策略回测
/*backtest start: 2022-01-01 00:00:00 end: 2022-05-26 00:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb2210",360008]] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © subhajitbhattacharya //@version=5 indicator('Moving Average Colored EMA/SMA', overlay=true, precision=2) gr1 = "Moving Average Colored EMA/SMA" emaplot = input(true, title='显示EMA在图表上',group=gr1) len = input.int(13, minval=1, title='Ema周期',group=gr1) src = close out = ta.ema(src, len) up = out > out[1] down = out < out[1] mycolor = up ? color.green : down ? color.red : color.blue plot(out and emaplot ? out : na, title='EMA', color=mycolor, linewidth=3) smaplot = input(true, title='显示SMA在图表上',group=gr1) len2 = input.int(15, minval=1, title='Sma周期',group=gr1) src2 = close out2 = ta.sma(src2, len2) up2 = out2 > out2[1] down2 = out2 < out2[1] mycolor2 = up2 ? color.green : down2 ? color.red : color.blue plot(out2 and smaplot ? out2 : na, title='SMA', color=mycolor2, linewidth=1) //===================== Holders Sentiment ================================================== gr2 = 'Holders Sentiment' length = input.int(20,title="周期",group=gr2) src3 = input(close, title='数据源',group=gr2) zeroline = 0 // hzplot = plot(zeroline, color=color.new(color.black, 0)) difabs = (src3[0] - src3[length]) / src3[length] * 100 plotColour = difabs > 0 ? color.green : color.red // changeplot = plot(difabs, color=plotColour, linewidth=2) // fill(plot1=changeplot, plot2=hzplot, color=color.new(color.blue, 90)) //================ Supertrend ================================================ gr3 = "Supertrend" tf = input.timeframe('D', "引用数据的K线周期",group=gr3) atrPeriod = input(10, "ATR周期",group=gr3) factor = input.float(3.0, "系数", step = 0.01,group=gr3) [supertrend, direction] = request.security(syminfo.tickerid, tf, ta.supertrend(factor, atrPeriod), barmerge.gaps_off, barmerge.lookahead_off) bodyMiddle = plot((open + close) / 2, display=display.none) upTrend = plot(direction < 0 ? supertrend : na, "Up Trend", color = color.green, style=plot.style_linebr) downTrend = plot(direction < 0? na : supertrend, "Down Trend", color = color.red, style=plot.style_linebr) //fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false) //fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false) //================================================================================= bs1 = ta.crossover(out,out2) ? 1 : ta.crossunder(out,out2) ? -1 : 0 bs2 = difabs > 0 ? 1 : -1 bs3 = direction < 0 ? 1 : -1 bs = 0 bs := bs1 == 1 and bs2 == 1 and bs3 == 1 ? 1 : bs1 == -1 and bs2 == -1 and bs3 == -1 ? -1 : 0 buy = bs == 1 and nz(bs[1]) !=1 sell = bs == -1 and nz(bs[1]) != -1 //bgcolor(buy ? color.new(#00ff00, 50) : na) //if buy // label.new(bar_index, low, yloc = yloc.belowbar, text="Buy", textcolor = #00ff00, size = size.large, style=label.style_none) // //bgcolor(sell ? color.new(#b92ad8, 80) : na) //if sell // label.new(bar_index,high, yloc = yloc.abovebar, text="Sell", textcolor = #b92ad8, size = size.large, style=label.style_none) alertcondition(buy, title='Buy Alert', message='Buy') alertcondition(sell, title='sell Alert', message='Sell') if buy strategy.entry("Enter Long", strategy.long) else if sell 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