my language strategy The results of the review are good, the real discs run for a while, Raqua, the real discs profit is probably half of the real discs profit, the run does not win the real discs fee, the risk is high and the profit is small, let's change the words.
(*backtest
start: 2022-04-01 00:00:00
end: 2022-04-09 00:00:00
period: 5m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT","balance":100}]
args: [["N",1],["BLD",1],["RunMode",1,126961],["MaxCacheLen",3000,126961],["ContractType","swap",126961],["MinLot",0.001,126961],["LoopInterval",1,126961],["SyncDelay",1,126961],["MarginLevel",50,126961]]
*)
//幅图
N := 26; // 参数范围 5, 300
M := 26; // 参数范围 1, 100
P := 2; // 参数范围 1, 10
MID:=MA(CLOSE,N);
TMP2:=STD(CLOSE,M);
TOP:=MID+P*TMP2;
BOTTOM:=MID-P*TMP2;
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
//斜率:SLOPE(avg,len);// 对均线计算回归斜率
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR:=WMA(TR,26); //求26个周期内真实波幅的简单移动平均
//TC:0.002;//MAX(ROUND(0.002*MONEY/500,3),0.002);//手续费0.023，杠杆50倍
账户金额:MONEY;
zongtc:=ABS(BKVOL+SKVOL);
//H20^^HHV(H,20)/2+LLV(L,20)/2;
//H10^^HHV(H,10)/2+LLV(L,10)/2;
BLD=0 AND FX=0 AND BKVOL=0 AND SKVOL=0 AND CROSS(CLOSE,BOTTOM),BK(TC);//价格上穿布林带下轨开多
BLD=1 AND FX=0 AND BKVOL=0 AND SKVOL=0 AND CROSS(CLOSE,MID),BK(TC);//价格上穿布林带中轨开多
FX=0 AND ISLASTBK AND C < BKPRICE-ATR*CJ , BK(ROUND(XX*BKVOL,3));
//双向
BLD=0 AND FX=2 AND BKVOL=0 AND SKVOL=0 AND CROSS(CLOSE,BOTTOM),BK(TC);//价格上穿布林带下轨开多
BLD=1 AND FX=2 AND BKVOL=0 AND SKVOL=0 AND CROSS(CLOSE,MID),BK(TC);//价格上穿布林带中轨开多
FX=2 AND ISLASTBK AND C < BKPRICE-ATR*CJ , BK(ROUND(XX*BKVOL,3));
//多止盈
BKVOL>0 AND C > BKPRICEAV+ATR*CJ2 , SP(BKVOL);
BKVOL>=0.008 AND C > BKPRICEAV+(ATR*CJ2)/2 , SP(0.001);
//多=0空=1双向=2
BLD=0 AND FX=1 AND BKVOL=0 AND SKVOL=0 AND CROSS(BOTTOM,CLOSE),SK(TC);//价格下穿布林带上轨开空
BLD=1 AND FX=1 AND BKVOL=0 AND SKVOL=0 AND CROSS(MID,CLOSE),SK(TC);//价格下穿布林带中轨开空
FX=1 AND ISLASTSK AND C > SKPRICE + CJ*ATR, SK(ROUND(XX*SKVOL,3));
//双向
BLD=0 AND FX=2 AND BKVOL=0 AND SKVOL=0 AND CROSS(BOTTOM,CLOSE),SK(TC);//价格下穿布林带上轨开空
BLD=1 AND FX=2 AND BKVOL=0 AND SKVOL=0 AND CROSS(MID,CLOSE),SK(TC);//价格下穿布林带中轨开空
FX=2 AND ISLASTSK AND C > SKPRICE + CJ*ATR, SK(ROUND(XX*SKVOL,3));
SKVOL>0 AND C < SKPRICEAV - CJ2*ATR , BP(SKVOL);
SKVOL>=0.008 AND C < SKPRICEAV - (CJ2*ATR)/2 , BP(0.001);
TRADE_AGAIN(FB);
AllyThe comments in the headline are not necessarily accurate, and they are marked as such.