策略里设置了资金动态权益2000000元（2百万），思路是根据条件，半仓至全仓操作，回测盈利15363347元，怎么年化收益率是76.82%，而不是7.6倍，策略报告里初始资金怎么显示2千万？
代码22行、73行为设置仓位。
你初始资金就设置错了，去看看帮助文档的《四周规则交易策略》
这好像根本没有设置初始资金。
只是设置了一个貌似代表初始资金的参数而已，并没有对单元的初始资金进行设置。
所以后面调用的权益都是单元默认的2000万。
//------------------------------------------------------------------------
// 简称: test_LS_Crossduaemama
// 名称: wu
// 类别: 策略应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
//------------------------------------------------------------------------
// 简称: LS_CrossCycleDualEmaMa
// 名称: 跨周期混合双均线双向策略
// 类别: 策略应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
Numeric LengthFast00(5);//0图层短周期参数
Numeric LengthSlow00(20);//0图层长周期参数
Numeric LengthFast01(5);//1图层短周期参数
Numeric LengthSlow01(20);//1图层长周期参数
Numeric LengthFast2(5);//日线短周期参数
Numeric LengthSlow2(10);//日线长周期参数
Numeric TotalCapital(2000000);//动态权益
Vars
Series<Numeric> EMAFast00;
Series<Numeric> MASlow00;
Series<Numeric> EMAFast01;
Series<Numeric> MASlow01;
Series<Numeric> MAFast2;
Series<Numeric> MASlow2;
Series<Numeric> MinPositionLots;
Series<Numeric> FundPositionLots;
Events
OnInit()
{
Range[0:DataCount - 1]
{
AddDataFlag(Enum_Data_RolloverBackWard()); //设置后复权
AddDataFlag(Enum_Data_RolloverRealPrice()); //真实价格
AddDataFlag(Enum_Data_AutoSwapPosition()); //自动换仓
AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); //忽略换仓信号计算
}
Numeric i;
Numeric result = 1;
for i = 0 to DataSourceSize - 1
{
result = result * data[i].BarExistStatus;
}
If(result <> 1) Return;//数据未到齐，终止本次运行，等待下次
}
OnBar(ArrayRef<Integer> indexs)
{
EMAFast00 = XAverage(Close, LengthFast00);
MASlow00 = Average(Close, LengthSlow00);
Data1.EMAFast01 = Data1.XAverage(Data1.Close, LengthFast01);
Data1.MASlow01 = Data1.Average(Data1.Close, LengthSlow01);
Data2.MAFast2 = Data2.Average(Data2.Close, LengthFast2);
Data2.MASlow2 = Data2.Average(Data2.Close, LengthSlow2);
PlotNumeric("EMAFast00", EMAFast00);
PlotNumeric("MASlow00", MASlow00);
Data1.PlotNumeric("Data1.EMAFast01", Data1.EMAFast01);
Data1.PlotNumeric("Data1.MASlow01", Data1.MASlow01);
Data2.PlotNumeric("Data2.MAFast2", Data2.MAFast2);
Data2.PlotNumeric("Data2.MASlow2", Data2.MASlow2);
MinPositionLots = 0.5*Max(1, IntPart(TotalCapital / (Open / Rollover *ContractUnit *BigPointValue * MarginRatio)));
If(MarketPosition <> 1 And Data2.MAFast2[1] >= Data2.MASlow2[1] And EMAFast00[2] < MASlow00[2] And EMAFast00[1] >= MASlow00[1])
{
FundPositionLots = 2 * MinPositionLots;
Buy(FundPositionLots, Open);
}
If(MarketPosition <> 1 And Data2.MAFast2[1] < Data2.MASlow2[1] And EMAFast00[2] < MASlow00[2] And EMAFast00[1] >= MASlow00[1])
{
FundPositionLots = MinPositionLots;
Buy(FundPositionLots, Open);
}
If(MarketPosition <> 1 And Data2.MAFast2[1] >= Data2.MASlow2[1] And Data1.EMAFast01[2] < Data1.MASlow01[2] And Data1.EMAFast01[1] >= Data1.MASlow01[1] And EMAFast00[1] >= MASlow00[1])
{
FundPositionLots = 2 * MinPositionLots;
Buy(FundPositionLots, Open);
}
If(MarketPosition <> 1 And Data2.MAFast2[1] < Data2.MASlow2[1] And Data1.EMAFast01[2] < Data1.MASlow01[2] And Data1.EMAFast01[1] >= Data1.MASlow01[1] And EMAFast00[1] >= MASlow00[1])
{
FundPositionLots = MinPositionLots;
Buy(FundPositionLots, Open);
}
If(MarketPosition == 1 and BarsSinceEntry > 0 And EMAFast00[2] >= MASlow00[2] And EMAFast00[1] < MASlow00[1])
{
Sell(FundPositionLots, Open);
