# Simple multi-variety commodity futures moving average line strategy

Author: , Created: 2018-08-31 11:36:35, Updated: 2019-12-03 17:33:28

Simple multi-variety commodity futures moving average line strategy www.fmz.com

The commodity futures library implements the strategic framework of the \$.CTA function. With this strategy framework, a multi-variety strategy of concurrent stable and real market strategy can be achieved in just a few dozen lines.

``````function main() {
// using commodity futures library of the CTA strategy framework
\$.CTA(Symbols, function(st) {
var r = st.records
var mp = st.position.amount
var symbol = st.symbol
/*
r is the K line, mp is the current variety position, positive number refers to long positions, negative number refers to short position, 0 means no position,
symbol refers to variety name
The return value is n:
n = 0 : Refers to close all position (regardless of the current holdings position)
n > 0 : If there are currently holding long positions, adding n long positions, if the current position is short position, then close n short positions,
if n is greater than the current holding position, then open long positions
n < 0 : If the current position is short position, adding n short positions. If the current position is long positions, then close n long positions.
If -n is greater than the current holding position, then open short position.
No return value means doing nothing
*/
if (r.length < SlowPeriod) {
return
}
var cross = _Cross(TA.EMA(r, FastPeriod), TA.EMA(r, SlowPeriod));
if (mp <= 0 && cross > ConfirmPeriod) {
Log(symbol, "up cross cycle", cross, "Current holding position", mp);
return Lots * (mp < 0 ? 2 : 1)
} else if (mp >= 0 && cross < -ConfirmPeriod) {
Log(symbol, "down cross cycle", cross, "Current holding position", mp);
return -Lots * (mp > 0 ? 2 : 1)
}
});
}
``````

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