Relative Strength Strategy Based on Price

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High&Low

Common strategy

Created: 2018-12-06 09:28:45

Last modified: 7 years ago

Copy: 205

阿基米德的浴缸

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Strategy Name: Relative Strength Strategy Based on Price
Data cycle: 1H
Support: Commodity Futures, Digital Currency and Digital Currency Futures
Main chart:
MA, formula: MAN^^MA(C,N);
Secondary chart:
none

Source

MyLang

(*backtest
start: 2018-02-01 00:00:00
end: 2018-04-27 00:00:00
period: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
args: [["ContractType","rb888",126961]]
*)

MAN^^MA(C,N);
B_MA:=C>MAN;
S_MA:=C<MAN;

Strategy parameters

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Relative Strength Strategy Based on Price

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