用锌连续来做回测,发现5分钟周期k线的数量比对应指标的数量多很多,最开始的那段时间因为无指标数值而无法做开平仓动作。
这里是有什么问题吗?
Set HistoryData = marketdata.GetHistoryData("ZN00","SQ",1)
set Formula1=marketdata.STKINDI("ZN00","SQ","MACD(26,12,9)",0,1,0,300000)
application.MsgOut "Formula Size:" & Formula1.datasize
Set HistoryData1 = Formula1.ParentGrid.GetHistoryData
application.MsgOut "HistoryData.Count=" & HistoryData.count & ", " & historydata.Date(0) & " ,HistoryData1.Count=" & HistoryData1.Count & "," & historydata1.Date(0)
输出结果:
Formula Size:37856
HistoryData.Count=119887, 2007/3/27 13:05:00 ,HistoryData1.Count=37856,2014/6/18 4:00:00
最后一个参数先不要限制,参数精度的问题,后面会进行完善,谢谢
去掉了也是一样的:
Set HistoryData = marketdata.GetHistoryData("ZN00","SQ",1)
set Formula1=marketdata.STKINDI("ZN00","SQ","MACD(26,12,9)",0,1)
application.MsgOut "Formula1 Size:" & Formula1.datasize
Set HistoryData1 = Formula1.ParentGrid.GetHistoryData
application.MsgOut "HistoryData.Count=" & HistoryData.count & ", " & historydata.Date(0) & " ,HistoryData1.Count=" & HistoryData1.Count & "," & historydata1.Date(0)
set Formula2=marketdata.STKINDI("ZN00","SQ","MA(26,12,9,2)",0,1)
application.MsgOut "Formula2 Size:" & Formula2.datasize
Set HistoryData2 = Formula2.ParentGrid.GetHistoryData
application.MsgOut "HistoryData.Count=" & HistoryData.count & ", " & historydata.Date(0) & " ,HistoryData2.Count=" & HistoryData2.Count & "," & historydata2.Date(0)
输出:
Formula1 Size:37931
HistoryData.Count=119903, 2007/3/27 13:05:00 ,HistoryData1.Count=37931,2014/6/17 15:05:00
Formula2 Size:37931
HistoryData.Count=119903, 2007/3/27 13:05:00 ,HistoryData2.Count=37931,2014/6/17 15:05:00
原来还要重启,之前试了好多次都发现那个选项没影响。