回测测试
/*backtest start: 2022-01-01 09:00:00 end: 2022-06-12 15:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["v_input_int_1",12],["v_input_int_2",12],["ContractType","rb888",360008]] */ //@version=5 // Copyright (c) 2019-present, Franklin Moormann (cheatcountry) // Demark Reversal Points [CC] script may be freely distributed under the MIT license. indicator('Demark Reversal Points [CC]', max_bars_back=3000, overlay=true) inp = input(title='数据源', defval=close) res = input.timeframe(title='时间解析度', defval='') rep = input(title='允许重新绘制?', defval=false) bar = input(title='允许修改BAR颜色?', defval=true) src = request.security(syminfo.tickerid, res, inp[rep ? 0 : barstate.isrealtime ? 1 : 0])[rep ? 0 : barstate.isrealtime ? 0 : 1] length = input.int(title='周期', defval=9, minval=1) lbLength = input.int(title='Lb周期', defval=4, minval=1) uCount = 0 dCount = 0 for i = 0 to length - 1 by 1 uCount += (nz(src[i]) > nz(src[i + lbLength]) ? 1 : 0) dCount += (nz(src[i]) < nz(src[i + lbLength]) ? 1 : 0) dCount drp = dCount == length ? 1 : uCount == length ? -1 : 0 sig = drp > 0 or uCount > dCount ? 1 : drp < 0 or dCount > uCount ? -1 : 0 drpColor = sig > 0 ? color.green : sig < 0 ? color.red : color.black alertcondition(ta.crossover(drp, 0), 'Buy Signal', 'Bullish Change Detected') alertcondition(ta.crossunder(drp, 0), 'Sell Signal', 'Bearish Change Detected') barcolor(bar ? drpColor : na) plotshape(ta.crossover(drp, 0), 'Buy', shape.labelup, location.belowbar, color.new(color.green, 0), text='Buy', textcolor=color.new(color.white, 0)) plotshape(ta.crossunder(drp, 0), 'Sell', shape.labeldown, location.abovebar, color=color.new(color.red, 0), text='Sell', textcolor=color.new(color.white, 0)) buy=ta.crossover(drp, 0), sell=ta.crossunder(drp, 0) if buy strategy.entry("buy", strategy.long) else if sell strategy.entry("sell", strategy.short)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6