帮查一下问题

08-02 01:20发布

//N:=30;
//W:=5;
//E:=12000;
//Z:=5
D:=SCALE*VOL;//主动买
K:=(1-SCALE)*VOL;//主动卖
TIME>=930&&
(C>HV(H,N)&&C>HV(H,W)&&SUM(D,N)>SUM(K,N)&&V>=E&&OPI>REF(OPI,1)||
C>REF(HHV(H,DAYBARPOS),DAYBARPOS))&&
C<=REF(HHV(H,DAYBARPOS),DAYBARPOS)+20*MINPRICE&&
CLOSEMINUTE>5,BK;
CBKPRICE&&C TIME>=930&&
(C=E&&OPI>REF(OPI,1)||
C C>=REF(LLV(L,DAYBARPOS),DAYBARPOS)+20*MINPRICE&&
CLOSEMINUTE>5,SK;
C>HV(H,W)||C>MA((H+L)/2,W)||CMA((H+L)/2,Z),BP;
CLOSEMINUTE<=5,CLOSEOUT;
AUTOFILTER;

//N:=30;
//W:=5;
//E:=12000;
//Z:=5
D:=SCALE*VOL;//主动买
K:=(1-SCALE)*VOL;//主动卖
TIME>=930&&
(C>HV(H,N)&&C>HV(H,W)&&SUM(D,N)>SUM(K,N)&&V>=E&&OPI>REF(OPI,1)||
C>REF(HHV(H,DAYBARPOS),DAYBARPOS))&&
C<=REF(HHV(H,DAYBARPOS),DAYBARPOS)+20*MINPRICE&&
CLOSEMINUTE>5,BK;
CBKPRICE&&C TIME>=930&&
(C=E&&OPI>REF(OPI,1)||
C C>=REF(LLV(L,DAYBARPOS),DAYBARPOS)+20*MINPRICE&&
CLOSEMINUTE>5,SK;
C>HV(H,W)||C>MA((H+L)/2,W)||CMA((H+L)/2,Z),BP;
CLOSEMINUTE<=5,CLOSEOUT;
AUTOFILTER;
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9条回答
不悔用文华
2楼-- · 08-02 02:16
回测只有多单,空单为0,不知何故
3楼-- · 08-02 02:35
开空的条件有冲突:
C小于昨日最低价
&& //并且
C>=REF(LLV(L,DAYBARPOS),DAYBARPOS)+20*MINPRICE //大于昨日最低价+20个点
这样修改看下:
D:=SCALE*VOL;//主动买
K:=(1-SCALE)*VOL;//主动卖
TIME>=930&&
(C>HV(H,N)&&C>HV(H,W)&&SUM(D,N)>SUM(K,N)&&V>=E&&OPI>REF(OPI,1)||
C>REF(HHV(H,DAYBARPOS),DAYBARPOS))&&
C<=REF(HHV(H,DAYBARPOS),DAYBARPOS)+20*MINPRICE&&
CLOSEMINUTE>5,BK;
CBKPRICE&&C
TIME>=930&&
(C=E&&OPI>REF(OPI,1)||
C
C>=REF(LLV(L,DAYBARPOS),DAYBARPOS)-20*MINPRICE&&
CLOSEMINUTE>5,SK;
C>HV(H,W)||C>MA((H+L)/2,W)||CMA((H+L)/2,Z),BP;
CLOSEMINUTE<=5,CLOSEOUT;
AUTOFILTER;
文华菜鸟
4楼-- · 08-02 02:55
谢谢,我试试看
文华向前进
5楼-- · 08-02 03:15
还是跟我的思路出入交大
文华向前进
6楼-- · 08-02 03:36
目前源码编写是没有问题的,模型效果跟您的思路有关系,需要您自己整理优化
无知无畏
7楼-- · 08-02 03:55
只用当日数据,以开盘一分钟高低价为入场点,破高点,多,破地点空,止损位,高低点均值处,止盈,创新高或新低当根K线的最低点平多或最高点平空
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