 
等级: 超级版主
- 注册:
- 2021-5-18
- 曾用名:
|
请教:以买绝与卖绝为点位设置一下下面简单买卖语句为什么不能岀回测结果,请帮忙修正一下,能岀开多平多,开卖空平空
{成本线}
MAG1:=MA(C,1);MAG2:=MA(C,2);MAG3:=MA(C,3);MAG5:=MA(C,5);MAG8:=MA(C,8);MAG13:=MA(C,13);支:=MA((MAG1+MAG2+MAG3+MAG5+MAG8+MAG13)/6,5);
DIR2:=ABS(CLOSE-REF(CLOSE,30));
VIR2:=SUM(ABS(CLOSE-REF(CLOSE,1)),30);
ER2:=DIR2/VIR2;
CS2:=ER2*(0.8-2/24)+2/24;
CQ2:=CS2*CS2;
成本:=EMA(DMA(CLOSE,CQ2),2),COLORGREEN,LINETHICK7;
近本:=REF(C,1) < 成本*1.0382 AND C>成本 AND C>支;
开多点:=CROSS(C,成本);
回撤1点:(AVGENTERPRICE-close)/AVGENTERPRICE>0.010161;
Q_1:=C-REF(C,1);
Q_2:=100*EMA(EMA(Q_1,6),6)/EMA(EMA(ABS(Q_1),6),6);
Q_3:=CROSS(EMA(C,19),EMA(C,7));
Q_4:=CROSS(EMA(C,7),EMA(C,19));
ZX1:=L=LLV(L,BARSLAST(Q_3)+1);
ZX2:=LLV(L,BARSLAST(Q_3)+1),;
ZX3:=H=HHV(H,BARSLAST(Q_4)+1);
ZX4:=HHV(H,BARSLAST(Q_4)+1);
Q_A:=DRAWLINE(ZX1,ZX2,ZX3,ZX4,0),COLORMAGENTA;
Y1:=H=HHV(H,BARSLAST(Q_4)+1);
Y2:=HHV(H,BARSLAST(Q_4)+1);
Y3:=L=LLV(L,BARSLAST(Q_3)+1);
Y4:=LLV(L,BARSLAST(Q_3)+1);
Q_B:=DRAWLINE(Y1,Y2,Y3,Y4,0),COLORCYAN;
X01:=LLV(Q_2,2)=LLV(Q_2,7);
X2:=COUNT(Q_2<0,2);
X3:=CROSS(Q_2,MA(Q_2,2));
X4:=REF(Q_B,1)<REF(Q_B,2);
X5:=Q_A>REF(Q_B,1);
买进:=(X01 AND X2 AND X3) AND X4 AND X5;
TJ0:=IF(Q_A<REF(Q_A,1) AND Q_B=Q_A,1,0);
TJ1:=IF(Q_B<REF(Q_B,1) AND Q_B=Q_A,1,0);
持股:=IF(Q_B<REF(Q_B,1) AND Q_B<Q_A,23,0),COLOR000088,LINETHICK3;
卖绝:=REF(TJ0,1)=0 AND TJ0>=1;
买绝:REF(TJ1,1)=0 AND TJ1>=1;
开多:=买绝;
平多:=卖绝;
buy(holding=0 and 开多,1,marketr);
sell(holding>0 and 平多,1,marketr);
{
KD:=开多; //开多条件
PD:=CROSS(89,趋); //平多条件
KK:=CROSS(89,趋); //开空条件
PK:=CROSS(42,趋); //平空条件
平空:SELLSHORT(PK,1,THISCLOSE); //平空信号
开多:BUY(KD AND HOLDING=0,1,THISCLOSE); //开多信号
平多:SELL(PD,1,THISCLOSE); //平多信号
开空:BUYSHORT(KK AND HOLDING=0,1,THISCLOSE); //开空信号
}
{
信号语句排列规则——先平后开
“费率设置”按钮——用于合理设置模型“费率”,以便在图形上正确输出如下帐户信息:
持仓:holding,linethick0;
资产:asset,noaxis;
可用现金:cash(0),linethick0;
您可以在查看菜单->交易系统模板 中设置自己需要的模板
}
|
|