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RUMI策略|RUMI Strategy.md

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策略名称

RUMI策略|RUMI Strategy

策略作者

littleDreamXX

策略描述

[trans]

  • 策略名称：RUMI策略

  • 适用周期：多周期

  • 支持：商品期货、数字货币期货、数字货币现货

  • 官方网站：www.quantinfo.com

    IMG

    IMG

  • 主图： 无

  • 副图： AOS指标，公式： AOS:MA(OS,N3);

||

  • Strategy Name: RUMI Strategy

  • Applicable cycle: multi-cycle

  • Support: Commodity Futures, Digital Currency Futures, Digital Currency Spot

    IMG
    IMG

  • Main chart: none

  • Secondary chart: AOS index, formula: AOS:MA(OS,N3);

[/trans]

策略参数

参数 默认值 描述
N1 3 AOS指标参数1
N2 100 AOS指标参数2
N3 30 AOS指标参数3

源码 (麦语言)

(*backtest
start: 2018-01-01 00:00:00
end: 2018-01-07 00:00:00
period: 5m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
args: [["TradeAmount",100,126961],["ContractType","this_week",126961]]
*)

OS:=MA(CLOSE,N1)-EMA2(CLOSE,N2);
AOS:MA(OS,N3);
CONDITION1:=CROSSUP(AOS,0);
CONDITION2:=CROSSDOWN(AOS,0);
CONDITION1,BPK;
CONDITION2,SPK;
AUTOFILTER;

策略出处

https://www.fmz.com/strategy/129082

更新时间

2018-12-17 18:19:15