:=close; low_0:=low; if tx_holding_0>0 and high_0>last_high_0 then EXTGBDATASET(\'last_high\',high_0); if tx_holding_0<0 and low_0<last_low_0 then EXTGBDATASET(\'last_low\',low_0); if last_high_0=kc_price_0 then last_high_0:=last_high_0+50; if last_low_0 =kc_price_0 then last_low_0 :=last_low_0-50; 開多倉后最高漲幅:=(last_high_0-kc_price_0)/kc_price_0; 開多漲回撤比例限制:=1/sqrt(開多倉后最高漲幅*100+止贏系數(shù)); 開多漲回撤幅度限制:=(last_high_0-kc_price_0)*開多漲回撤比例限制; 開多漲回撤價格限制:=last_high_0-開多漲回撤幅度限制; if 開多倉后最高漲幅<1.5% then 開多漲回撤價格限制:=last_high_0*(1-止損百分比)； pd_tj_多頭止損:=tx_holding_0>0 and ( close_0<kc_price_0*(1-止損百分比) ); pd_tj_多頭止贏:=tx_holding_0>0 and ( close_0<開多漲回撤價格限制 ); 開空倉后最大跌幅:=(kc_price_0-last_low_0)/kc_price_0; 開空跌回撤比例限制:=1/sqrt(開空倉后最大跌幅*100+止贏系數(shù)); 開空跌回撤幅度限制:=(kc_price_0-last_low_0)*開空跌回撤比例限制; 開空跌回撤價格限制:=last_low_0+開空跌回撤幅度限制; if 開空倉后最大跌幅<1.5% then 開空跌回撤價格限制:=last_low_0*(1+止損百分比)； pk_tj_空頭止損:=tx_holding_0<0 and ( close_0>kc_price_0*(1+止損百分比) ); pk_tj_空頭止贏:=tx_holding_0<0 and ( close_0>開空跌回撤價格限制 ); {平多}EXITLONG: pd_tj_多頭止損 or pd_tj_多頭止贏 ,ORDERQUEUE ; { ,TFILTER; } {平空}EXITSHORT: pk_tj_空頭止損 or pk_tj_空頭止贏 ,ORDERQUEUE ; { ,TFILTER; } {開多}ENTERLONG: KD_TJ ,ORDERQUEUE ; { ,TFILTER; } {開空}ENTERSHORT: KK_TJ ,ORDERQUEUE ; { ,TFILTER; } // 開多 保存全局變量 if ( KD_TJ and tx_holding_0<1 ) then begin EXTGBDATASET(\'last_high\',high_0); EXTGBDATASET(\'last_low\',low_0); EXTGBDATASET(\'tx_holding\',1); EXTGBDATASET(\'kc_price\',close_0); end // 開空 保存全局變量 if ( KK_TJ and tx_holding_0>-1 ) then begin EXTGBDATASET(\'last_high\',high_0); EXTGBDATASET(\'last_low\',low_0); EXTGBDATASET(\'tx_holding\',-1); EXTGBDATASET(\'kc_price\',close_0); end // 平多倉后保存全局變量 if (( pd_tj_多頭止損 or pd_tj_多頭止贏 ) and tx_holding_0>0 ) then begin EXTGBDATASET(\'last_high\',1); EXTGBDATASET(\'last_low\',1); EXTGBDATASET(\'tx_holding\',0); EXTGBDATASET(\'kc_price\',1); end // 平空倉后保存全局變量 if (( pk_tj_空頭止損 or pk_tj_空頭止贏 ) and tx_holding_0<0 ) then begin EXTGBDATASET(\'last_high\',1); EXTGBDATASET(\'last_low\',1); EXTGBDATASET(\'tx_holding\',0); EXTGBDATASET(\'kc_price\',1); end
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源碼解析：

_HIGH_0賦值:EXTGBDATA(\'LAST_HIGH\')
LAST_LOW_0賦值:EXTGBDATA(\'LAST_LOW\')
KC_PRICE_0賦值:EXTGBDATA(\'KC_PRICE\')
TX_HOLDING_0賦值:EXTGBDATA(\'TX_HOLDING\')
HIGH_0賦值:最高價
CLOSE_0賦值:收盤價
LOW_0賦值:最低價
邏輯判斷 TX_HOLDING_0>0 AND HIGH_0>LAST_HIGH_0 THEN EXTGBDATASET(\'LAST_HIGH\',HIGH_0)
邏輯判斷 TX_HOLDING_0<0 AND LOW_0<LAST_LOW_0 THEN EXTGBDATASET(\'LAST_LOW\',LOW_0)
LAST_HIGH_0賦值:LAST_HIGH_0+50
賦值:LAST_LOW_0-50
持?(LAST_HIGH_0-KC_PRICE_0)/KC_PRICE_0
拗聘持?1/開多倉后最高漲幅*100+止贏系數(shù)的開方
拗聘持?(LAST_HIGH_0-KC_PRICE_0)*開多漲回撤比例限制
拗聘持?LAST_HIGH_0-開多漲回撤幅度限制
PD_TJ_多頭止損賦值:TX_HOLDING_0>0  AND     ( CLOSE_0<KC_PRICE_0*(1-止損百分比)  )
PD_TJ_多頭止贏賦值:TX_HOLDING_0>0  AND     (  CLOSE_0<開多漲回撤價格限制 )
持?(KC_PRICE_0-LAST_LOW_0)/KC_PRICE_0
拗聘持?1/開空倉后最大跌幅*100+止贏系數(shù)的開方
拗聘持?(KC_PRICE_0-LAST_LOW_0)*開空跌回撤比例限制
拗聘持?LAST_LOW_0+開空跌回撤幅度限制
鷥持?TX_HOLDING_0<0  AND     ( CLOSE_0>KC_PRICE_0*(1+止損百分比)  )
PK_TJ_空頭止贏賦值:TX_HOLDING_0<0  AND     ( CLOSE_0>開空跌回撤價格限制 )
