2018-12-23 21:00:42 +08:00
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2023-07-14 18:39:48 +08:00
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> Name
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2018-12-23 21:00:42 +08:00
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2023-04-18 23:12:35 +08:00
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均线和高低点相对强弱策略Relative-Strength-Strategy-Based-on-Price
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2018-12-23 21:00:42 +08:00
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2023-07-14 18:39:48 +08:00
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> Author
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2018-12-23 21:00:42 +08:00
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2022-03-09 16:09:19 +08:00
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阿基米德的浴缸
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2018-12-23 21:00:42 +08:00
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2023-07-14 18:39:48 +08:00
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> Strategy Description
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2018-12-23 21:00:42 +08:00
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[trans]
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- 策略名称：基于价格相对强的弱策略
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- 数据周期：1H
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- 支持：商品期货、数字货币、数字货币期货
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2019-03-10 14:59:52 +08:00
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- 官方网站：www.quantinfo.com
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2018-12-23 21:00:42 +08:00
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- 主图：
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均线，公式： MAN^^MA(C,N);
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- 副图：
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无
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- Strategy Name: Relative Strength Strategy Based on Price
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- Data cycle: 1H
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- Support: Commodity Futures, Digital Currency and Digital Currency Futures
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- Main chart:
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MA, formula: MAN^^MA(C,N);
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- Secondary chart:
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none
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[/trans]
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2023-07-14 18:39:48 +08:00
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> Strategy Arguments
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2018-12-23 21:00:42 +08:00
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2023-07-14 18:39:48 +08:00
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|Argument|Default|Description|
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2018-12-23 21:00:42 +08:00
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|----|----|----|
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|N|100|均线指标参数|MA index parameter|
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|M|2|止损差价系数|stop loss difference coefficient|
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2023-07-14 18:39:48 +08:00
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> Source (MyLanguage)
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2018-12-23 21:00:42 +08:00
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``` pascal
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(*backtest
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start: 2018-02-01 00:00:00
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end: 2018-04-27 00:00:00
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period: 1h
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exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
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args: [["ContractType","rb888",126961]]
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*)
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MAN^^MA(C,N);
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B_MA:=C>MAN;
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S_MA:=C<MAN;
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S_K1:=SUM((H-C)*V,N)/SUM((H-L)*V,N)>0.5;
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B_K1:=SUM((C-L)*V,N)/SUM((H-L)*V,N)>0.5;
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CO:=IF(C>O,C-O,0);
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OC:=IF(C<O,O-C,0);
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S_K2:=SUM(OC*V,N)/SUM(ABS(C-O)*V,N)>0.5;
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B_K2:=SUM(CO*V,N)/SUM(ABS(C-O)*V,N)>0.5;
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B_K1 AND B_K2 AND B_MA AND H>=HHV(H,N),BPK;
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S_K1 AND S_K2 AND S_MA AND L<=LLV(L,N),SPK;
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STOPLOSS:=M*MA(H-L,N);
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C<BKPRICE-STOPLOSS,SP(BKVOL);
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C>SKPRICE+STOPLOSS,BP(SKVOL);
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S_MA AND BKHIGH>BKPRICE+STOPLOSS,SP(BKVOL);
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B_MA AND SKLOW<SKPRICE-STOPLOSS,BP(SKVOL);
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```
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2023-07-14 18:39:48 +08:00
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> Detail
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2018-12-23 21:00:42 +08:00
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https://www.fmz.com/strategy/129078
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2023-07-14 18:39:48 +08:00
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> Last Modified
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2018-12-23 21:00:42 +08:00
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2018-12-18 10:25:23
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