等级: 专业版
- 注册:
- 2024-1-10
- 曾用名:
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请教老师,,
采用3分钟周期数据进行交易,在不采用跨周期应用前,已经回测完毕,不过涉及到的数据采集量过大,所以打算采用引用日线数据,但是引用过之后,出现回测没有成交数据,里边可能涉及到的代码如下(EMA(C,1)中的数值进行了虚构,忽略此数值):
均线定义:
MM3:=EMA(C,1);
B3:=STKINDI('','MYEMA.MM3(1)',0,21,3);
MM5:=EMA(C,2);
B5:=STKINDI('','MYEMA.MM5(2)',0,21,3);
MM6:=EMA(C,3);
B6:=STKINDI('','MYEMA.MM6(3)',0,21,3);
MM7:=EMA(C,4);
B7:=STKINDI('','MYEMA.MM7(4)',0,21,3);
DAY8:=EMA(C,5);
B8:=STKINDI('','myema.DAY8(5)',0,6,-1);
DAY9:=EMA(C,6);
B9:=STKINDI('','myema.DAY9(6)',0,6,-1);
DAY10:=EMA(C,7);
B10:=STKINDI('','myema.DAY10(7)',0,6,-1);
DAY11:=EMA(C,8);
B11:=STKINDI('','myema.DAY11(8)',0,6,-1);
DAY12:=EMA(C,9);
B12:=STKINDI('','myema.DAY12(9)',0,6,-1);
DAY13:=EMA(C,10);
B13:=STKINDI('','myema.DAY13(10)',0,6,-1);
下边可能涉及到引用上方数据的如下:
E1:=MIN(MIN(B6,B7),MIN(B7,B8));
E2:=MIN(MIN(B8,B9),MIN(B9,B10));
E3:=MIN(E1,E2);
F1:= ref(C<E3,3) and C<=E3 and C<ref(C,1) and C<REF(LLV(L,50),1);
A1:=B10>B9 AND B10>B8;
B1:=B5>REF(B5,10);
C1:ref(C>B5,1) and C>B5 and c>=ref(c,1);
D1:=B11>B12 AND ANY(L<B12+X*MINDIFF(),240) AND B8>B12 AND B5>B12;
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