Strategi dagangan penunjuk purata bergerak tradisional dan penunjuk KD
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Tarikh penciptaan:
2018-11-30 18:32:26
Akhirnya diubah suai:
2019-08-20 10:30:47
Salin:
125
Bilangan klik:
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Pengikut
- Nama strategi: Strategi dagangan untuk Indeks Garis Rata Tradisional dan Indeks KD
- Tempoh data: 15M, 30M dan seterusnya
- Disokong oleh: Futures Commodities, Digital Currency
- Penunjuk menggunakan baris EMA, KD, di mana baris KD menggunakan parameter lalai ((parameter penunjuk tetap 3, 3, 9)
- Laman web rasmi: quantinfo.com
Imej utama EMA rata-rata, formula: MAC^^EMA(C,N);
Gambar sampingan
Garis K dalam garis KD, formula: K: SMA ((RSV, M1,1);// purata bergerak RSV Garis D dalam garis KD, formula: D: SMA ((K, M2,1); // purata bergerak K
Kod sumber strategi
(*backtest
start: 2018-04-01 00:00:00
end: 2018-05-15 00:00:00
period: 30m
exchanges: [{"eid":"Futures_BitMEX","currency":"XBT_USD"}]
args: [["TradeAmount",100,126961],["ContractType","XBTUSD",126961]]
*)
MAC^^EMA(C,N);
NKD:=9;
M1:=3;
M2:=3;
RSV:=(CLOSE-LLV(LOW,NKD))/(HHV(HIGH,NKD)-LLV(LOW,NKD))*100; //收盘价与NKD周期最低值做差，NKD周期最高值与NKD周期最低值做差，两差之间做比值。
// (1)closing price minus the lowest value in NKD cycle,
// (2)the highest value in NKD cycle minus the lowest value in NKD cycle, then (1) divided by (2).
K:SMA(RSV,M1,1); // RSV的移动平均值
// MA of RSV
D:SMA(K,M2,1); // K的移动平均值
// MA of K
BARPOS>N AND C>MAC AND K<D,BK;
BARPOS>N AND C<MAC AND K>D,SK;
C<=BKPRICE*(1-SLOSS*0.01),SP(BKVOL);
C>=SKPRICE*(1+SLOSS*0.01),BP(SKVOL);
C>=BKPRICE*(1+SLOSS*0.01) AND C<MAC,SP(BKVOL);
C<=SKPRICE*(1-SLOSS*0.01) AND C>MAC,BP(SKVOL);