MACD Drawing Example
JavaScript strategy by 发明者量化-小小梦.
The original spec has no written description. Read the source below.
Source JavaScript
/*backtest
start: 2019-05-13 00:00:00
end: 2019-06-12 00:00:00
period: 1d
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
*/
var preTime = 0;
var ChartObj = null;
function main(){
LogReset(1);
ChartObj = Chart(null);
ChartObj.reset();
var records = null;
var MACD = null;
exchange.SetContractType("quarter");
// Log(exchange.GetUSDCNY());
// exchange.SetRate(exchange.GetUSDCNY());
exchange.SetRate(1);
ChartObj = $.GetCfg();
// Handle indicator axis------------------------
ChartObj.yAxis = [{
title: {text: 'KLine'},//Title
style: {color: '#4572A7'},//Style
opposite: false //Generate right Y-axis
},
{
title:{text: "Indicator axis"},
opposite: true, //Generate right Y-axis ceshi
}
];
// Initialize indicator lines
while(!records || records.length < 30){
records = _C(exchange.GetRecords);
LogStatus("records.length:", records.length);
Sleep(1000);
}
$.PlotRecords(records, 'OKfutures');
$.PlotLine('dif', 0, records[records.length - 1].Time);
$.PlotLine('dea', 0, records[records.length - 1].Time);
var chart = $.PlotLine('macd', 0, records[records.length - 1].Time);
// Modify indicator line axisYaxis
for(var key in ChartObj.series){
if(ChartObj.series[key].name == 'dif' || ChartObj.series[key].name == 'dea' || ChartObj.series[key].name == 'macd'){
ChartObj.series[key].yAxis = 1;
}
}
chart.update(ChartObj);
chart.reset();
while(true){
records = _C(exchange.GetRecords);
if(records.length > 50){
$.PlotRecords(records, 'OKfutures');
MACD = TA.MACD(records);
var dif = MACD[0];
var dea = MACD[1];
var macd = MACD[2];
if(preTime !== records[records.length - 1].Time){
$.PlotLine('dif', dif[dif.length - 2], records[records.length - 2].Time);
$.PlotLine('dea', dea[dea.length - 2], records[records.length - 2].Time);
$.PlotLine('macd', macd[macd.length - 2], records[records.length - 2].Time);
$.PlotLine('dif', dif[dif.length - 1], records[records.length - 1].Time);
$.PlotLine('dea', dea[dea.length - 1], records[records.length - 1].Time);
$.PlotLine('macd', macd[macd.length - 1], records[records.length - 1].Time);
preTime = records[records.length - 1].Time;
}else{
$.PlotLine('dif', dif[dif.length - 1], records[records.length - 1].Time);
$.PlotLine('dea', dea[dea.length - 1], records[records.length - 1].Time);
$.PlotLine('macd', macd[macd.length - 1], records[records.length - 1].Time);
}
}
LogStatus("records.length:", records.length, records[records.length - 1]);
// Log(records[records.length - 1]);
Sleep(1000);
}
}Published by 发明者量化-小小梦 on the FMZ strategy square · last modified 2020-02-27. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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