Strategi saluran berdasarkan indikator volatilitas ATR
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- Nama: Strategi saluran yang dibangun berdasarkan indikator volatilitas ATR
- Think Path: Strategi Adaptasi Saluran, Stop Loss Tetap + Float Stop
- Siklus data: Multisiklus
- OKEX berjangka
- Kontrak: this_week minggu ini
- Situs resmi: www.quantinfo.com
-
Gambar utama:
Gambar UBAND, rumus: UBAND^^MAC+MATR;
Gambar DBAND, rumus: DBAND^^MAC-MATR; -
Sub-gambar:
tidak ada
Source
MyLang
(*backtest
start: 2018-06-01 00:00:00
end: 2018-07-01 00:00:00
period: 1h
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
args: [["TradeAmount",10,126961],["ContractType","this_week",126961]]
*)
TR1:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:=MA(TR1,N);
MAC:=MA(C,N);Strategy parameters
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