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EtHEriOOOm [30MIN]

通用策略
创建日期: 2022-08-02 23:44:45
最后修改: 4 年前
复制: 14
点击次数: 1272
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策略源码
Pine
strategy("EtHEriOOOm [30MIN]", overlay=true,  pyramiding=1,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.04)

//SOURCE =============================================================================================================================================================================================================================================================================================================

src                 =                   input(hl2)

// POSITION ==========================================================================================================================================================================================================================================================================================================

Position            =                   input("Both",                       title= "Longs / Shorts",                options = ["Both","Longs","Shorts"])

is_Long             =                   Position                            == "SHORT"                      ?                    na : true
is_Short            =                   Position                            == "LONG"                       ?                    na : true
策略参数
策略参数
src
Longs / Shorts
RANGE FILTER
% TP [PLOTSHAPE]
ADX
AVERAGE DIRECTIONAL INDEX
ADX OPTION
ADX LENGTH
ADX THRESHOLD
Range Filter
SAMPLING PERIOD
RANGE MULTIPLIER
Jurik Moving Average
JMA Source
JMA Resolution (选填)
JMA Allow Repainting?
JMA Length
MACD
Fast Length
Slow Length
Signal Smoothing
Fast MA
MA Length
AvgType
Volume
Volume Weight Length
Volume Weight Type
Volume To Trigger Signal
Relative Strenght Indeks
RSI lenght
RSI Source
Trend Strenght
Channel Length
Average Length
TWAP
TWAP Smoothing
TWAP Timeframe
Stoch Scalps
SCALPING
lower lenght
lenght D
smooth K
upper lenght
BACKTEST
BACKTEST
Longs
Shorts
risk
start year
start month
start day
stop year
stop month
stop day
TP/100
SL/100
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