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BTCのデータでは,毎回の請求金額は1000で固定され,毎回の請求金額は1倍になります.残高が何であれ,どう解決しますか?
(*backtest
period: 1h
exchanges: [{"eid":"Futures_BitMEX","currency":"XBT_USD"}]
args: [["TradeAmount",all,126961],["SlideTick",10,126961],["ContractType","XBTUSD",126961]]
*)
M5H^^MA(H,5);
M5L^^MA(L,5);
C>M5H,BPK;
C<M5L,SPK;
C<MA(C,5),SP;
C>MA(C,5),BP;
AUTOFILTER;
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All comments (6)
(*backtest
start: 2021-07-05 09:00:00
end: 2021-08-03 15:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*)
MA1:MA(CLOSE,5);
MA2:MA(CLOSE,20);
CROSSUP(MA1,MA2),BK;
CROSSDOWN(MA1,MA2),SK;
L<=BKPRICE * 0.97,SP;
H>=SKPRICE * 1.03,BP;
AUTOFILTER;
会触发止损，有可能先触发了平仓
5 years ago
- 1