策略回测
/*backtest start: 2022-01-01 09:00:00 end: 2022-06-14 15:00:00 period: 30m basePeriod: 15m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["ContractType","rb888",360008]] */ //@version=4 study("SAR -high and low",overlay = true) // INPUTS // // start = input(0.02, title="起始") increment = input(0.02, title="增量") maximum = input(0.2, title="最大值") s1 = sar(start, increment, maximum) pc = close < s1 ? color.red : color.green plot(s1, style=plot.style_cross, color=pc) // lookBack = input(40, title="回看周期") // multi = input(2, title="乘数", minval=0.001, maxval=2) mean = ema(s1 ,lookBack) stddev = multi * stdev(s1, lookBack) b = mean + stddev s2 = mean - stddev low1 = crossover(s1, s2) high1 = crossunder(s1, b) meanp = plot(mean, title="Mean", color=color.gray) bsign = plot(b, title="Upper Deviation Line", color=color.green, linewidth=2) ssign = plot(s2, title="Lower Deviation Line", color=color.red, linewidth=2) fill(bsign, meanp, title="Upper Deviation fill", color=color.green) fill(meanp, ssign, title="Lower Deviation fill", color=color.red) plotshape(low1, title="low", text="low", color=color.green, style=shape.labelup, location=location.belowbar, size=size.small, textcolor=color.white, transp=0) //plot for buy icon plotshape(high1, title="high", text="high", color=color.red, style=shape.labeldown, location=location.abovebar, size=size.small, textcolor=color.white, transp=0) //plot for sell icon if low1 strategy.entry("buy", strategy.long) else if high1 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