量化交易 - 小岛量化

20U

Momentum Strategy

Annualized 32.20%

Profit 100$

Win Rate 60.00%

Closed Orders 100↑

Close 80.00%

Consecutive Losses 0times

## Strategy Description A classic dual moving average crossover strategy, which

19U

Momentum Strategy

Annualized 87.00%

Profit 223$

Win Rate 73.00%

Closed Orders 173↑

Close 97.00%

Consecutive Losses 1times

## 策略说明基于MACD指标的金叉死叉策略。 ## 参数设置 - 快线：12日 - 慢线：26日 - 信号线：9日 ## 交易信号 - MACD金叉买入 -