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回测买地球系列之震荡策略

Author: qq813380629, Date: 2022-03-08 07:31:18
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(*backtest
start: 2021-10-01 00:00:00
end: 2022-01-01 00:00:00
period: 30m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT","balance":100,"fee":[0.008,0.023]}]
args: [["RunMode",1,126961],["TradeAmount",0.001,126961],["ContractType","swap",126961],["MinLot",0.001,126961],["MarginLevel",50,126961]]
*)




TC:ROUND(MONEY/C,3);
yue:MONEY;
SBK:ABS(SKVOL+BKVOL);
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:MA(TR,20); 


C>REF(H,1)+0.1*ATR  AND SKVOL=0  , SPK(TC);
C<REF(L,1)-0.1*ATR AND BKVOL=0 , BPK(TC);




SBK>TC*2,CLOSEOUT; 
SBK>TC*2,CLOSEOUT; 

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