}
If(MarketPosition <> -1 And Data2.MAFast2[1] < Data2.MASlow2[1] And Data1.EMAFast01[2] > Data1.MASlow01[2] And Data1.EMAFast01[1] < Data1.MASlow01[1])
{
FundPositionLots = 2 * MinPositionLots;
SellShort(FundPositionLots, Open);
}
If(MarketPosition <> -1 And Data2.MAFast2[1] > Data2.MASlow2[1] And Data1.EMAFast01[2] > Data1.MASlow01[2] And Data1.EMAFast01[1] <= Data1.MASlow01[1])
{
FundPositionLots = MinPositionLots;
SellShort(FundPositionLots, Open);
}
If(MarketPosition <> -1 And Data2.MAFast2[1] < Data2.MASlow2[1] And EMAFast00[2] > MASlow00[2] And EMAFast00[1] < MASlow00[1] And Data1.EMAFast01[1] <= Data1.MASlow01[1])
{
FundPositionLots = 2 * MinPositionLots;
SellShort(FundPositionLots, Open);
}
If(MarketPosition <> -1 And Data2.MAFast2[1] > Data2.MASlow2[1] And EMAFast00[2] > MASlow00[2] And EMAFast00[1] < MASlow00[1] And Data1.EMAFast01[1] <= Data1.MASlow01[1])
{
FundPositionLots = MinPositionLots;
SellShort(FundPositionLots, Open);
}
If(MarketPosition == -1 and BarsSinceEntry > 0 And Data1.EMAFast01[2] <= Data1.MASlow01[2] And Data1.EMAFast01[1] > Data1.MASlow01[1])
{
BuyToCover(FundPositionLots, Open);
}
}
//------------------------------------------------------------------------
// 编译版本 2025/11/7 154009
// 版权所有 winter110
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TradeBlazer策略修改和重写的权利
//------------------------------------------------------------------------
//------------------------------------------------------------------------
// 编译版本 2025/11/8 142324
// 版权所有 winter110
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TradeBlazer策略修改和重写的权利
//------------------------------------------------------------------------
使用的参数15、150、60、165、5、10。级别5分、5分、日。是不是设置仓位的公式有问题呢？
//------------------------------------------------------------------------
// 简称: test_LS_Crossduaemama
// 名称: wu
// 类别: 策略应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
//------------------------------------------------------------------------
// 简称: LS_CrossCycleDualEmaMa
// 名称: 跨周期混合双均线双向策略
// 类别: 策略应用
// 类型: 用户应用
// 输出: Void
//------------------------------------------------------------------------
Params
Numeric LengthFast00(5);//0图层短周期参数
Numeric LengthSlow00(20);//0图层长周期参数
Numeric LengthFast01(5);//1图层短周期参数
Numeric LengthSlow01(20);//1图层长周期参数
Numeric LengthFast2(5);//日线短周期参数
Numeric LengthSlow2(10);//日线长周期参数
Numeric TotalCapital(2000000);//动态权益
Vars
Series<Numeric> EMAFast00;
Series<Numeric> MASlow00;
Series<Numeric> EMAFast01;
Series<Numeric> MASlow01;
Series<Numeric> MAFast2;
Series<Numeric> MASlow2;
Series<Numeric> MinPositionLots;
Series<Numeric> FundPositionLots;
Events
OnInit()
{
Range[0:DataCount - 1]
{
AddDataFlag(Enum_Data_RolloverBackWard()); //设置后复权
AddDataFlag(Enum_Data_RolloverRealPrice()); //真实价格
AddDataFlag(Enum_Data_AutoSwapPosition()); //自动换仓
AddDataFlag(Enum_Data_IgnoreSwapSignalCalc()); //忽略换仓信号计算
}
Numeric i;
Numeric result = 1;
for i = 0 to DataSourceSize - 1
{
result = result * data[i].BarExistStatus;
}
If(result <> 1) Return;//数据未到齐，终止本次运行，等待下次
}
OnBar(ArrayRef<Integer> indexs)
{
EMAFast00 = XAverage(Close, LengthFast00);
MASlow00 = Average(Close, LengthSlow00);
Data1.EMAFast01 = Data1.XAverage(Data1.Close, LengthFast01);
Data1.MASlow01 = Data1.Average(Data1.Close, LengthSlow01);
