策略说明
买入条件: ma30
卖出条件分别测试卖出是close<ma5 ,卖出是close<ma10 ,卖出是close<ma20 ,查看前6条数据head(data)
Time Open High Low Close MA5 MA10 MA20 MA30 X 1 2014/07/30 5.72 5.77 5.68 5.74 5.652 5.645 5.776 5.657 NA 2 2014/07/31 5.75 5.78 5.72 5.77 5.716 5.648 5.768 5.675 NA 3 2014/08/01 5.76 5.76 5.64 5.67 5.726 5.640 5.754 5.687 NA 4 2014/08/04 5.65 5.73 5.63 5.72 5.726 5.655 5.748 5.702 NA 5 2014/08/05 5.73 5.82 5.72 5.82 5.744 5.680 5.739 5.718 NA 6 2014/08/06 5.82 5.85 5.75 5.82 5.760 5.706 5.739 5.735 NA
带指标 图
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移动平均均线图
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选择滑动平均指标
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均线图+散点
plan 1卖出是close<ma5
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2
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4
5
查看每笔交易Value op cash amount asset diff 2014-07-30 5.74 B 3.46 17421 100000.0 0.00 2014-07-31 5.77 S 100522.63 0 100522.6 522.63 2014-08-01 5.67 B 4.87 17728 100522.6 0.00 2014-08-05 5.82 S 103181.83 0 103181.8 2659.20 2014-08-08 5.73 B 1.72 18007 103181.8 0.00 2014-08-11 5.84 S 105162.60 0 105162.6 1980.77
盈利的交易Value op cash amount asset diff 2014-07-30 5.74 B 3.46 17421 100000.0 0.00 2014-07-31 5.77 S 100522.63 0 100522.6 522.63 2014-08-01 5.67 B 4.87 17728 100522.6 0.00 2014-08-05 5.82 S 103181.83 0 103181.8 2659.20 2014-08-08 5.73 B 1.72 18007 103181.8 0.00 2014-08-11 5.84 S 105162.60 0 105162.6 1980.77
亏损的交易Value op cash amount asset diff 2014-11-10 7.39 B 5.99 16776 123980.6 0.00 2014-11-17 7.06 S 118444.55 0 118444.6 -5536.08 2014-12-05 7.46 B 1.93 15898 118601.0 0.00 2014-12-11 7.25 S 115262.43 0 115262.4 -3338.58 2014-12-16 7.11 B 2.22 16211 115262.4 0.00 2014-12-24 6.92 S 112182.34 0 112182.3 -3080.09
股价+现金流量 现金流量画图
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plan1的盈利区间
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plan 2卖出是close<ma10跑一次,查看每笔交易Value op cash amount asset diff 2014-07-30 5.74 B 3.46 17421 100000.0 0.00 2014-08-05 5.82 S 101393.68 0 101393.7 1393.68 2014-08-08 5.73 B 1.33 17695 101393.7 0.00 2014-08-11 5.84 S 103340.13 0 103340.1 1946.45 2014-08-26 6.12 B 3.93 16885 103340.1 0.00 2014-08-27 6.25 S 105535.18 0 105535.2 2195.05
盈利的交易Value op cash amount asset diff 2014-07-30 5.74 B 3.46 17421 100000.0 0.00 2014-08-05 5.82 S 101393.68 0 101393.7 1393.68 2014-08-08 5.73 B 1.33 17695 101393.7 0.00 2014-08-11 5.84 S 103340.13 0 103340.1 1946.45 2014-08-26 6.12 B 3.93 16885 103340.1 0.00 2014-08-27 6.25 S 105535.18 0 105535.2 2195.05
亏损的交易Value op cash amount asset diff 2014-11-07 7.45 B 5.36 16207 120747.5 0.00 2014-11-20 7.19 S 116533.69 0 116533.7 -4213.82 2014-12-05 7.46 B 3.14 16468 122854.4 0.00 2015-01-06 6.64 S 109350.66 0 109350.7 -13503.76 2015-04-15 13.58 B 7.95 9514 129208.1 0.00 2015-04-21 13.46 S 128066.39 0 128066.4 -1141.68
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选择滑动平均指标画图
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plan 3卖出是close<ma20跑一次,
交易记录
查看每笔交易
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Value op cash amount asset diff 2014-07-30 5.74 B 3.46 17421 100000.0 0.0 2014-08-19 6.34 S 110452.60 0 110452.6 10452.6 2014-09-10 6.82 S 110452.60 0 110452.6 0.0 2014-09-12 6.95 S 110452.60 0 110452.6 0.0 2014-09-15 6.91 S 110452.60 0 110452.6 0.0 2014-09-16 6.60 S 110452.60 0 110452.6 0.0
盈利的交易
Value op cash amount asset diff 2014-07-30 5.74 B 3.46 17421 100000.0 0.00 2014-08-19 6.34 S 110452.60 0 110452.6 10452.60 2014-11-03 7.49 B 5.06 14746 110452.6 0.00 2014-11-06 7.58 S 111779.74 0 111779.7 1327.14 2014-11-07 7.45 B 7.39 15003 111779.7 0.00 2014-11-21 7.58 S 113730.13 0 113730.1 1950.39
亏损的交易
Value op cash amount asset diff 2014-12-08 7.32 B 5.90 15817 115786.34 0.00 2015-01-08 6.85 S 108352.35 0 108352.35 -7433.99 2015-01-09 6.75 B 1.35 16052 108352.35 0.00 2015-01-16 6.68 S 107228.71 0 107228.71 -1123.64 2015-06-15 26.75 B 10.13 4782 127928.63 0.00 2015-07-21 17.23 S 82403.99 0 82403.99 -45524.64
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现金流量画图
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选择滑动平均指标画图
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