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Gambaran keseluruhan keuntungan ujian belakang simulasi ialah hanya terdapat jualan tetapi tiada pembelian.
Created 2020-12-07 23:24:34
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Seperti yang ditunjukkan dalam gambar di atas, apabila saya menguji perdagangan mata wang tunai, saya dapati bahawa carta gambaran pendapatan menganggap pembelian sebagai simpanan kosong dan menjual tanpa statistik, saya tidak tahu siapa Tuhan yang boleh menunjukkannya.
Ia jugaexchange.GetPosition()Kaedah untuk mendapatkan pegangan tidak disokong dalam tinjauan semula.
Kodnya adalah seperti berikut:
javascript
/*backtest
start: 2020-05-01 00:00:00
end: 2020-12-03 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Huobi","currency":"BTC_USDT"}]
*/
var times = 0;
var lasttime = null;
var hasPosition = false; //持仓数量
function main() {
Log("strategy started.");
while(true){
var records = _C(exchange.GetRecords, PERIOD_D1);
records = records.slice(-20);
var {Time} = records[records.length - 1];
if(lasttime != Time){
lasttime = Time;
var fast = TA.MA(records, 5);
var slow = TA.MA(records, 20);
var lastFast1 = fast[fast.length - 2];
var lastSlow1 = slow[slow.length - 2];
var lastFast2 = fast[fast.length - 3];
var lastSlow2 = slow[slow.length - 3];
if(lastFast2 < lastSlow2 && lastFast1 > lastSlow1 && !hasPosition){
//当前为金叉
//$.Buy(0.001);
exchange.Buy(-1, 0.01);
hasPosition = true;
}
if(lastFast2 > lastSlow2 && lastFast1 < lastSlow1 && hasPosition){
//当前为死叉
exchange.Sell(-1, 0.01);
hasPosition = false;
}
}
}
}
function init() {
const account = _C(exchange.GetAccount);
Log('strategy inted.', exchange.GetName(), account);
}
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