-- 回测问题
请帮忙看看这个公式有什么问题,回测20170101-今,无论那个个股,交易明细中第一个信号在2017年1月4日,在图表中无此信号,检查日线数据复权全,价格复权开,谢谢!
DIFFL : =EMA(CLOSE,72) - EMA(CLOSE,156);
DEAL : =EMA(DIFFL,54);
DIFFS:=EMA(Close,12)-EMA(Close,26);
DEAS:=EMA(DIFFS,9);
MACDCon1:=(DIFFL>DEAL) and (DIFFL>0);
MACDCon2:=cross(DIFFS,DEAS);
OpenZT:=(open>(ref(close,1)*1.097)) and (high=low);
Buycon0:=NOT(OpenZT);
BUYcon1:=MACDCon1 and MACDCon2;
BuyCon:=BuyCon1 and BuyCon0;
SellCON:= cross(DEAL,DIFFL) ;
开多:BUY(BuyCon,0,market);
退场:SELL(SellCON,0,market);
此主题相关图片如下:微信图片_20200716093115.jpg