策略回测
/*backtest start: 2022-01-01 09:00:00 end: 2022-04-21 15:00:00 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb888",360008]] */ //@version=5 indicator("Inverted Hammer", overlay=true) downtrend_threshold = input.int(10, "下降趋势EMA阈值", minval=0, maxval=200, step=1, tooltip="Close must be below this EMA to be considered an inverted hammer in a downtrend") upper_wick_min = input.float(2, "最小向上 X 主体", minval=2, maxval=20, step=1, tooltip="Upper wick must be this multiple of the body size or greater") upper_wick_max = input.float(20, "最大向上 X 主体", minval=3, maxval=100, step=1, tooltip="Upper wick must be this multiple of the body size or less") lower_wick_max = input.float(1, "最大向下 X 主体", minval=.25, maxval=10, step=.25, tooltip="Lower wick must be this multiple of the body size or less") body_min = input.float(2, "K线的最小主体 %", minval=1, maxval=50, step=1, tooltip="Body must be at least this percent of the total candle range (high - low)") up_only = input.bool(false, "仅在阳线", tooltip="The close must be higher than the previous close") broke_high = input.bool(false, "突破先前高点", tooltip="The high must be higher than the previous high") bodyGreen = close > open body = math.abs(close - open) upper_wick = high - math.max(open, close) lower_wick = math.min(open, close) - low upper_wick_qualify = (body * upper_wick_min <= upper_wick) and (body * upper_wick_max >= upper_wick) and (not broke_high or high > high[1]) lower_wick_qualify = (lower_wick <= body * lower_wick_max) body_qualify = (bodyGreen or not up_only) and (body > (body_min / 100 * (high - low))) and (downtrend_threshold == 0 or close < ta.ema(close, downtrend_threshold)) invertedHammer = body_qualify and upper_wick_qualify and lower_wick_qualify ? low : na plot( invertedHammer , title="Inverted hammer", style=plot.style_circles, linewidth=12,color=color.yellow) if invertedHammer strategy.entry("buy", strategy.long)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6