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标题:请教老师过滤信号?

1楼
bob 发表于:2012/12/7 9:59:42

请教老师,以下的模型我在运行交易时遇到一个问题,就是第一根K线满足条件之后帮我买入一手,第二根满足之后又帮我买入一手,第三根....持续不断的买入。我如何调整成为我只要求在第一根满足条件的K线收盘后买入,后面持续满足的过滤掉?

M1:MA(C,N1);
EXITSHORT:M1>REF(M1,1) AND EVERY(CLOSE>M1,2);
ENTERLONG:M1>REF(M1,1) AND EVERY(CLOSE>M1,2);
EXITLONG:M1<REF(M1,1) AND EVERY(CLOSE<M1,2);
ENTERSHORT:M1<REF(M1,1) AND EVERY(CLOSE<M1,2);

2楼
jinzhe 发表于:2012/12/7 10:12:13
EXITSHORT:M1>REF(M1,1) AND EVERY(CLOSE>M1,2),tfilter;
ENTERLONG:M1>REF(M1,1) AND EVERY(CLOSE>M1,2),tfilter;
EXITLONG:M1<REF(M1,1) AND EVERY(CLOSE<M1,2),tfilter;
ENTERSHORT:M1<REF(M1,1) AND EVERY(CLOSE<M1,2),tfilter;
共2 条记录, 每页显示 10 条, 页签: [1]


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