策略名称:双均线与形态策略
数据周期:15M
支持:商品期货,数字货币,数字货币期货
官方网站:www.quantinfo.com
主图: MA指标,公式: VAR3^^MA(VAR2,PARAM1); EMA指标,公式:VAR4^^EMA(VAR3,PARAM2);
副图: 无
(*backtest start: 2018-05-02 00:00:00 end: 2018-06-21 00:00:00 period: 15m exchanges: [{"eid":"Futures_BitMEX","currency":"XBT_USD"}] args: [["TradeAmount",1000,126961],["SlideTick",10,126961],["ContractType","XBTUSD",126961]] *) DIRECTION:=0; // 方向控制 // Direction control VAR2:=(HIGH+LOW+CLOSE)/3; VAR3^^MA(VAR2,PARAM1); VAR4^^EMA(VAR3,PARAM2); BOOL1:=CLOSE>REF(C,1) AND HIGH>REF(HIGH,1) AND CLOSE>OPEN; BOOL2:=CLOSE<REF(C,1) AND LOW<REF(LOW,1) AND CLOSE<OPEN; BUYPK:=BARPOS>PARAM1 AND CLOSE>VAR3 AND BOOL1 AND VAR3>VAR4; SELLPK:=BARPOS>PARAM1 AND CLOSE<VAR3 AND BOOL2 AND VAR3<VAR4; BUYJ:=CLOSE>BKPRICE AND BUYPK; SELLJ:=CLOSE<SKPRICE AND SELLPK; SELLS:=CLOSE<BKPRICE*(1-PARAM3*0.01); BUYS:=CLOSE>SKPRICE*(1+PARAM3*0.01); BKVOL=0 AND BUYPK AND DIRECTION>=0,BPK; SKVOL=0 AND SELLPK AND DIRECTION<=0,SPK; BKVOL>0 AND BUYJ,BK; SKVOL>0 AND SELLJ,SK; SELLS,SP; BUYS,BP; AUTOFILTER;template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6