由于测试中只有o、h、L、C 4个价格。请问下面这个公式测试中,
开平仓价格金字塔测试中是如何处理的(按什么价格计算)?
收盘平空:sellshort(TIME>=CLOSETIME(0) and holding<0,0,limitr,max(o,ref(c,1)+1*mindiff)+3*mindiff);//thisclose MARKETR
hi:REF(HHV(H,X),1),linethick0;//X是参数,自行调整 X周期高点
if High>=hi and TIME>OPENTIME(1) and holding<=0 then begin//
平空:sellshort(holding<0, 1,limitr,max(o,hi+1*mindiff)+3*mindiff);//l
开多:buy(holding=0, 1,limitr,max(o,hi+1*mindiff)+3*mindiff);//l
end
限价就是按照您限定的具体价格测试的,例如c=1000,mindiff是1,(limit,c+2*mindiff)测试时就是用1002
hi:REF(HHV(H,X),1);
max(o,ref(c,1)+1*mindiff)+3*mindiff);
max(o,hi+1*mindiff)+3*mindiff);
max(o,hi+1*mindiff)+3*mindiff);
这个价格都能准确给出。对吗?
hi:REF(HHV(H,10),1);
max(o,ref(c,1)+1*mindiff)+3*mindiff);
max(o,hi+1*mindiff)+3*mindiff);
max(o,hi+1*mindiff)+3*mindiff);
这4个价格都能准确给出。对吗?
buy(),IGNORECHECKPRICE;
每个开平语句后面加上这个函数忽略价格检查,这样所有价格都会给出
指的是测试时加上IGNORECHECKPRICE,实际交易时去掉IGNORECHECKPRICE对吗?
这个你要理解下图表的机制,图表是一个相对独立的系统,在交易时,实际是跟着图表中的虚拟持仓去做的。
也就是说按你上面的方式,你在实盘图表交易时,也要忽略价格检查。