配比
//变量自动设置
if (BarInterval == 1)
{
Fast = 5;
Slow = 30;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"c9000.DCE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"fu000.SHFE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"m9000.DCE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"MA000.CZCE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"rb000.SHFE01") )
slot = 1;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"TA000.CZCE01") )
slot = 1;
}
if (BarInterval == 30)
{
Fast = 20;
Slow = 200;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"c9000.DCE130") )
slot = 5;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"fu000.SHFE130") )
slot = 4;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"m9000.DCE130") )
slot = 3;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"MA000.CZCE130") )
slot = 6;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"rb000.SHFE130") )
slot = 6;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"TA000.CZCE130") )
slot = 3;
if (Exact (Symbol + Text(bartype)+ Text(BarInterval),"JD000.CZCE130") )
slot = 4;
}
交易资金：11.5万，最大回撤资金预备：10.5万 每年盈利：6.6万 年化57%
2020年，仅有06年和17年亏损，最大亏损年2017年，亏损金额接近2.8万。亏损率24%
部分品种，数据未满20年。