策略名称:基于价格相对强的弱策略
数据周期:1H
支持:商品期货
官方网站:www.quantinfo.com
主图: 均线,公式: MAN^^MA(C,N);
副图: 无
(*backtest start: 2018-02-01 00:00:00 end: 2018-04-27 00:00:00 period: 1h exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb888",126961]] *) MAN^^MA(C,N); B_MA:=C>MAN; S_MA:=C<MAN; S_K1:=SUM((H-C)*V,N)/SUM((H-L)*V,N)>0.5; B_K1:=SUM((C-L)*V,N)/SUM((H-L)*V,N)>0.5; CO:=IF(C>O,C-O,0); OC:=IF(C<O,O-C,0); S_K2:=SUM(OC*V,N)/SUM(ABS(C-O)*V,N)>0.5; B_K2:=SUM(CO*V,N)/SUM(ABS(C-O)*V,N)>0.5; B_K1 AND B_K2 AND B_MA AND H>=HHV(H,N),BPK; S_K1 AND S_K2 AND S_MA AND L<=LLV(L,N),SPK; STOPLOSS:=M*MA(H-L,N); C<BKPRICE-STOPLOSS,SP(BKVOL); C>SKPRICE+STOPLOSS,BP(SKVOL); S_MA AND BKHIGH>BKPRICE+STOPLOSS,SP(BKVOL); B_MA AND SKLOW<SKPRICE-STOPLOSS,BP(SKVOL);template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6