混沌操作法策略
Author: 扫地僧, Date: 2021-11-04 14:58:18Tags: 商品期货趋势My语言
- 策略名称：混沌操作法策略
- 支持：商品期货 ， 数字货币， 数字货币期货
- 使用周期：日线
-
主图：
Y线，公式：Y^^SMA(REF(HL,N3),N4,1);
YRG最大，公式：MAX_YRG^^MAX(MAX(Y,R),G);
YRG最小，公式：MIN_YRG^^MIN(MIN(Y,R),G);
TOP_FRACTAL，公式：TOP_FRACTAL^^VALUEWHEN(H>=MAX_YRG,TOP);
BOTTOM_FRACTAL，公式：BOTTOM_FRACTAL^^VALUEWHEN(L<=MIN_YRG,BOTTOM);
(*backtest
start: 2021-05-31 00:00:00
end: 2022-05-30 23:59:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*)
N3:=N1+N2;
N4:=N2+N3;
HL:=(H+L)/2;
Y^^SMA(REF(HL,N3),N4,1);
R:=SMA(REF(HL,N2),N3,1);
G:=SMA(REF(HL,N1),N2,1);
TOP_N:=BARSLAST(REF(H,2)=HHV(H,5))+2;
BOTTOM_N:=BARSLAST(REF(L,2)=LLV(L,5))+2;
TOP:=REF(H,TOP_N);
BOTTOM:=REF(L,BOTTOM_N);
MAX_YRG^^MAX(MAX(Y,R),G);
MIN_YRG^^MIN(MIN(Y,R),G);
TOP_FRACTAL^^VALUEWHEN(H>=MAX_YRG,TOP);
BOTTOM_FRACTAL^^VALUEWHEN(L<=MIN_YRG,BOTTOM);
BKVOL=0 AND C>=TOP_FRACTAL AND TOP_FRACTAL>MAX_YRG,BPK;
SKVOL=0 AND C<=BOTTOM_FRACTAL AND BOTTOM_FRACTAL<MIN_YRG,SPK;
C<Y,SP(BKVOL);
C>Y,BP(SKVOL);
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6