求助

Zl106384

编写一个股票回测
VAR1:=(CLOSE>REF(CLOSE,1) AND CLOSE>REF(CLOSE,2));
VAR2:=(REF(VAR1,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR3:=(REF(VAR2,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR4:=(REF(VAR3,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR5:=(REF(VAR4,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR6:=(REF(VAR5,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR7:=(REF(VAR6,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR8:=(REF(VAR7,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR9:=(REF(VAR8,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VARA:=(REF(VAR9,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VARB:=(REF(VARA,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VARC:=(REF(VARB,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VARD:=(CLOSE<REF(CLOSE,1) AND CLOSE<REF(CLOSE,2));
VARE:=(REF(VARD,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VARF:=(REF(VARE,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR10:=(REF(VARF,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR11:=(REF(VAR10,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR12:=(REF(VAR11,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR13:=(REF(VAR12,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR14:=(REF(VAR13,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR15:=(REF(VAR14,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR16:=(REF(VAR15,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR17:=(REF(VAR16,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR18:=(REF(VAR17,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR19:=((REF(VARD OR VARE OR VARF OR VAR10 OR VAR11 OR VAR12 OR VAR13 OR VAR14 OR VAR15 OR VAR16 OR VAR17 OR VAR18,1)) AND VAR1);
VAR1A:=((REF(VAR1 OR VAR2 OR VAR3 OR VAR4 OR VAR5 OR VAR6 OR VAR7 OR VAR8 OR VAR9 OR VARA OR VARB OR VARC,1)) AND VARD);

当VAR19满足是买入，当VAR1A满足是卖出

技术009

在上面基础上：
ss:=100;
buy(var19 and holding=0,ss,market);
老仓:holding-dayholding;
sell(老仓>0,老仓,market);

Zl106384

这个模板是通用的吗，怎么没有写VAR1A

技术006

sell(老仓>0 and VAR1A=1,老仓,market);

Zl106384

为什么1月13 没有转多指令，回测却买了

Zl106384

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);
J:=3*K-2*D;
VARV:=(2*C+H+L)/4;
VARU:=LLV(LOW,30);
VARA1:=HHV(HIGH,30);
B:=EMA((VARV-VARU)/(VARA1-VARU)*100,8);
B1:=EMA(B,5);

多:=B-B1>0;
空:=B-B1<0;
转空:空 AND REF(多,1);
转多:多 AND REF(空,1);

这是副图技术指标
回测时在基础上添加了
ss:=100;
buy(转多=1 and  holding=0,ss,market);
老仓:holding-dayholding;
sell(老仓>0 and 转空=1,老仓,market);

技术009

你看下你回测使用的数据量，看下开始和结束的日期。数据量不一样，指标结果不一样，信号也就变化了。
另外 还有种常见情况，你回测前这个品种可能数据不足，但是你打开K线后 触发了自动补数据。这种二次计算结果也会有差异。以数据补充后的结果为准。
你可以现在再回测下，注意下测试设置的时间段。

Zl106384

我回测的品种是中国平安，20230101-20240101，
有什么办法解决吗

技术009

就先补充好数据再回测啊。本身就是数据不足，或者图上使用数据和回测数据不一致的问题。