超级趋势跟踪止盈策略

通用策略

创建日期: 2022-09-22 11:39:56

最后修改: 2 年前

复制: 46

点击次数: 2594

雨幕（youquant）

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策略源码

Pine

/*backtest
start: 2022-03-01 09:00:00
end: 2022-09-21 15:00:00
period: 1d
basePeriod: 1m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
args: [["v_input_1",150],["RunMode",1,360008],["ContractType","rb2301",360008]]
*/

varip trail_price = na
varip offset = input(50, "offset")
varip tradeBarIndex = 0

策略参数