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双均线策略与相对强弱RSI指标组合Combination-of-Double-MA-and-RSI.md

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Name

双均线策略与相对强弱RSI指标组合Combination-of-Double-MA-and-RSI

Author

阿基米德的浴缸

Strategy Description

[trans]

  • 策略名称：双均线策略与相对强弱RSI指标组合
  • 数据周期：15M，30M等
  • 支持：商品期货、数字货币
  • 官方网站：www.quantinfo.com

IMG

  • 主图： 均线1，公式：MA1^^EMA(C,N1); 均线2，公式：MA2^^EMA(C,N2);

  • 副图： RSI，公式：RSIVALUE:SMA(MAX(CLOSE-REF(CLOSE,1),0),LENGTH,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),LENGTH,1)*100;

||

  • Strategy Name: Combination of Double MA and RSI

  • Data Cycle: 15M, 30M, etc.

  • Support: Commodity Futures

    IMG
    IMG

  • Main chart: MA 1, formula: MA1 ^^ EMA (C, N1); MA 2, formula: MA2 ^^ EMA (C, N2);

  • Secondary chart: RSI, formula: RSIVALUE:SMA(MAX(CLOSE-REF(CLOSE,1),0),LENGTH,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),LENGTH,1)*100;

[/trans]

Strategy Arguments

Argument Default Description
SLOSS true 止损百分比
N1 50 均线1参数
N2 300 均线2参数

Source (MyLanguage)

(*backtest
start: 2018-11-05 00:00:00
end: 2018-12-05 00:00:00
period: 15m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
args: [["ContractType","this_week",126961]]
*)

MA1^^EMA(C,N1);
MA2^^EMA(C,N2);

LENGTH:=9;
OVERBOUGHT:=70;
OVERSOLD:=100-OVERBOUGHT;
RSIVALUE:SMA(MAX(CLOSE-REF(CLOSE,1),0),LENGTH,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),LENGTH,1)*100;
BUYK:=BKVOL=0 AND BARPOS>N2 AND MA1>MA2 AND C>MAX(MA1,MA2) AND CROSSUP(RSIVALUE,OVERBOUGHT);
SELLK:=SKVOL=0 AND BARPOS>N2 AND MA1<MA2 AND C<MIN(MA1,MA2) AND CROSSDOWN(RSIVALUE,OVERSOLD);
SELLY:=MA1<MA2 AND C>BKPRICE*(1+SLOSS*0.01);
BUYY:=MA1>MA2 AND C<SKPRICE*(1-SLOSS*0.01);
SELLS:=C<BKPRICE*(1-SLOSS*0.01);
BUYS:=C>SKPRICE*(1+SLOSS*0.01);

BUYK,BK;
SELLK,SK;
SELLY,SP(BKVOL);
BUYY,BP(SKVOL);
SELLS,SP(BKVOL);
BUYS,BP(SKVOL);

Detail

https://www.fmz.com/strategy/128250

Last Modified

2019-08-20 10:29:50