编写错误请教? (文华财经WH8赢智V8.2)

投资者咨询:编写错误请教? (文华财经WH8赢智V8.2)
来源:文华财经  日期:2018-5-16 7:36
 老师,请帮我检查一下我个分组策略中的其中一个出了什么错误,我添加了做多时避开连续多个反向长影线的情况,但添加之后这个带有二个以个影线的信号还是存在,按理说这个信号应该消失才对呀?是编写问题还是用法问题?原编写如下:

MA5:MA(C,5);
MA10:MA(C,10);
MA20:MA(C,20);
QS1:MA5>MA10&&MA10>MA20;
QS2:MA5<MA10&&MA10<MA20;
CSY:(H-MAX(O,C))/ABS(C-O)>=3;//定义长上影;
CXY:(MIN(O,C)-L)/ABS(C-O)>=3;//定义长下影;
DSY:COUNT(CSY,4)>=2;//定义多上影;
DXY:COUNT(CXY,4)>=2;//定义多下影;
QS1&&EVERY(MA5/REF(MA5,1)>1.0015,2)&&REF(V,1)/V>2.5&&(C-MA5)<=5*MINPRICE&&DSY=0,BK('C');
C/MA5>1.05||C>BKPRICE+34*MINPRICE||BARSBK>=4&&EVERY(C<=BKPRICE+4*MINPRICE,4)||REF(C,1)/C>=1.015,SP('C');
QS2&&EVERY(REF(MA5,1)/MA5>1.0015,2)&&REF(V,1)/V>2.5&&(MA5-C)<=5*MINPRICE&&DXY=0,SK('C');
MA5/C>1.05||C<SKPRICE-34*MINPRICE||BARSSK>=4&&EVERY(C>=SKPRICE-4*MINPRICE,4)||C/REF(C,1)>=1.015,BP('C');
AUTOFILTER;

合约是铁矿1809,就是昨天,老师如果需要也可回测看一下,截图附下:

图片点击可在新窗口打开查看
技术人员回复
日期:2018-5-16 8:28

是因为您对长上/下影线的定义中,柱体ABS(C-O)写在分母了,当K线是平盘时判断失效,这样改下,

 

MA5:MA(C,5);
MA10:MA(C,10);
MA20:MA(C,20);
QS1:MA5>MA10&&MA10>MA20;
QS2:MA5<MA10&&MA10<MA20;
CSY:(H-MAX(O,C))>=3*ABS(C-O);//定义长上影;
CXY:(MIN(O,C)-L)>=3*ABS(C-O);//定义长下影;

DSY:COUNT(CSY,4)>=2;//定义多上影;
DXY:COUNT(CXY,4)>=2;//定义多下影;
QS1&&EVERY(MA5/REF(MA5,1)>1.0015,2)&&REF(V,1)/V>2.5&&(C-MA5)<=5*MINPRICE&&DSY=0,BK('C');
C/MA5>1.05||C>BKPRICE+34*MINPRICE||BARSBK>=4&&EVERY(C<=BKPRICE+4*MINPRICE,4)||REF(C,1)/C>=1.015,SP('C');
QS2&&EVERY(REF(MA5,1)/MA5>1.0015,2)&&REF(V,1)/V>2.5&&(MA5-C)<=5*MINPRICE&&DXY=0,SK('C');
MA5/C>1.05||C<SKPRICE-34*MINPRICE||BARSSK>=4&&EVERY(C>=SKPRICE-4*MINPRICE,4)||C/REF(C,1)>=1.015,BP('C');
AUTOFILTER;