策略一:
DIFF : EMA(CLOSE,12) - EMA(CLOSE,26);
DEA : EMA(DIFF,9);
2*(DIFF-DEA),COLORSTICK;
MA1:=MA(C,5);
MA2:=MA(C,26);
CC:=CROSS(DIFF,DEA);
DD:=CROSS(DEA,DIFF);
CROSS(MA1,MA2) AND EXIST(CROSS(DIFF,DEA),4),BK;
CROSS(DEA,DIFF),SP;
CROSS(MA2,MA1) AND EXIST(CROSS(DEA,DIFF),4),SK;
CROSS(DIFF,DEA),BP;
AUTOFILTER;
策略二:
MA1:=MA(C,5);
MA2:=MA(C,26);
DIFF : EMA(C,12) - EMA(C,26);
DEA : EMA(DIFF,9);
2*(DIFF-DEA),COLORSTICK;
CC:=CROSS(DIFF,DEA);
DD:=CROSS(DEA,DIFF);
CROSS(MA1,MA2) AND EXIST(CC=1,4),BK;
DD=1,SP;
CROSS(MA2,MA1) AND EXIST(DD=1,4),SK;
CC=1,BP;
AUTOFILTER;
你好,请问策略一和策略二为何我认为表达的意思相同,且参数也相同,但测试结果却不同?哪里不一样呢?谢谢回复
策略都是一样的,参数也一样,只是参数写的位置不一样,结果却大相径庭,求解!!
DIFF : EMA(CLOSE,12) - EMA(CLOSE,26);
DEA : EMA(DIFF,9);
2*(DIFF-DEA),COLORSTICK;//MACD指标
MA1:=MA(C,5);
MA2:=MA(C,26);
CC:=CROSS(DIFF,DEA);//定义MACD金叉
DD:=CROSS(DEA,DIFF);//定义MACD死叉
CROSS(MA1,MA2) AND EXIST(CC=1,4),BK;//均线金叉,且在T个周期内出现过MACD金叉,买开
DD=1,SP;//MACD死叉,卖平
CROSS(MA2,MA1) AND EXIST(DD=1,4),SK;//均线死叉,且在T个周期内出现过MACD死叉,卖开
CC=1,BP;//MACD死叉,买平
AUTOFILTER;
3楼参数位置并不会影响回测结果,根本原因是回测参数设置
如回测起始时间、资金分配、手续费等设置的差异导致的
请您参考2楼回复比对一下,如果还有疑问需要提供回测报告的截图我们看一下
本地测试回测结果是正常显示的
这里您右键》补充历史数据》清除后重新补充一下
并且,将3楼源码重新复制创建为一个新的模型,再加载回测看一下