使用MultiCharts Portfolio Backtester 工具回溯测试多个市场

第一步，准备策略代码：
这里以一套简单的通道突破交易策略举例说来明，策略TradeStation® EasyLanguage®和MultiCharts®PowerLanguage®语言的表达规则即20天（bar)新高进场，10天新低退场：

Buy("Entry") SetShareSize shares Next Bar At Highest(High,20) Stop;
sell("Exit") All shares Next Bar At Lowest(Low, 10) Stop;

头寸规模法则以一个简单的固定总资产3%来举例，Portfolio_为前缀的是MultiCharts®PowerLanguage®特有的：

Inputs:
initCapital(100000);
Variables:
RiskPercent(0.03),
Length(20),
TotalEquity(0.0),
SetShareSize(0);
TotalEquity=initCapital+Portfolio_NetProfit+Portfolio_OpenPositionProfit;
SetShareSize=TotalEquity*RiskPercent/Close;

完全整策略代码如下：

Inputs:
initCapital(100000);
Variables:
RiskPercent(0.03),
Length(20),
TotalEquity(0.0),
SetShareSize(0);
TotalEquity=initCapital+Portfolio_NetProfit+Portfolio_OpenPositionProfit;
SetShareSize=TotalEquity*RiskPercent/Close;
Buy("Entry") SetShareSize shares Next Bar At Highest(High,20) Stop;
sell("Exit") All shares Next Bar At Lowest(Low, 10) Stop;