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均线趋势法
Author:
量价时空, Date: 2020-07-08 16:14:49
Tags:
/*backtest
start: 2020-06-18 09:00:00
end: 2020-07-07 15:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES","balance":200000};
mode: 1
args: [["Symbol","ni888"]]
*/
void main() {
Sleep(10000);
Log(exchange.GetAccount());
while (1) {
if (exchange.IO("status") == 1) {
exchange.SetContractType(Symbol);
auto ticker = exchange.GetTicker();
auto position = exchange.GetPosition();
if (position.size() > 0) {
if (!position[0].Type) {
if (position[0].Profit > 1800 || position[0].Profit < -90) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closebuy_today");
exchange.Sell(ticker.Buy, 1);
}
}
if (position[0].Type) {
if (position[0].Profit > 1800 || position[0].Profit < -90) {
exchange.SetContractType(Symbol);
exchange.SetDirection("closesell_today");
exchange.Buy(ticker.Sell, 1);
}
}
} else {
exchange.SetContractType(Symbol);
auto r = exchange.GetRecords(60);
auto ma = TA.MA(r, 20);
auto ma1 = TA.MA(r, 120);
if (ma[ma.size() - 1] <= ma1[ma1.size() - 1] && ma[ma.size() - 2] > ma1[ma1.size() - 2]) {
exchange.SetContractType(Symbol);
exchange.SetDirection("sell");
exchange.Sell(ticker.Sell, 1);
} else if (ma[ma.size() - 1] >= ma1[ma1.size() - 1] && ma[ma.size() - 2] < ma1[ma1.size() - 2]) {
exchange.SetContractType(Symbol);
exchange.SetDirection("buy");
exchange.Buy(ticker.Buy, 1);
}
}
} else {
LogStatus(_D(), "未连接CTP !");
Sleep(1000);
}
}
}
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6