求把文华代码改成金字塔，谢谢

一条大鲨鱼

VARIABLE:LOOKBACKDAYS:=0;
//STD
BZC:=STD(REF(C,1),20);
BZC1:=REF(BZC,1);
DELTAVOLATILITY:=1-BZC/BZC1;
LOOKBACKDAYS:=IF(BARPOS<=20 || ISNULL(LOOKBACKDAYS),20,REF(LOOKBACKDAYS,1)*(1+DELTAVOLATILITY));
LOOKBACKDAYS:=MIN(LOOKBACKDAYS,40);
LOOKBACKDAYS:=MAX(LOOKBACKDAYS,20);
AA:ROUND(LOOKBACKDAYS,0);

一条大鲨鱼

另外，金字塔中，取到某个模组理论权益的函数是asset吗？这个asset是按照数据合约计算，还是交易合约？

技术008

VARIABLE:LOOKBACKDAYS:=0;
//STD
BZC:=STD(REF(C,1),20);
BZC1:=REF(BZC,1);
DELTAVOLATILITY:=1-BZC/BZC1;
LOOKBACKDAYS:=IF(BARPOS<=20 ,20,REF(LOOKBACKDAYS,1)*(1+DELTAVOLATILITY));
LOOKBACKDAYS:=MIN(LOOKBACKDAYS,40);
LOOKBACKDAYS:=MAX(LOOKBACKDAYS,20);
AA:ROUND(LOOKBACKDAYS);

技术008

asset就是当前图表加载策略的合约的理论资金

一条大鲨鱼

技术008 发表于 2024-7-1 08:49
VARIABLE:LOOKBACKDAYS:=0;
//STD
BZC:=STD(REF(C,1),20);

老师，运行是可以，但是最后AA算出来全部都是20，这是咋回事呢

技术008

VARIABLE:LOOKBACKDAYS:=0;
//STD
BZC:=STD(REF(C,1),20);
BZC1:=REF(BZC,1);
DELTAVOLATILITY:1-BZC/BZC1;
tt:REF(LOOKBACKDAYS,1);
LOOKBACKDAYS:=IF(BARPOS<=20  ,20,REF(LOOKBACKDAYS,1)*(1+DELTAVOLATILITY));
LOOKBACKDAYS:=MIN(LOOKBACKDAYS,40);
LOOKBACKDAYS:=MAX(LOOKBACKDAYS,20);

AA:ROUND(LOOKBACKDAYS);

这么看tt一直是0，因为你这个lo一直是0导致的，也可能是不同软件运行机制上又差异

一条大鲨鱼

技术008 发表于 2024-7-1 09:37
VARIABLE:LOOKBACKDAYS:=0;
//STD
BZC:=STD(REF(C,1),20);

那怎么解决呢？前20个赋值为20，后面按照波动率变化去递推，就是动态突破的思想

技术008

VARIABLE:LOOKBACKDAYS:=20;
//STD
BZC:=STD(REF(C,1),20);
BZC1:=REF(BZC,1);
DELTAVOLATILITY:=1-BZC/BZC1;
LOOKBACKDAYS:=IF(BARPOS<=20 ,20,REF(LOOKBACKDAYS,1)*(1+DELTAVOLATILITY));
LOOKBACKDAYS:=MIN(LOOKBACKDAYS,40);
LOOKBACKDAYS:=MAX(LOOKBACKDAYS,20);
AA:ROUND(LOOKBACKDAYS);

这样试下

一条大鲨鱼

技术008 发表于 2024-7-1 09:44
VARIABLE:LOOKBACKDAYS:=20;
//STD
BZC:=STD(REF(C,1),20);

这样是可以的。另外，平方是 POW（A,2）这样写哈

技术008

对的