formula1:
mavar1:ma(ref(close,1),n1);
mavar2:ma(ref(close,1),n2);
----------------------------------------------------------------------
formula2:
DayVarValue1:STKINDI('','formula1.mavar1',0,6);
DayVarValue2:STKINDI('','formula1.mavar2',0,6);
KD:=ref(close,2)>=DayVarValue1 and ref(close,1) >=DayVarValue1 and time<=0.143000000 and time>=0.093000000; //开多条件
PD:=ref(close,2)<=DayVarValue1 and ref(close,1) <=DayVarValue1; //平多条件
KK:=ref(close,2)<=DayVarValue2 and ref(close,1) <=DayVarValue2 and time<=0.143000000 &&time>=0.093000000; //开空条件
PK:=ref(close,2)>=DayVarValue2 and ref(close,1) >=DayVarValue2; //平空条件
BUY(KD AND HOLDING=0,5,MARKET); //开多信号
SELL(PD and HOLDING>0,5,MARKET); //平多信号
BUYSHORT(KK AND HOLDING=0,5,MARKET); //开空信号
SELLSHORT(PK AND HOLDING<0,5,MARKET); //平空信号
if time>=150000 then begin
sell(holding>0,5,market);
sellshort(holding<0,5,market);
end
-------------------------------------
两个代码测试正常,但在交易系统formula2当中,居然没有信号指标出来?
麻烦老师给跟踪测试看看是哪里有问题:
formula1计算的是股指连续日线指标值
formula2是应用在股指连续5min的k线上