-- 图表信号和策略思路不一致问题
INPUT:N(20,1,250,10),M(120,1,250,10);
MA20:MA(CLOSE,N);
MA120:MA(CLOSE,M);
IF MA20>MA120 AND CLOSE>MA20 AND TIME>=090500 AND TIME<=145500 OR TIME>=210500 AND TIME<=225500 THEN BEGIN
BUY(1,20%,MARKET);
DRAWTEXT( 1,CLOSE ,“开多” ,1 );
END
IF CLOSE<=MA20 AND TIME>=145500 OR TIME>=225500 THEN BEGIN
SELL(1,HOLDING,MARKET);
DRAWTEXT( 1,CLOSE ,“平多” ,1 );
END
IF MA20<MA120 AND CLOSE<MA20 AND TIME>=090500 AND TIME<=145500 OR TIME>=210500 AND TIME<=225500 THEN BEGIN
BUYSHORT(1,20%,MARKET);
DRAWTEXT( 1,CLOSE ,“开空” ,1 );
END
IF CLOSE>=MA20 AND TIME>=145500 OR TIME>=225500 THEN BEGIN
SELLSHORT(1,HOLDING,MARKET);
DRAWTEXT( 1,CLOSE ,“开空” ,1 );
END
这段代码是日内策略,策略:短期20周期均线在长期120周期线上,只做多,找k线穿短期20周期均线上做多,下穿20均线平仓;
短期20周期均线在长期120周期均线下,只做空,找k线穿短期均线下穿20周期线做空,上穿20均线平仓。
当我加载在图表上得到的结果与我想要表达的不一致,请问错在哪里?