my estrategia de lenguaje El resultado de la revisión es bueno, el disco real ha estado funcionando durante un tiempo, Raqua, el beneficio del disco real es probablemente la mitad del beneficio de la revisión, correr sin ganar el costo del disco real, el riesgo es alto y el beneficio es pequeño, cambiemos de palabra.
(*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);
¿Qué es esto?Los comentarios en el interior no siempre son exactos, y los marcadores son casuales.