这是一个测试,只是在测试pine脚本 已为每个人创建4EMA指标。
回测测试
/*backtest start: 2022-03-01 09:00:00 end: 2022-05-29 15:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb2210",360008]] */ //@version=4 study("Hull-4ema", overlay=true) // ————— Inputs price = input(hl2, title="数据源") //for charting the indicator on higher aggregation periods eg. hourly hull on 15 min chart //comment out the price variable above, and uncomment code below //note: syminfo.tickerid doesn't work when you are charting a ratio of different tickers eg. ETH/BTC*100 //res = input(title="Resolution",type=input.resolution,defval="60") //src = input(hl2, title="Source") //price = security(syminfo.tickerid,res,src) HMA_Length = input(21, "HMA周期", type=input.integer) lookback = input(2, "回看周期", type=input.integer) ShowHullSupResLines = input(false, "显示HullSup/重新画线", type=input.bool) ShowBuySellArrows = input(false, "显示买入卖出箭头", type=input.bool) ShowDivergenceLabel = input(false, "显示背离标签", type=input.bool) ExtendSupResLines = input(false, "扩展LocalSup/重新画线", type=input.bool) // ————— Calculations HMA = hma(price, HMA_Length) delta = HMA[1] - HMA[lookback + 1] delta_per_bar = delta/lookback next_bar = HMA[1] + delta_per_bar concavity = HMA > next_bar ? 1 : -1 //turningpoint = concavity[1] != concavity ? HMA[1] : na //plot(turningpoint, "turningpoint", color=color.white, linewidth=1, style=plot.style_circles, offset=-1) O_R = HMA > HMA[1] ? '#ff7f00' : '#ff0000' DG_G = HMA < HMA[1] ? '#025f02' : '#00fa03' // ————— Plots plot(HMA, "HMA", color=concavity != -1 ? DG_G : O_R, linewidth=3) //MA_Min and MA_Max Points only MA_Min = HMA > HMA[1] and HMA[1] < HMA[2] ? HMA[1] : na MA_Max = HMA < HMA[1] and HMA[1] > HMA[2] ? HMA[1] : na //MA_Min and MA_Max Series saveMA_Min = valuewhen(HMA > HMA[1] and HMA[1] < HMA[2], HMA[1], 0) saveMA_Max = valuewhen(HMA < HMA[1] and HMA[1] > HMA[2], HMA[1], 0) //Draw MA_Min/MA_Max as lines from series or just points plot(ShowHullSupResLines ? saveMA_Min : MA_Min, "MA_Min/Hull Support", style = plot.style_circles, color = #00fa03, linewidth=1, trackprice=ExtendSupResLines, offset=-1) plot(ShowHullSupResLines ? saveMA_Max : MA_Max, "MA_Max/Hull Resistance", style = plot.style_circles, color = #ff0000, linewidth=1, trackprice=ExtendSupResLines, offset=-1) //Draw Arrows at MA_Min/MA_Max plotshape(ShowBuySellArrows ? MA_Min : na, "Buy", shape.triangleup, location.belowbar, color.green, text="Buy", offset=-1) plotshape(ShowBuySellArrows ? MA_Max : na, "Sell", shape.triangledown, location.abovebar, color.red, text="Sell", offset=-1) //Divergence Label divergence = round(HMA-next_bar, precision=4) divergenceColor = if concavity<0 and divergence[1] > divergence color.red else if concavity<0 and divergence[1] < divergence color.fuchsia else if concavity>0 and divergence[1] < divergence color.green else color.yellow labelText = "Divergence:\n" + str.tostring(divergence) divergenceLabel = ShowDivergenceLabel ? label.new(x=bar_index,y=close,text=labelText,yloc=yloc.belowbar,color=divergenceColor,textcolor=color.black,style=label.style_label_up,size=size.normal) : na //label.delete(divergenceLabel[1]) // ————— Alerts alertcondition(crossover(HMA,saveMA_Min), title="Buy Signal",message="Hull Crossing above MA_Min, Bullish") alertcondition(crossunder(HMA,saveMA_Max), title="Sell Signal",message="Hull Crossing below MA_Max, Bearish") if crossover(HMA,saveMA_Min) strategy.entry("Enter Long", strategy.long) else if crossunder(HMA,saveMA_Max) strategy.entry("Enter Short", strategy.short) // //@version=4 //study(title="4 EMA", shorttitle="4EMA", overlay=true) len1 = input(8, minval=8, title="EMA周期1") len2 = input(13, minval=8, title="EMA周期2") len3 = input(21,minval=8, title="EMA周期3") len4 = input(55, minval=8, title="EMA周期4") src = input(close, title="数据源") entryema = ema(src, len1) fastema = ema(src, len2) mediumema = ema(src, len3) slowema = ema(src, len4) plot(entryema, color=color.blue, linewidth=3, title="Entry EMA") plot(fastema, color=color.purple, linewidth=3, title="Fast EMA") plot(mediumema, color=color.orange, linewidth=3, title="Medium EMA") plot(slowema, color=color.yellow, linewidth=3, title="Slow EMA") // //study(shorttitle="BB color V1.1", title="Bollinger Bands color V1.1", overlay=true) length = input(defval=50, minval=1, title ="SMA周期") src1 = input(defval=close, title="数据源") len = input(defval=2, minval=1, title="EMA周期") mult = input(defval=2.0, minval=0.001, maxval=50, title="乘数") //pr = input(defval=true, type=bool, title="Price Color" ) //Bollinger Bands basis = sma(src, length) dev = mult * stdev(src, length) upper = basis + dev lower = basis - dev price1 = ema(src, len) linecolor = price >= basis ? color.green : color.red //Affichage plot(basis, color=color.red, transp=75, title="Moving Average") p1 = plot(upper,color=color.green, transp=35, title="high band") p2 = plot(lower, color=color.red, transp=35, title="Low band") fill(p1, p2, transp=95, title="background")template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6