投资种类：股指期货
投资类型：择时
持仓类型：隔夜
投资品种：IF0000
回测时间：20100101至20160410
调仓频率：1天
策略说明：此策略为趋势线择时策略，主要由回测执行部分A，调仓策略部分B，和外部因子部分C组成，其中A部分为主程序，B部分和C部分为函数体。(Types of investment: Stock Index Futures
Type of investment: timing
Position type: overnight
Investment varieties: IF0000
Time to check: 20100101 to 20160410
Location frequency: 1 days
Policy Descr iption: this strategy is a trend line timing strategy, which consists mainly of the test execution part A, the location strategy section B, and the external factor part C, wherein the A part is the main program, and the B part and the C part are the functional bodies.
(1) external factor part C
This part is a group SSA trend to use multi window terminal changes, so as to get the bullish bearish signal signal. Specifically, the trend line m for the window parameter)