KingKeltner趋势策略_低频

Trend

ATR

Common strategy

Created: 2017-06-02 22:21:20

Last modified: 9 years ago

Copy: 81

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/*
策略出处: vnpy
策略名称: KingKeltner趋势策略
策略作者: ipqhjjybj
策略描述:
趋势跟踪策略

*/

KK_Length  			=	11	   // 计算通道中值的窗口数
kkDev 				=   1.3    // 计算通道宽度的偏差   
trailingPrcnt 		=   15    // 移动止损

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KingKeltner趋势策略_低频

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