资源加载中... loading...

日本云图简化版策略

Author: 扫地僧, Date: 2021-11-04 14:59:26
Tags: 商品期货趋势My语言

  • 策略名称:日本云图简化版策略

  • 支持:商品期货

  • 适用周期:多周期

  • 官方网站:www.quantinfo.com

    img

  • 主图: 无

  • 副图: 无


(*backtest
start: 2018-06-01 00:00:00
end: 2018-09-25 00:00:00
period: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*)

//交易条件
//Trading terms
CONDITION1:=REF(CLOSE,1) > REF(CLOSE,N1)  AND REF(CLOSE,8) > REF(CLOSE,N4) AND CLOSE > OPEN AND REF(CLOSE,137)>REF(OPEN,N2) AND CLOSE > REF(OPEN,N3);
CONDITION2:=REF(CLOSE,1) < REF(CLOSE,N1)  AND REF(CLOSE,8) < REF(CLOSE,N4) AND CLOSE < OPEN AND REF(CLOSE,137)<REF(OPEN,N2) AND CLOSE < REF(OPEN,N3);

//交易系统
//Trading system
CONDITION1,BPK;
CONDITION2,SPK;

//过滤函数
//Filter function
AUTOFILTER;
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6