主图: N周期最高价,公式:HH^^HHV(H,N); N周期最低价,公式:LL^^LLV(L,N);
副图: ARC指标, 公式:ARC:SMA(RC,M,1);
(*backtest start: 2018-03-03 00:00:00 end: 2018-03-31 00:00:00 period: 15m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb888",126961]] *) HH^^HHV(H,N); LL^^LLV(L,N); MD:=(HH+LL)/2; UP:=H>=HH; DOWN:=L<=LL; RC:=CLOSE/REF(CLOSE,M); ARC:SMA(RC,M,1); BARPOS>N AND BKVOL=0 AND H>=HH AND ARC>1,BPK; BARPOS>N AND SKVOL=0 AND L<=LL AND ARC<1,SPK; DOWN AND C>BKPRICE*(1+SLOSS*0.01),SP(BKVOL); UP AND C<SKPRICE*(1-SLOSS*0.01),BP(SKVOL); C<BKPRICE*(1-SLOSS*0.01),SP(BKVOL); C>SKPRICE*(1+SLOSS*0.01),BP(SKVOL); AUTOFILTER;template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6