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标题:交易系统测试正常但是没信号

1楼
chockstick 发表于:2013/4/8 11:27:20

 

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

2楼
jinzhe 发表于:2013/4/8 11:31:54
time写错了,143000不是0点几
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