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双均线实盘

Author: ianzeng123, Date: 2024-07-01 14:16:06
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/*backtest
start: 2024-01-05 09:00:00
end: 2024-06-06 22:51:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
args: [["symbol","sc888,i888"]]
*/

function main() {

    $.CTA(symbol, function(st) {

        Log('i', $.WinLossCount('i'))
        Log('sc', $.WinLossCount('sc'))

        var r = st.records

        if (r.length < longPeriod) {
            return
        }

        var long_line = talib.MA(r, longPeriod)
        var short_line = talib.MA(r, shortPeriod)

        var long_signal = short_line[r.length - 2] > long_line[r.length - 2]
        var short_signal = short_line[r.length - 2] < long_line[r.length - 2]

        if (st.position.amount <= 0 && long_signal ) {
            Log("当前持仓: ", st.position);
            return st.position.amount < 0 ? 2 : 1
        } else if (st.position.amount >= 0 && short_signal) {
            Log("当前持仓: ", st.position);
            return st.position.amount > 0 ? -2 : -1
        }


    })
}

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