3条EMA移动均线交叉,附测试图
本帖最后由 feiyu45 于 2020-7-4 17:04 编辑
EA策略:
多单入场及平仓:
当EMA15上穿EMA50交叉时,以收盘价做多,EMA3下穿EMA15交叉时,以开盘价平仓;
当EMA15在EMA50上方时,EMA5上穿EMA15交叉,以收盘价做多,EMA5下穿EMA15交叉,以开盘价平仓;
空单入场及平仓:
当EMA15下穿EMA50交叉时,以收盘价做空,EMA5上穿EMA15交叉时,以开盘价平仓;当EMA15在EMA50下方时,EMA5下穿EMA15交叉时,以收盘价做空,EMA5上穿EMA15交叉时,以开盘价平仓;
测试EURUSD,H4,20200101-20200623,$1000,0.1手不加仓,无止损
http://www.eazhijia.com/data/attachment/forum/202007/04/151413ap3hutu4pn4ndnpu.pnghttp://www.eazhijia.com/data/attachment/forum/202007/04/151415lufebftftememmte.pnghttp://www.eazhijia.com/data/attachment/forum/202007/04/151420b5z14bb7myi811oy.pnghttp://www.eazhijia.com/data/attachment/forum/202007/04/151422xcc4rq6ecpr76czt.pnghttp://www.eazhijia.com/data/attachment/forum/202007/04/151425nipt0nghzpi6z60j.png
各品种测试详情如下
测试信息品种时间周期结余点数
测试周期2020.01.01-06.23EURHKDH48554
起始点数1000USDTRYH47356
EMA线3/15/50USDDKKH45946
每次0.1手USDHUFH43761
EURHKDH13286
USDPLNH43267
USDDKKH13109
EURAUDH13026
GBPUSDH12434
EURAUDH42279
GBPUSDH42134
USDRUBH42025
AUDUSDH11980
GBPJPYH41974
EURUSDH41912
CADJPYH41763
EURRURH41655
EURRUBH41629
GBPSGDH41552
AUDCHFH41528
USDJPYH11524
EURUSDH11501
GBPCHFH41465
AUDJPYH11436
AUDJPYH41394
EURNZDH11385
USDCADH41378
EURRUBH11346
EURGBPH41325
CADJPYH11323
EURRURH11315
EURNZDH41305
USDJPYH41305
USDRUBH11298
AUDUSDH41277
EURGBPH11252
GBPCHFH11205
AUDCHFH11137
USDHKDH41110
SGDJPYH11106
USDCHFH11079
USDSGDH41049
CADCHFH41034
SGDJPYH41027
EURCADH11009
NZDJPYH4998
NZDCHFH4953
EURJPYH4940
AUDNZDH4912
USDHUFH1880
USDSGDH1845
AUDCADH4824
EURCHFH4819
AUDCADH1769
USDCHFH4749
NZDUSDH4718
GBPCADH4711
NZDJPYH1602
NZDSGDH4500
CADCHFH1496
NZDCHFH1488
NZDCADH4397
EURCADH4374
NZDUSDH1355
CHFJPYH4250
AUDNZDH1158
USDCNHH1130
GBPSGDH1116
EURDKKH4106
USDCADH1103
CHFJPYH1100
NZDCADH198
NZDSGDH198
GBPAUDH192
GBPJPYH189
EURCHFH183
EURNOKH182
EURDKKH181
GBPAUDH469
EURHUFH132
EURJPYH124
USDCZKH119
EURCZKH416
EURCZKH114
EURHUFH413
GBPNOKH112
GBPCADH111
EURSEKH110
USDHKDH110
USDCNHH49
USDSEKH14
CADMXNH10
CADMXNH40
CHFMXNH10
CHFMXNH40
EURMXNH10
EURMXNH40
EURNOKH40
EURPLNH10
EURPLNH40
EURSEKH40
EURTRYH10
EURTRYH40
EURZARH10
EURZARH40
GBPMXNH10
GBPMXNH40
GBPNOKH40
GBPNZDH10
GBPNZDH40
GBPPLNH10
GBPPLNH40
GBPSEKH10
GBPSEKH40
MXNJPYH10
MXNJPYH40
NZDMXNH10
NZDMXNH40
USDARSH10
USDARSH40
USDCLPH10
USDCLPH40
USDCZKH40
USDMXNH10
USDMXNH40
USDPLNH10
USDRURH10
USDRURH40
USDSEKH40
USDTRYH10
USDZARH10
USDZARH40
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