0
Follow
0
Followers
代码像这样的
GG<0.001, BK(1);
DD>-0.001,SP(BKVOL);
DD>-0.001, SK(1);
GG<0.001,BP(SKVOL);
比方说在一分钟k线,我想低于这个数值的每个k线(每分钟)都补一次仓,然后卖的时候就全卖。但是这样写的话,回测的时候就只要最开始的时候有2个K线入了,我该怎么改?
还有一个疑问,我想每次入仓只在金额的1%,应该怎么改?
求大佬请教。
Related Recommendations
How to Specify Different Versions of Data for the Rented Strategy by Its Rental Code MetadataAdvanced Tutorial for FMZ Quant platform Strategy WritingElementary Tutorial for FMZ Quant platform Strategy WritingGet Started with FMZ Quant PlatformSECURITY BUGI keep getting error: Exchange_GetAccount: Invalid ContractTypeWe have an incredibly profitable market making algorithm for sideways markets on Bitmex - but need expert to help eliminate wait times during downward volatility in the marketError with deribitLimitations of the backtesting engineHow to install ta-lib on linux docker?