当满足以下标准时,此策略将产生买入或卖出信号:
9个均线交叉21个均线 最近关闭的K线BAR的平均体积比之前的5支蜡烛高出15% 反转 价格超过9均线
您可以随意使用和修改。交易愉快!
回测测试
/*backtest start: 2021-12-01 09:00:00 end: 2022-04-19 15:00:00 period: 5m basePeriod: 1m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb888",360008]] */ //@version=5 //Author: Andrew Shubitowski strategy("Buy/Sell Strat", overlay = true) //Define EMAs & Crossovers (Feature 2) a = ta.ema(close, 9) b = ta.ema(close, 21) crossUp = ta.crossover(a, b) crossDown = ta.crossunder(a, b) //Define & calc volume averages (Feature 1) float volAvg = 0 for i = 1 to 5 volAvg := volAvg + volume[i] volAvg := volAvg / 5 //Define candlestick pattern recongition (Feature 4) bool reversalPatternUp = false bool reversalPatternDown = false if (close > close[1] and close[1] > close [2] and close[3] > close[2] and close > close[3]) reversalPatternUp := true if (close < close[1] and close[1] < close [2] and close[3] < close[2] and close < close[3]) reversalPatternDown := true //Execute trade (Feature 3 + 5) if (crossUp) strategy.entry("long", strategy.long, when = ((volume * 0.85) > volAvg and close > a and reversalPatternUp == true)) if (crossDown) strategy.entry("short", strategy.short, when = ((volume * 0.85) > volAvg and close < a and reversalPatternDown == true)) //Exit strategy (New Feature) //close_condition_long = close < a //close_condition_short = close > a //if (close_condition_long) // strategy.close("long") // //if (close_condition_short) // strategy.close("short") //plot the EMAs plot(a, title = "Fast EMA", color = color.green) plot(b, title = "Slow EMA", color = color.blue) //Some visual validation parameters //plotchar(volAvg, "Volume", "", location.top, color.aqua) //*TEST* volume calc check //plotshape(reversalPatternUp, style = shape.arrowup, color = color.aqua) //*TEST* reversal check //plotshape(reversalPatternDown, style = shape.arrowup, location = location.belowbar, color = color.red) //*TEST* reversal checktemplate: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6