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RUMI策略

Author: 扫地僧, Date: 2021-11-04 14:58:55
Tags: 商品期货趋势My语言

  • 策略名称:RUMI策略

  • 适用周期:多周期

  • 支持:商品期货、数字货币期货、数字货币现货

  • 官方网站:www.quantinfo.com

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  • 主图: 无

  • 副图: AOS指标,公式: AOS:MA(OS,N3);


(*backtest
start: 2018-01-01 00:00:00
end: 2018-01-07 00:00:00
period: 5m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
args: [["TradeAmount",100,126961],["ContractType","this_week",126961]]
*)

OS:=MA(CLOSE,N1)-EMA2(CLOSE,N2);
AOS:MA(OS,N3);
CONDITION1:=CROSSUP(AOS,0);
CONDITION2:=CROSSDOWN(AOS,0);
CONDITION1,BPK;
CONDITION2,SPK;
AUTOFILTER;
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6