关于突破买入价格的问题 (文华财经WH8赢智V8.2)

投资者咨询：关于突破买入价格的问题 (文华财经WH8赢智V8.2)

来源:文华财经日期:2018-6-30 19:44

老师我想编写一个突破的程序，突破前两日高点，在突破瞬间买入。主要问题是测试了两个突破买入（cross和>）的用法，回测都显示是以收盘价买入，我想以刚突破时的价格买入，请问怎么修改？

HIGH_REF1:=REF(HIGH,1);

HIGH_REF2:=REF(HIGH,2);

LOW_REF1:=REF(LOW,1);

LOW_REF2:=REF(LOW,2);

//尝试1，回测图显示突破买入的点位为当天的收盘价

@test

CROSS(C,MAX(HIGH_REF1,HIGH_REF2)),BPK;

CROSS(C,MIN(LOW_REF1,LOW_REF2)),SPK;

//尝试2，回测图依然显示开仓点为当天突破的收盘价

@test2

C>MAX(HIGH_REF1,HIGH_REF2),BPK;

C<MIN(LOW_REF1,LOW_REF2),SPK;

AUTOFILTER;

技术人员回复

日期:2018-7-1 9:29

参考：

HIGH_REF1:=REF(HIGH,1);

HIGH_REF2:=REF(HIGH,2);

LOW_REF1:=REF(LOW,1);

LOW_REF2:=REF(LOW,2);

//尝试1，回测图显示突破买入的点位为当天的收盘价

CROSS(C,MAX(HIGH_REF1,HIGH_REF2)),BPK;

CROSS(C,MIN(LOW_REF1,LOW_REF2)),SPK;

//尝试2，回测图依然显示开仓点为当天突破的收盘价

C>MAX(HIGH_REF1,HIGH_REF2),BPK;

C<MIN(LOW_REF1,LOW_REF2),SPK;

MULTSIG(0,0,1,0);

AUTOFILTER;