第一重 超级趋势 参数:周期12,系数1 第二重 超级趋势 参数:周期8, 系数2 第三重 超级趋势 参数:周期5, 系数3
回测测试
/*backtest start: 2022-01-01 00:00:00 end: 2022-05-09 23:59:00 period: 15m basePeriod: 5m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","i2209",360008]] */ //@version=5 indicator("Supertrend", overlay=true, timeframe="", timeframe_gaps=true) NEW1_atrPeriod = input(12, "ATR1周期") NEW1_factor = input.float(1.0, "ATR1系数", step = 0.01) [supertrend_1, direction_1] = ta.supertrend(NEW1_factor, NEW1_atrPeriod) bodyMiddle_1 = plot((open + close) / 2, display=display.none) upTrend_1 = plot(direction_1 < 0 ? supertrend_1 : na, "Up Trend", color = color.green, style=plot.style_linebr) downTrend_1 = plot(direction_1 < 0? na : supertrend_1, "Down Trend", color = color.red, style=plot.style_linebr) fill(bodyMiddle_1, upTrend_1, color.new(color.green, 90), fillgaps=false) fill(bodyMiddle_1, downTrend_1, color.new(color.red, 90), fillgaps=false) NEW2_atrPeriod = input(8, "ATR2周期") NEW2_factor = input.float(2.0, "ATR2系数", step = 0.01) [supertrend_2, direction_2] = ta.supertrend(NEW2_factor, NEW2_atrPeriod) bodyMiddle_2 = plot((open + close) / 2, display=display.none) upTrend_2 = plot(direction_2 < 0 ? supertrend_2 : na, "Up Trend", color = color.green, style=plot.style_linebr) downTrend_2 = plot(direction_2 < 0? na : supertrend_2, "Down Trend", color = color.red, style=plot.style_linebr) fill(bodyMiddle_2, upTrend_2, color.new(color.green, 90), fillgaps=false) fill(bodyMiddle_2, downTrend_2, color.new(color.red, 90), fillgaps=false) NEW3_atrPeriod = input(5, "ATR3周期") NEW3_factor = input.float(3.0, "ATR3系数", step = 0.01) [supertrend_3, direction_3] = ta.supertrend(NEW3_factor, NEW3_atrPeriod) bodyMiddle_3 = plot((open + close) / 2, display=display.none) upTrend_3 = plot(direction_3 < 0 ? supertrend_3 : na, "Up Trend", color = color.green, style=plot.style_linebr) downTrend_3 = plot(direction_3 < 0? na : supertrend_3, "Down Trend", color = color.red, style=plot.style_linebr) fill(bodyMiddle_3, upTrend_3, color.new(color.green, 90), fillgaps=false) fill(bodyMiddle_3, downTrend_3, color.new(color.red, 90), fillgaps=false) if direction_1<0 and direction_2 <0 and direction_3 <0 strategy.entry("Enter Long", strategy.long) else if direction_1>0 and direction_2 >0 and direction_3 >0 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