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- MACD Cpp Demo
MACD Cpp Demo
Author:
扫地僧, Date: 2019-03-28 15:26:08
Tags:
MACDC++
/*backtest
start: 2019-02-26 09:00:00
end: 2019-03-27 15:00:00
period: 1d
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*/
double position = 0;
bool onTick(string symbol) {
auto ct = exchange.SetContractType(symbol);
if (ct == false) {
return false;
}
auto r = exchange.GetRecords();
if (!r.Valid || r.size() < 20) {
return false;
}
auto macd = TA.MACD(r);
auto slow = macd[0][macd[0].size() - 2];
auto fast = macd[1][macd[1].size() - 2];
string action;
if (fast >= slow && position <= 0) {
action = "buy";
} else if (fast <= slow && position >= 0) {
action = "sell";
}
if (action.size() > 0) {
if (position != 0) {
ext::Trade("cover", symbol);
}
position = ext::Trade(action, symbol, 1);
}
return true;
}
void main() {
while (true) {
if (exchange.IO("status") == 0) {
Sleep(1000);
continue;
}
if (!onTick("MA888")) {
Sleep(1000);
}
}
}
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6