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瀑布线策略

Author: 扫地僧, Date: 2021-11-04 14:58:03
Tags: 商品期货趋势My语言

  • 策略名称:瀑布线PUBU交易策略
  • 数据周期:15M
  • 支持:商品期货 , 数字货币
  • 官方网站:www.quantinfo.com

img

  • 主图 瀑布线1,公式:PUBU1^^(EMA(C,N1)+EMA(C,N12)+EMA(C,N14))/3; 瀑布线2,公式:PUBU2^^(EMA(C,N2)+EMA(C,N22)+EMA(C,N24))/3; 瀑布线3,公式:PUBU3^^(EMA(C,N3)+EMA(C,N32)+EMA(C,N34))/3;

(*backtest
start: 2018-01-01 00:00:00
end: 2018-01-07 00:00:00
period: 30m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
args: [["TradeAmount",10,126961],["ContractType","quarter",126961]]
*)

// 指标
// index
PUBU1^^(EMA(C,N1)+EMA(C,N1*2)+EMA(C,N1*4))/3;
PUBU2^^(EMA(C,N2)+EMA(C,N2*2)+EMA(C,N2*4))/3;
PUBU3^^(EMA(C,N3)+EMA(C,N3*2)+EMA(C,N3*4))/3;

BKVOL=0 AND BARPOS>N3 AND C>PUBU1 AND PUBU1>PUBU2 AND PUBU2>PUBU3,BPK;
SKVOL=0 AND BARPOS>N3 AND C<PUBU1 AND PUBU1<PUBU2 AND PUBU2<PUBU3,SPK;

C<PUBU3,SP(BKVOL);
C>PUBU3,BP(SKVOL);
C<PUBU2 AND PUBU1<PUBU2 AND C>BKPRICE,SP(BKVOL);
C>PUBU2 AND PUBU1>PUBU2 AND C<SKPRICE,BP(SKVOL);
AUTOFILTER;
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6