标定值或均线交叉策略 | FMZ

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标定值或均线交叉策略

Created: 2020-03-01 16:15:06

Last modified: 6 years ago

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标定值
高点> btc 10000 || MA(10)<MA(30)则卖出;
中坚点< btc 6725 || MA(10)>MA(30)则买入;
Stoploss为8 , 8%止损点.
周期按日线.回测数据还可以;低于日线周期回测数据不好.
本策略是用的趋势指标.
*取10000和6725的理由是根据江恩的思路.

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(*backtest
start: 2019-01-05 00:00:00
end: 2020-02-29 00:00:00
period: 1d
exchanges: [{"eid":"Huobi","currency":"BTC_USDT"}]
*)
//
MA10:=MA(C,10);
MA30:=MA(C,30);

买入开仓价:=VALUEWHEN(BARSBK=1,O);
卖出开仓价:=VALUEWHEN(BARSSK=1,O);

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回测日志 - 进度: 100.0 % - 耗时(秒): 4.339 秒 - 日志总数: 46 - 交易次数: 21 - 已完成 (Tick 683.42 KB) 0.0000
账户信息
名称定价货币交易品种手续费预估收益
Huobi USDT BTC USDT: 389.673 11364.345

6 years ago

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