Data2.MAFast2 = Data2.Average(Data2.Close, LengthFast2);
Data2.MASlow2 = Data2.Average(Data2.Close, LengthSlow2);
PlotNumeric("EMAFast00", EMAFast00);
PlotNumeric("MASlow00", MASlow00);
Data1.PlotNumeric("Data1.EMAFast01", Data1.EMAFast01);
Data1.PlotNumeric("Data1.MASlow01", Data1.MASlow01);
Data2.PlotNumeric("Data2.MAFast2", Data2.MAFast2);
Data2.PlotNumeric("Data2.MASlow2", Data2.MASlow2);
MinPositionLots = 0.5*Max(1, IntPart(TotalCapital / (Open / Rollover *ContractUnit *BigPointValue * MarginRatio)));
If(MarketPosition <> 1 And Data2.MAFast2[1] >= Data2.MASlow2[1] And EMAFast00[2] < MASlow00[2] And EMAFast00[1] >= MASlow00[1])
{
FundPositionLots = 2 * MinPositionLots;
Buy(FundPositionLots, Open);
}
If(MarketPosition <> 1 And Data2.MAFast2[1] < Data2.MASlow2[1] And EMAFast00[2] < MASlow00[2] And EMAFast00[1] >= MASlow00[1])
{
FundPositionLots = MinPositionLots;
Buy(FundPositionLots, Open);
}
If(MarketPosition <> 1 And Data2.MAFast2[1] >= Data2.MASlow2[1] And Data1.EMAFast01[2] < Data1.MASlow01[2] And Data1.EMAFast01[1] >= Data1.MASlow01[1] And EMAFast00[1] >= MASlow00[1])
{
FundPositionLots = 2 * MinPositionLots;
Buy(FundPositionLots, Open);
}
If(MarketPosition <> 1 And Data2.MAFast2[1] < Data2.MASlow2[1] And Data1.EMAFast01[2] < Data1.MASlow01[2] And Data1.EMAFast01[1] >= Data1.MASlow01[1] And EMAFast00[1] >= MASlow00[1])
{
FundPositionLots = MinPositionLots;
Buy(FundPositionLots, Open);
}
If(MarketPosition == 1 and BarsSinceEntry > 0 And EMAFast00[2] >= MASlow00[2] And EMAFast00[1] < MASlow00[1])
{
Sell(FundPositionLots, Open);
}
If(MarketPosition <> -1 And Data2.MAFast2[1] < Data2.MASlow2[1] And Data1.EMAFast01[2] > Data1.MASlow01[2] And Data1.EMAFast01[1] < Data1.MASlow01[1])
{
FundPositionLots = 2 * MinPositionLots;
SellShort(FundPositionLots, Open);
}
If(MarketPosition <> -1 And Data2.MAFast2[1] > Data2.MASlow2[1] And Data1.EMAFast01[2] > Data1.MASlow01[2] And Data1.EMAFast01[1] <= Data1.MASlow01[1])
{
FundPositionLots = MinPositionLots;
SellShort(FundPositionLots, Open);
}
If(MarketPosition <> -1 And Data2.MAFast2[1] < Data2.MASlow2[1] And EMAFast00[2] > MASlow00[2] And EMAFast00[1] < MASlow00[1] And Data1.EMAFast01[1] <= Data1.MASlow01[1])
{
FundPositionLots = 2 * MinPositionLots;
SellShort(FundPositionLots, Open);
}
If(MarketPosition <> -1 And Data2.MAFast2[1] > Data2.MASlow2[1] And EMAFast00[2] > MASlow00[2] And EMAFast00[1] < MASlow00[1] And Data1.EMAFast01[1] <= Data1.MASlow01[1])
{
FundPositionLots = MinPositionLots;
SellShort(FundPositionLots, Open);
}
If(MarketPosition == -1 and BarsSinceEntry > 0 And Data1.EMAFast01[2] <= Data1.MASlow01[2] And Data1.EMAFast01[1] > Data1.MASlow01[1])
{
BuyToCover(FundPositionLots, Open);
}
}
//------------------------------------------------------------------------
// 编译版本 2025/11/7 154009
// 版权所有 winter110
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TradeBlazer策略修改和重写的权利
//------------------------------------------------------------------------
//------------------------------------------------------------------------
// 编译版本 2025/11/8 142324
// 版权所有 winter110
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TradeBlazer策略修改和重写的权利
//------------------------------------------------------------------------看了半天没看到你哪里设置图表资金200万了。
楼上发的链接先看一下，怎么设置文档里都说明了。