投资者咨询：请问老师实际开仓时的信号与策略里的信号不一致？ (文华财经WH8赢智V8.2)
来源:文华财经 日期:2018-8-22 11:03
请问老师，截图里蓝色椭圆是卖开，而且回测报告里信号明细显示的也是卖开，但是，截图左下角显示是BPK，而且我策略里信号也是BPK，请问这两者为什么不一致，谢谢老师
文件名：screenshot20180822110042.png技术人员回复
日期:2018-8-22 11:13
投资者咨询：请问老师实际开仓时的信号与策略里的信号不一致？ (文华财经WH8赢智V8.2)
来源:文华财经 日期:2018-8-22 11:03
A:=ABS(EMA(C,13)-EMA(C,55))/EMA(C,55);
B:=ABS(EMA(C,13)-REF(EMA(C,13),1))/EMA(C,13);
STR:=A+B;
MID: MA(C, 20);
TMP: =STD(C, 20);
TOP: MID+2*TMP;
BOTTOM: MID-2*TMP;
DIFF:=EMA(CLOSE, 12)-EMA(CLOSE, 26);
DEA: =EMA(DIFF, 9);
MACD: =2*(DIFF-DEA);
IF STR<0.01 THEN BEGIN
SKVOL=0 && CROSS(C,MID) ,BPK('A');
BARSBK>5 && CROSSDOWN(C,MID) ,SPK('A');
IF SKVOL=1 && CROSS(C,MID) && BARSBK>5 THEN BEGIN
BPK('A');
END
SKVOL=0 && CROSSDOWN(C,MID) ,SPK('B');
BARSSK>5 && CROSS(C,MID) ,BPK('B');
IF BKVOL=1 && CROSSDOWN(C,MID) && BARSBK>5 THEN BEGIN
SPK('B');
END
END
(CROSS(C,TOP) && MACD>=0) || (CROSSDOWN(C,BOTTOM) && MACD<=0) ,SP('A');
(CROSSDOWN(C,BOTTOM) && MACD<=0) || (CROSS(C,TOP) && MACD>=0) ,BP('A');
(CROSSDOWN(C,BOTTOM) && MACD<=0) || (CROSS(C,TOP) && MACD>=0) ,BP('B');
(CROSS(C,TOP) && MACD>=0) || (CROSSDOWN(C,BOTTOM) && MACD<=0),SP('B');
TRADE_OTHER('AUTO');
AUTOFILTER;
CHECKSIG_MIN(BK,'A',0,'C',0);
CHECKSIG_MIN(SP,'A',0,'C',0);
CHECKSIG_MIN(SK,'A',0,'C',0);
CHECKSIG_MIN(BP,'A',0,'C',0);
CHECKSIG_MIN(SPK,'A',0,'C',0);
CHECKSIG_MIN(BPK,'A',0,'C',0);
技术人员回复
日期:2018-8-22 11:26
您的编写逻辑不对，在指令前是需要编写条件的，这样修改：
A:=ABS(EMA(C,13)-EMA(C,55))/EMA(C,55);
B:=ABS(EMA(C,13)-REF(EMA(C,13),1))/EMA(C,13);
STR:=A+B;
MID: MA(C, 20);
TMP: =STD(C, 20);
TOP: MID+2*TMP;
BOTTOM: MID-2*TMP;
DIFF:=EMA(CLOSE, 12)-EMA(CLOSE, 26);
DEA: =EMA(DIFF, 9);
MACD: =2*(DIFF-DEA);
IF STR<0.01 THEN BEGIN
SKVOL=0 && CROSS(C,MID) ,BPK('A');
BARSBK>5 && CROSSDOWN(C,MID) ,SPK('A');
IF SKVOL=1 && CROSS(C,MID) && BARSBK>5 THEN BEGIN
1,BPK('A');
END
SKVOL=0 && CROSSDOWN(C,MID) ,SPK('B');
BARSSK>5 && CROSS(C,MID) ,BPK('B');
IF BKVOL=1 && CROSSDOWN(C,MID) && BARSBK>5 THEN BEGIN
1,SPK('B');
END
END
(CROSS(C,TOP) && MACD>=0) || (CROSSDOWN(C,BOTTOM) && MACD<=0) ,SP('A');
(CROSSDOWN(C,BOTTOM) && MACD<=0) || (CROSS(C,TOP) && MACD>=0) ,BP('A');
(CROSSDOWN(C,BOTTOM) && MACD<=0) || (CROSS(C,TOP) && MACD>=0) ,BP('B');
(CROSS(C,TOP) && MACD>=0) || (CROSSDOWN(C,BOTTOM) && MACD<=0),SP('B');
TRADE_OTHER('AUTO');
AUTOFILTER;
CHECKSIG_MIN(BK,'A',0,'C',0);
CHECKSIG_MIN(SP,'A',0,'C',0);
CHECKSIG_MIN(SK,'A',0,'C',0);
CHECKSIG_MIN(BP,'A',0,'C',0);
CHECKSIG_MIN(SPK,'A',0,'C',0);
CHECKSIG_MIN(BPK,'A',0,'C',0);
投资者咨询：请问老师实际开仓时的信号与策略里的信号不一致？ (文华财经WH8赢智V8.2)
来源:文华财经 日期:2018-8-22 11:03
谢谢老师
