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(*backtest
start: 2019-01-01 00:00:00
end: 2021-01-31 00:00:00
period: 1h
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD","fee":[0.05,0.05]}]
args: [["TradeAmount",200,126961],["ContractType","quarter",126961]]
*)
//len:=35;//设计周期数
liang:=INTPART(MONEYTOT*REF(C,1)/100)*0.5;
hh^^HHV(H,len);//取一定周期内的最高价策略参数
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