主题：公式测试参数优化，慢慢？

以下是引用FexTel在2014/7/28 8:49:17的发言：

1,新版使用虚拟内存对应的处理速度会相对慢一点

2,这个我们要本地验证下,ADX取的是什么?

INPUT:M(12,4,60,2),P(104,40,130,2);
INPUT:20K(20,10,30,1),50K(50,50,70,1);
INPUT:KICK(100,50,120,2); //止损点
INPUT:SS(1,1,10,1);


//DMI中间变量
TR1 := SUM(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))),M);
HD := HIGH-REF(HIGH,1);
LD := REF(LOW,1)-LOW;
PDM:= SUM(IF(HD>0 AND HD>LD,HD,0),M);
MDM:= SUM(IF(LD>0 AND LD>HD,LD,0),M);
PDI:PDM*100/TR1,NODRAW;
MDI:MDM*100/TR1,NODRAW;
ADX:MA(ABS(MDI-PDI)/(MDI+PDI)*100,P),NOAXIS;
ADXR:=(ADX+REF(ADX,P))/2;

//交易条件
开多条件:=CROSS(PDI,MDI) and ADX>20K and ADX>ref(ADX,1);//开多
平多条件:=CROSS(50K,ADX);
开空条件:=CROSS(MDI,PDI) and ADX>20K and ADX>ref(ADX,1);//开空
平空条件:=CROSS(50K,ADX);

//交易系统
if ref(平空条件,1) then begin
sellshort(holding<0,holding,limitr,open); //平空
end

if ref(开多条件,1) then BEGIN
buy(holding=0,SS,limitr,open); //开多
end

if REF(平多条件,1) then begin
sell(holding>0,holding,limitr,open); //平多
end


if REF(开空条件,1) then BEGIN
buyshort(holding=0,SS,limitr,open); //开空
end

// 移动止损
最高:=HHV(H,OPENBAR+1);
最低:=LLV(L,OPENBAR+1);

多头止损:if(holding>0,最高-KICK,DRAWNULL);
空头止损:if(holding<0,最低+KICK,DRAWNULL);

IF L<最高-KICK and H-L多损:SELL(holding>0,holding,MARKETR);
END

IF H>最低+KICK and H-L空损:SELLSHORT(holding<0,holding,MARKETR);
END


//运行状态

多头持仓:if(holding>0,holding,DRAWNULL),NODRAW;
空头持仓:if(holding<0,abs(holding),DRAWNULL),NODRAW;
持仓周期:if(holding=0,DRAWNULL,openbar+1),NODRAW;
平仓收益:valuewhen(holding=0,asset),noaxis;

总:=BARSCOUNT(C);
最大:hhv(ADX,总),NODRAW;
最小:llv(ADX,总),NODRAW;