标题：[求助]帮忙看一下这个交易系统哪里错了?

1楼

oceanjztwind 发表于：2012/8/29 22:52:53

MA60:=MA(C,60);

MA80:=MA(C,80);

KD:=cross(REF(MA60,1)-REF(MA60,2),0);

KK:=cross(0,REF(MA60,1)-REF(MA60,2));;

{开多}ENTERLONG:KD ;

{平多}EXITLONG: REF(MA60,1)<REF(MA60,2);

{开空}ENTERSHORT: KK;

{平空}EXITSHORT: REF(MA60,1)>REF(MA60,2);

怎么每根K线上都有信号?

2楼

jinzhe 发表于：2012/8/30 8:46:55

说明每根k线的都满足了开平仓条件。同种信号需要过滤

{开多}ENTERLONG:KD ,tfilter;

{平多}EXITLONG: REF(MA60,1)<REF(MA60,2),tfilter;

{开空}ENTERSHORT: KK,tfilter;

{平空}EXITSHORT: REF(MA60,1)>REF(MA60,2),tfilter;

3楼

阿火发表于：2012/8/30 9:00:25

加个tfilter

MA60:=MA(C,60);

MA80:=MA(C,80);

KD:=cross(REF(MA60,1)-REF(MA60,2),0);

KK:=cross(0,REF(MA60,1)-REF(MA60,2));;

{开多}ENTERLONG:KD ,tfilter;

{平多}EXITLONG: REF(MA60,1)<REF(MA60,2),tfilter;

{开空}ENTERSHORT: KK,tfilter;

{平空}EXITSHORT: REF(MA60,1)>REF(MA60,2),tfilter;

4楼

oceanjztwind 发表于：2012/8/30 9:48:33

以下是引用阿火在2012-8-30 9:00:25的发言：

加个tfilter

MA60:=MA(C,60);

MA80:=MA(C,80);

KD:=cross(REF(MA60,1)-REF(MA60,2),0);

KK:=cross(0,REF(MA60,1)-REF(MA60,2));;

{开多}ENTERLONG:KD ,tfilter;

{平多}EXITLONG: REF(MA60,1)<REF(MA60,2),tfilter;

{开空}ENTERSHORT: KK,tfilter;

{平空}EXITSHORT: REF(MA60,1)>REF(MA60,2),tfilter;

谢谢不过有点难以理解 cross居然每根K线都满足

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