230430 回测

backtrader/230429_bt.py

@@ -131,7 +131,6 @@ class TestStrategy(bt.Strategy):
         # and (self.net_pct_l[0] > 10) and (self.net_pct_xl[0] > 3)  \
         # and (self.net_amount_main[-1] > 0) and (self.net_amount_main[0] > 0)
 
-
         if len(self) > self.params.num:
             vola = self.params.Volatility / 100
             rate = self.params.rate / 100
@@ -144,8 +143,13 @@ class TestStrategy(bt.Strategy):
                     (lowest * (1 - vola)) < self.low[-1] < (lowest * (1 + vola)))) \
                     and self.volume[0] >= self.volume[-1] and self.dataclose[0] > self.dataopen[0] \
                     and self.sma5[0] < self.sma10[0] and self.sma10[0] > self.sma20[0]:
-                self.order = self.buy()
-                self.pos_price = self.low[-1]
+                while True:
+                    m = -3
+                    if (self.hl[m] == 2 or self.hl[m] == 1) and self.macd[m] < self.macd[-1] and self.dataclose[m] > self.dataclose[-1]:
+                        self.order = self.buy()
+                        self.pos_price = self.low[-1]
+                        break
+                    m -= 1
             elif ((self.hl[0] == 5 or self.dataclose[0] < self.sma5[0]) and ((highest * (1 - vola)) < self.high[-2] < (highest * (1 + vola)))) \
                     or self.dataclose[0] < self.pos_price:
                 self.order = self.close()