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标题:这个模型为何没有开空仓?问题出在哪里?

1楼
xingyelhl 发表于:2015/2/28 12:54:32

DIFF : EMA(CLOSE,S) - EMA(CLOSE,P);
DEA  : EMA(DIFF,M);
MACD1 : 2*(DIFF-DEA), COLORSTICK;

BUY(DIFF>DEA&&DIFF-DEA>REF(DIFF,1)-REF(DEA,1)&&HOLDING=0&&TIME<151000,0,MARKET);
BUYSHORT(DIFF<DEA&&DIFF-DEA<REF(DIFF,1)-REF(DEA,1)&&HOLDING=0&&TIME<151000,0,MARKET);

SELL(TIME>151000||DIFF-DEA<REF(DIFF,1)-REF(DEA,1),0,MARKET);
SELLSHORT(TIME>151000||DIFF-DEA>REF(DIFF,1)-REF(DEA,1),0,MARKET);

2楼
jinzhe 发表于:2015/2/28 13:31:55

开空一共是4个,条件,你逐一输出一下,看看是哪个条件不成立

DIFF<DEA

DIFF-DEA<REF(DIFF,1)-REF(DEA,1)

HOLDING=0

TIME<151000

把这4个逐一输出,看看是哪个不成立

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