06 Jun 2021
Tradingview/Pine script 策略测试
用 Tradingview Pine 简单写个策略，模拟在流动性泛滥时卖出，在市场恐慌时买入。
strategy("moving average cross")
ema20 = ema(close,20)
ema200 = ema(close,200)
long = ema20 < ema200
short = ema20 / ema200 > 1.1
start = timestamp(1980,6,1,0,0)
end = timestamp(2021,6,1,0,0)
if time >= start and time <= end
strategy.entry("Long", strategy.long, 1000.0, when = long)
strategy.entry("Short", strategy.short, 1000.0, when = short)
strategy.close("Long", when = short)
strategy.close("Short", when = long)
脚本地址：https://www.tradingview.com/script/1ACtlH0J-moving-average-cross
如果只是简单的测试，这个工具也不错 https://www.portfoliovisualizer.com/backtest-portfolio
