variable:n=0;
if 开多条件 and 持仓判断 and n=0 then begin
buy.....;
n:=1;
end
if 开空条件 and 持仓判断 and n=0 then begin
buyshort....;
n:=1;
end
if time=closetime(0) then n:=0;
KD:=......
KK:=......
PD:=......
PK:=......
variable:n=0;
if KD and HOLDING=0 and n=0 then begin
buy(1,1,THISCLOSE);
n:=1;
end
if KK and HOLDING=0 and n=0 then begin
buyshort(1,1,THISCLOSE);
n:=1;
end
SELL(PD&&HOLDING>0,HOLDING,THISCLOSE);
SELLSHORT(PK&&HOLDING<0,HOLDING,THISCLOSE);
if time=closetime(0) then n:=0;
按照上边的写法没有出现成交记录,回测没有数据,是不是哪里写错了?
策略放在图上有信号吗?
没有信号,如果按照正常写法
BUY(KD&&HOLDING=0,1,THISCLOSE);
SELL(PD&&HOLDING>0,HOLDING,THISCLOSE);
BUYSHORT(KK&&HOLDING=0,1,THISCLOSE);
SELLSHORT(PK&&HOLDING<0,HOLDING,THISCLOSE);
这个就有信号