回测控制台：用代码测试交易策略

const len = input("Average length", 50, { min: 5, max: 400 });
const avg = ta.sma(close, len);
plot(avg, "SMA " + len, "#2F80ED");

function onBar(i) {
  if (avg[i] == null) return;                 // still warming up
  if (position === 0 && close[i] > avg[i]) long({ comment: "close above the average" });
  if (position > 0 && close[i] < avg[i]) exit("close below the average");
}

const fast = ta.ema(close, input("Fast EMA", 12, { min: 2, max: 200 }));
const slow = ta.ema(close, input("Slow EMA", 26, { min: 3, max: 400 }));
plot(fast, "Fast", "#2F80ED");
plot(slow, "Slow", "#E39B2D");

function onBar(i) {
  if (ta.crossover(fast, slow, i)) long();
  if (ta.crossunder(fast, slow, i)) short();
}

const r = ta.rsi(close, 14);
const sl = input("Stop loss %", 1.5, { min: 0.1, max: 20, step: 0.1 });
const tp = input("Take profit %", 3, { min: 0.1, max: 50, step: 0.1 });

function onBar(i) {
  if (position !== 0) return;                 // one trade at a time
  if (ta.crossover(r, 30, i)) long({ slPct: sl, tpPct: tp, comment: "RSI back above 30" });
  if (ta.crossunder(r, 70, i)) short({ slPct: sl, tpPct: tp, comment: "RSI back below 70" });
}

const a = ta.atr(14);
const hi = ta.highest(high, 20);
const mult = input("Stop (ATR multiple)", 2, { min: 0.5, max: 6, step: 0.5 });

function onBar(i) {
  if (i < 1 || a[i] == null || hi[i - 1] == null || position !== 0) return;
  if (close[i] > hi[i - 1]) {                  // a new 20-candle high
    const stop = close[i] - mult * a[i];
    const target = close[i] + 2 * mult * a[i];
    long({ sl: stop, tp: target, comment: "breakout, risk " + (mult * a[i]).toFixed(5) });
  }
}

const a = ta.atr(14);
const fast = ta.ema(close, 20), slow = ta.ema(close, 50);
let stop = null;

function onBar(i) {
  if (a[i] == null || slow[i] == null) return;
  if (position === 0) {
    stop = null;
    if (ta.crossover(fast, slow, i)) long({ comment: "trend up" });
    return;
  }
  const candidate = close[i] - 3 * a[i];
  if (stop === null || candidate > stop) {     // only ever raise it
    stop = candidate;
    stopLoss(stop);
  }
}

const adx = ind("adx", { period: 14 });      // .lines[0] ADX, [1] +DI, [2] -DI
const plusDI = adx.lines[1], minusDI = adx.lines[2];
const m = ta.macd(close, 12, 26, 9);
const minAdx = input("Minimum ADX", 25, { min: 10, max: 50 });

function onBar(i) {
  if (adx[i] == null || adx[i] < minAdx) return;
  if (ta.crossover(m.macd, m.signal, i) && plusDI[i] > minusDI[i]) long();
  if (ta.crossunder(m.macd, m.signal, i) && minusDI[i] > plusDI[i]) short();
}

const b = ta.bb(close, input("Period", 20, { min: 5, max: 200 }), input("Width", 2, { min: 0.5, max: 4, step: 0.1 }));
plot(b.upper, "Upper", "#8E44AD");
plot(b.lower, "Lower", "#8E44AD");

function onBar(i) {
  if (b.middle[i] == null) return;
  if (position === 0 && close[i] < b.lower[i]) long({ comment: "below the lower band" });
  else if (position === 0 && close[i] > b.upper[i]) short({ comment: "above the upper band" });
  else if (position > 0 && close[i] >= b.middle[i]) exit("middle band");
  else if (position < 0 && close[i] <= b.middle[i]) exit("middle band");
}

const from = input("Start hour (UTC)", 7, { min: 0, max: 23 });
const to = input("End hour (UTC)", 16, { min: 1, max: 24 });
const fast = ta.sma(close, 10), slow = ta.sma(close, 30);

function onBar(i) {
  const hour = new Date(time[i] * 1000).getUTCHours();
  if (position !== 0 && hour >= 20) { exit("end of the day"); return; }
  if (hour < from || hour >= to) return;
  if (ta.crossover(fast, slow, i)) long();
  if (ta.crossunder(fast, slow, i)) short();
}

const k = input("Range multiple", 0.5, { min: 0.1, max: 2, step: 0.1 });
const range = high.map((h, i) => (i ? high[i - 1] - low[i - 1] : null));   // the previous candle's range
const trigger = open.map((o, i) => (range[i] == null ? null : o + k * range[i]));
plot(trigger, "Trigger", "#16A085");

function onBar(i) {
  if (trigger[i] == null) return;
  if (position === 0 && close[i] > trigger[i]) {
    long({ slPct: 1, comment: "close above open + " + k + " x range" });
    log("signal at", close[i], "trigger", trigger[i]);
  } else if (position > 0 && i - entryBar >= 3) {
    exit("held 3 candles");
  }
}

const a = ta.atr(14);
const riskPct = input("Risk per trade %", 1, { min: 0.1, max: 5, step: 0.1 });
const fast = ta.ema(close, 20), slow = ta.ema(close, 50);

function onBar(i) {
  if (a[i] == null || slow[i] == null || position !== 0) return;
  if (ta.crossover(fast, slow, i)) {
    const stopDistance = 2 * a[i];
    const qty = (equity * riskPct / 100) / stopDistance;
    long({ qty: qty, sl: close[i] - stopDistance, tp: close[i] + 3 * stopDistance,
           comment: "risk " + riskPct + "%" });
  }
}

const trend = ta.sma(close, 200), fast = ta.ema(close, 20), r = ta.rsi(close, 14);

function onBar(i) {
  if (trend[i] == null || i < 5) return;
  let dipped = false;
  for (let k = 0; k < 5; k++) if (r[i - k] != null && r[i - k] < 40) dipped = true;
  if (position === 0 && close[i] > trend[i] && dipped && ta.crossover(close, fast, i)) {
    long({ slPct: 2, tpPct: 4, comment: "pullback bought" });
  }
}