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唐奇安通道
Author:
yuzy, Date: 2022-11-14 14:49:49
Tags:
'''backtest
start: 2021-11-16 09:00:00
end: 2022-11-15 15:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
'''
p = ext.NewPositionManager()
mp = 0
def onTick():
_C(exchange.SetContractType,symbol)
bar = _C(exchange.GetRecords)
if len(bar) < 100 :
return
close_last = bar[-2]["Close"]
bar.pop()
on_line = TA.Highest(bar,55,"High")*a
under_line = TA.Lowest(bar,55,"Low")*b
mid_line = (on_line + under_line)/2
global mp
if mp == 1 and close_last < mid_line :
p.Cover(symbol)
mp = 0
if mp == -1 and close_last > mid_line :
p.Cover(symbol)
mp = 0
if mp == 0 :
if close_last > mid_line :
p.OpenLong(symbol, 1)
mp = 1
elif close_last < mid_line :
p.OpenShort(symbol, 1)
mp = -1
def main():
while True:
if exchange.IO("status"):
onTick()
LogStatus(_D(),"已连接")
else:
LogStatus(_D(),"未连接")
Sleep(1000)
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6