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
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