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标题:新手求助,信号闪烁.求指教

1楼
c100010233 发表于:2016/3/22 22:44:41

新手写了一个MACD金叉死叉的交易系统,信号1分钟老闪烁 求老师改没有未来函数的...

 

XH:=REF(LLV(H,2),1),COLORRED;
XL:=REF(HHV(L,2),1),COLORGREEN;
DIFF:=EMA((h+l)/2,12)-EMA((h+l)/2,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA);
MA15:=ma(open,15);

KDPK:=H>XH and holding<=0;
KKPD:=L<XL and holding>=0;

平多:sell(L<REF(LLV(L,2),1) and ma((h+l)/2,15) > o and holding>0,1,limitr,if(o<REF(LLV(L,2),1),o-1,REF(LLV(L,2),1)-1));
平空:sellshort(h>REF(HHV(H,2),1) and ma((h+l)/2,15) < o and holding<0,1,limitr,if(o>REF(HHV(H,2),1),o+1,REF(HHV(H,2),1)+1)); 

开多:buy(KDPK and holding=0 and ma((h+l)/2,15) < o and "CCI.CCI(14)" > 0 and "CCI.CCI(14)"> ref("CCI.CCI(14)",1) and diff>dea and diff > ref(diff,1) and macd > ref(macd,1) and diff>0,1,limitr,IF(o>XH,o,XH+1));
开空:buyshort(KKPD and holding=0 and ma((h+l)/2,15) > o and "CCI.CCI(14)" < 0 and "CCI.CCI(14)"<ref("CCI.CCI(14)",1) and diff<dea and diff < ref(diff,1) and macd < ref(macd,1) and diff<0,1,limitr,IF(o<XL,o,XL-1));

2楼
netfox 发表于:2016/3/22 22:48:08

条件 REF(XXX,1)

 当下必然会闪烁

3楼
c100010233 发表于:2016/3/22 22:49:02
嗯 那请教怎么修改 谢谢指教...
4楼
jinzhe 发表于:2016/3/23 9:26:06

1.用走完k线下单

2.如上面所讲,把所有的条件都改成ref(条件,1)

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