效率的话要看你是怎么写的。
效率问题还是如上面所讲,要看你的代码怎么写,
同样的,后台交易和图表交易是两个独立的系统,信号不一致说明后台和图表机制下结果不一致。但是思路都是对的
最后在图表上交易还是在后台上交易
这个就是纯粹看你自己的需求了,
INPUT:SS(10,1,100,1); //开仓手数
INPUT:N1(5,1,50,1);
INPUT:N2(13,1,100,1);
INPUT:ZSJG(10000,0,15000,100); //止损价格
MA1:MA(C,N1);
MA2:MA(C,N2);
DIFF2:=MA(CLOSE,5)-MA(CLOSE,26);
DEA:=MA(DIFF2,13);
MACD1:=2*(DIFF2-DEA);
KD:=MA1>MA2 AND MACD1>0 AND tbuyHOLDING(0)=0;
KK:=MA2>MA1 AND MACD1<0 AND tsellHOLDING(0)=0;
//开仓
IF KD THEN
BEGIN
tBUY(1,SS,mkt);
END
IF KK THEN
BEGIN
tBUYSHORT(1,SS,mkt);
END
//平仓
PD1:=tOPENPROFIT<=-ZSJG AND tbuyHOLDING(0)>0 AND tENTERBARS>0; //固定止损
PK1:=tOPENPROFIT<=-ZSJG AND tsellHOLDING(0)>0 AND tENTERBARS>0;
PD2:=REF(C,1)<MA1 AND C<MA1 AND MACD1<0 AND tbuyHOLDING(0)>0 AND tENTERBARS>0; //平多
PK2:=REF(C,1)>MA1 AND C>MA1 AND MACD1>0 AND tsellHOLDING(0)>0 AND tENTERBARS>0; //平空
IF PD1 OR PD2 THEN
BEGIN
tSELL(1,SS,mkt);
END
IF PK1 OR PK2 THEN
BEGIN
tSELLSHORT(1,SS,mkt);
END
KD:=MA1>MA2 AND MACD1>0 AND tbuyHOLDING(1)=0 AND tSELLHOLDING(1)=0;
KK:=MA2>MA1 AND MACD1<0 AND tbuyHOLDING(1)=0 AND tSELLHOLDING(1)=0;
是这样吗?