多頭賣出:    PD_TJ_多頭止損  OR PD_TJ_多頭止贏  ,ORDERQUEUE
空頭買入:  PK_TJ_空頭止損  OR PK_TJ_空頭止贏  ,ORDERQUEUE
多頭買入:  KD_TJ    ,ORDERQUEUE       
空頭賣出: KK_TJ    ,ORDERQUEUE       
    // 開多 保存全局變量IF ( KD_TJ  AND TX_HOLDING_0<1  ) THEN                                                          BEGIN  EXTGBDATASET(\'LAST_HIGH\',HIGH_0)
                                                             EXTGBDATASET(\'LAST_LOW\',LOW_0)
                                                             EXTGBDATASET(\'TX_HOLDING\',1)
                                                             EXTGBDATASET(\'KC_PRICE\',CLOSE_0)
                                                                                                                  END // 開空 保存全局變量                                                      如果KK_TJANDTX_HOLDING_0>-1,返回?,否則返回? THEN                                                          BEGIN  EXTGBDATASET(\'LAST_HIGH\',HIGH_0)
                                                             EXTGBDATASET(\'LAST_LOW\',LOW_0)
                                                             EXTGBDATASET(\'TX_HOLDING\',-1)
                                                             EXTGBDATASET(\'KC_PRICE\',CLOSE_0)
                                                      END                             // 平多倉后保存全局變量IF (( PD_TJ_多頭止損  OR PD_TJ_多頭止贏 ) AND TX_HOLDING_0>0 ) THEN                                                                                                                     BEGIN  EXTGBDATASET(\'LAST_HIGH\',1)
                                                                                                                        EXTGBDATASET(\'LAST_LOW\',1)
                                                                                                                        EXTGBDATASET(\'TX_HOLDING\',0)
                                                                                                                        EXTGBDATASET(\'KC_PRICE\',1)
                                                                                                                  END // 平空倉后保存全局變量                                                                                                                  如果(PK_TJ_空頭止損ORPK_TJ_空頭止贏)ANDTX_HOLDING_0<0,返回?,否則返回?   THEN                                                                                                                     BEGIN  EXTGBDATASET(\'LAST_HIGH\',1)
                                                                                                                        EXTGBDATASET(\'LAST_LOW\',1)
                                                                                                                        EXTGBDATASET(\'TX_HOLDING\',0)
                                                                                                                        EXTGBDATASET(\'KC_PRICE\',1)
                                                                                                                  END