Sub ema5()
Testreport.StartAndInit '开始测评系统的准备工作
Testreport.InitCash=100*10000 '初始资金100万
Set Formula = marketdata.STKINDI("if00","zj","ema5()",0,5) '调用中金所IF00合约的日线自定义指标
Set HistroyData = Formula.ParentGrid.GetHistoryData '直接得到公式区的数据对象,提高运行效率
If TestReport.AddTestStock(HistroyData,"if00","zj",0) < 1 Then '向测试报告系统添加一个新测试品种
MsgBox "请正确添加品种"
End if
'下面的代码控制循环测试
'使用PEL策略的信号进行交易
For i = 0 to HistroyData.Count-1
if Formula.GetBufData("开多",i) = 1 And TestReport.Holding = 0 Then '开多
TestReport.Buy 1, HistroyData.Close(i)
End if
if Formula.GetBufData("开空",i) = 1 And TestReport.Holding = 0 Then '开空
TestReport.Sell 1, HistroyData.Close(i)
End if
if Formula.GetBufData("平多",i) = 1 And TestReport.Holding > 0 Then '平多
TestReport.Sell 0, HistroyData.Close(i)
End if
if Formula.GetBufData("平空",i) = 1 And TestReport.Holding > 0 Then '平空
TestReport.Sell 0, HistroyData.Close(i)
End if
'显示测试时当前的资产
Application.msgout TestReport.ASSET
'为步进下一个数据做准备
TestReport.StepIt i
Next
'测试完毕显示测试报告
Testreport.ShowReport
End Sub
关于期货的除权概念,请参考 http://www.weistock.com/bbs/dispbbs.asp?boardid=16&Id=88505 问题43
if Formula.GetBufData("平空",i) = 1 And TestReport.Holding < 0 Then '平空
空头仓时仓位是负值