我的写的交易系统在图表中各个年份都是有信号的但是回测的时候中间的时间段都没有交易明细求解答数据应该是完整的吧代码已经贴了 - 公式模型编写问题提交 - 金字塔客服中心 - 专业程序化交易软件提供商

DIFF := EMA(CLOSE,S) - EMA(CLOSE,P);

DEA := EMA(DIFF,M);

MACD := DIFF-DEA, COLORSTICK;

VOLDIFF := EMA(VOL,S) - EMA(VOL,P);

VOLDEA := EMA(VOLDIFF,M);

VOLMACD := VOLDIFF-VOLDEA, COLORSTICK;

Y0:=IF( MACD>0, 5,0);

Y1:=IF( MACD>0.5 ,-1,0);

Y2:=IF( MACD>1 , -3, 0);

Y3:=IF(MACD<-0.5 ,1,0);

Y4:=IF(MACD<-1,3,0);

Y5:=IF(RET(MACD,1)>MACD ,-1,0);

Y6:=IF(RET(MACD,2)>RET(MACD,1) AND RET(MACD,1)>MACD, -3, 0);

Y7:=IF(CROSS(DIFF,DEA)AND MACD<0.1 AND VOLMACD>0, 10,0);

Y8:=IF(VOLMACD>0 AND MACD>0 , 5 , 0);

Y9:=IF(CROSS(VOLDIFF,VOLDEA) AND CROSS(DIFF,DEA), 5, 0);

Y10:=Y0+Y1+Y2+Y3+Y4+Y5+Y6+Y7+Y8+Y9;

B:=Y10;

INDEXM:=STKINDIEX('1A0001' ,'MACD' ,0 ,7 ,0,26);

INDEXMV:=STKINDIEX('1A0001','VMACD',0,7,0,26);

INDEXDIFF:=STKINDIEX('1A0001','MACD.DIFF',0,7,0,26);

INDEXDEA:=STKINDIEX('1A0001','MACD.DEA',0,7,0,26);

INDEXVDIFF:=STKINDIEX('1A0001','VMACD.DIFF',0,7,0,26);

INDEXVDEA:=STKINDIEX('1A0001','VMACD.DEA',0,7,0,26);

BEGIN

Z0:=IF(INDEXM>0, 5,0);

Z1:=IF(INDEXM>0.5 ,-1,0);

Z2:=IF(INDEXM>1 ,-3,0);

Z3:=IF(INDEXM<-0.5 ,1,0);

Z4:=IF(INDEXM<-1,3,0);

Z5:=IF(RET(INDEXM,1)>INDEXM ,-1,0);

Z6:=IF(RET(INDEXM,2)>RET(INDEXM,1) AND RET(INDEXM,1)>INDEXM, -3, 0);

Z7:=IF(CROSS(INDEXDIFF,INDEXDEA)AND INDEXM<0.1 AND INDEXMV>0, 10,0);

Z8:=IF(INDEXMV>0 AND INDEXM>0 , 5 , 0);

Z9:=IF( CROSS(INDEXVDIFF,INDEXVDEA) AND CROSS(INDEXDIFF,INDEXDEA), 5, 0);

Z10:=Z0+Z1+Z2+Z3+Z4+Z5+Z6+Z7+Z8+Z9;

2B:=Z10;

END

IF HOLDING>0 THEN

BEGIN

SELL(B<2B,0,THISCLOSE);

END

IF HOLDING=0 THEN

BEGIN

BUY(B>2B+1,30%,THISCLOSE);

END

主题：我的写的交易系统在图表中各个年份都是有信号的 但是回测的时候中间的时间段都没有交易明细 求解答 数据应该是完整的吧 代码已经贴了