Break High and Low - Volume Index Weighting Strategy
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Data cycle: multiple cycles
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Backtest can choose OKEX futures
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Contract: this_week contract
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Main chart:
none -
Secondary chart:
VJQ, calculation formula: VJQ: EMA (V* (C-REF (C, NC)), N)
Source
MyLang
(*backtest
start: 2018-04-01 00:00:00
end: 2018-05-28 00:00:00
period: 1h
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
args: [["N",100],["MINAMOUNT",10],["TradeAmount",10,126961],["ContractType","this_week",126961]]
*)
LOTS:=MAX(MINAMOUNT,INTPART(MONEYTOT/O * 0.8));
VJQ:EMA(V*(C-REF(C,NC)),N);
B:=VJQ>0;
S:=VJQ<0;Strategy parameters
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