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Simplified Version of ICHIMOKU KINKO HYO Strategy

Author: littleDreamXX, Date: 2018-12-06 09:49:27
Tags: Commodity-futures MyLanguage

  • Strategy Name: Simplified Version of ICHIMOKU KINKO HYO Strategy

  • Support: Commodity Futures

  • Applicable cycle: multi-cycle

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  • Main chart: none

  • Secondary chart: none


(*backtest
start: 2018-06-01 00:00:00
end: 2018-09-25 00:00:00
period: 1h
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*)

//交易条件
//Trading terms
CONDITION1:=REF(CLOSE,1) > REF(CLOSE,N1)  AND REF(CLOSE,8) > REF(CLOSE,N4) AND CLOSE > OPEN AND REF(CLOSE,137)>REF(OPEN,N2) AND CLOSE > REF(OPEN,N3);
CONDITION2:=REF(CLOSE,1) < REF(CLOSE,N1)  AND REF(CLOSE,8) < REF(CLOSE,N4) AND CLOSE < OPEN AND REF(CLOSE,137)<REF(OPEN,N2) AND CLOSE < REF(OPEN,N3);

//交易系统
//Trading system
CONDITION1,BPK;
CONDITION2,SPK;

//过滤函数
//Filter function
AUTOFILTER;

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