双重范围过滤器策略

EMA

加密货币

创建日期: 2022-06-15 10:24:36

最后修改: 4 年前

复制: 35

点击次数: 1922

雨幕（youquant）

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226

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策略回测

策略源码

Pine

/*backtest
start: 2021-05-01 09:00:00
end: 2022-06-14 15:00:00
period: 15m
basePeriod: 5m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
args: [["ContractType","rb888",360008]]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © colinmck

策略参数