(*backtest start: 2019-01-01 00:00:00 end: 2020-09-26 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 hh^^HHV(H,len);//取一定周期内的最高价 ll^^LLV(L,len);//取一定周期内的最低价 hl2^^(hh+ll)/2;//最高价、最低价的平均值 avg^^MA(hl2,5);//对平均值计算平滑移动均线 ss:SLOPE(avg,len);// 对均线计算回归斜率 ss<REF(ss,1),SPK;//当斜率变小说明行情动能减弱,有下跌趋势,平多做空 ss>REF(ss,1),BPK;//当斜率变大说明行情动能不断增加,有上升趋势,平空做多 AUTOFILTER;
梭哈兔 泊寓的实盘没了
d2020d avg^^MA(hl2,5),周期为什么设置5?
homily 哪里没了