回测测试
/*backtest start: 2021-12-01 00:00:00 end: 2022-05-25 00:00:00 period: 5m basePeriod: 1m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["v_input_int_2",30],["v_input_int_3",60],["ContractType","rb2210",360008]] */ //@version=5 indicator("3EMA ", overlay=true) short = input.int(20, "短期EMA均线周期") mid = input.int(30, "中期EMA均线周期") long = input.int(60, "长期EMA均线周期") short_ma = ta.ema(close, short) mid_ma = ta.ema(close, mid) long_ma = ta.ema(close, long) long_condition = (short_ma > mid_ma) and (mid_ma > long_ma) and (ta.rising(mid_ma, 2)) IN_LONG_AREA = long_condition and (close > mid_ma) and (close <= short_ma) short_condition = (short_ma < mid_ma) and (mid_ma < long_ma) and (ta.falling(mid_ma, 2)) IN_SHORT_AREA = short_condition and (close <= mid_ma) and (close > short_ma) if IN_LONG_AREA alert("Long " +timeframe.period+" "+ syminfo.basecurrency) else if IN_SHORT_AREA alert("Short " +timeframe.period+" "+ syminfo.basecurrency) p3 = plot(long_ma, color=color.red, linewidth=1, title='LONG EMA') p2 = plot(mid_ma, color=color.orange, linewidth=1, title='MID EMA') p1 = plot(short_ma, color=color.green, linewidth=1, title='SHORT EMA') fill(p1, p2, color=long_condition?color.new(color.green, 65):color.new(color.white, 100)) fill(p1, p2, color=short_condition?color.new(color.red, 65):color.new(color.white, 100)) bgcolor(IN_LONG_AREA ? color.new(color.green, 90) : na) bgcolor(IN_SHORT_AREA ? color.new(color.red, 90) : na) if IN_LONG_AREA strategy.entry("Enter Long", strategy.long) else if IN_SHORT_AREA strategy.entry("Enter Short", strategy.short)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6