Indeks Pergerakan Arah (DMI) dan Strategi Tinggi Rendah

MyLanguage

High&Low

Common strategy

Created: 2018-12-01 18:29:53

Last modified: 7 years ago

Copy: 103

阿基米德的浴缸

Followers

Nama Strategi: Indeks Pergerakan Berarah (DMI) & Strategi Titik Tinggi Rendah
Kitaran Data: 5M
Sokongan: Niaga Hadapan Komoditi, Mata Wang Digital
Laman Web Rasmi: www.quantinfo.com

Carta Utama:
Indikator AMA1, Formula: AMA1^^EMA(DMA(CLOSE,CQ1),2);

Indikator AMA2, Formula: AMA2^^EMA(DMA(CLOSE,CQ2),2);

Source

MyLang

(*backtest
start: 2018-11-04 00:00:00
end: 2018-11-30 00:00:00
period: 5m
exchanges: [{"eid":"Futures_BitMEX","currency":"XBT_USD"}]
args: [["TradeAmount",100,126961],["ContractType","XBTUSD",126961]]
*)


DIR1:=ABS(CLOSE-REF(CLOSE,N));
VIR1:=SUM(ABS(CLOSE-REF(CLOSE,1)),N);
ER1:=DIR1/VIR1;

Strategy parameters

Related strategies

Relative Strength Strategy Based on Price

DMI and High-Low Strategy

Comment

All comments (0)

No data

1
20 / page