公式模型编写问题提交-[求助]公式运行变量查看器显示出#金字塔客服中心 - 专业程序化交易软件提供商

variable:c1=0,loss_num=0,win_num=0,next_num=0,first_open=0,下次开仓量=0,上次开仓量=0;

variable:loss1=0,loss2=0,loss3=0,loss4=0;

VARIABLE:loss_per=0;

variable:n2:=4,n3:=20,n1:=5,m1:=2,m2:=2;

MA5:MA(CLOSE,n2);

MA10:MA(CLOSE,n3);

CONDBUY:=CROSS(MA5,MA10);

CONDSELL:=CROSS(MA10,MA5);

平多开空:=CONDSELL and HOLDING>=0;

平空开多:=CONDBUY and HOLDING<=0;

d:=date+19000000;

日期条件:=if(d>20201001,1,0);

回测开始时间:BARSLAST( d<20201001);

上次开仓量:=if(holding<>0,abs(holding),n1);

if CONDBUY and 日期条件 then SELLSHORT(1,HOLDING,MARKET);

if NUMPROFIT(1)<0 and ( CONDBUY) then begin

loss1:=loss1+1;

END

if NUMPROFIT(1)/ENTERPRICE>0.005 and ( CONDBUY) then begin

loss1:=0;

END

if CONDBUY and 日期条件 then buy(1,2,MARKET);

if CONDSELL and 日期条件 then sell(1,HOLDING,MARKET) ;

if NUMPROFIT(1)<0 and (CONDSELL) then begin

loss1:=loss1+1;

END

if NUMPROFIT(1)/ENTERPRICE>0.005 and (CONDSELL ) then begin

loss1:=0;

END

if condsell and 日期条件 then BUYSHORT(1,2,MARKET);

if condbuy and 日期条件 then sellshort(1,HOLDING,MARKET) ;

盈利次数:win_num;

亏损次数:loss_num;

连续亏损2次:count(ref(loss1,1)=2 and loss1=0 ,回测开始时间);

连续亏损3次:count(ref(loss1,1)=3 and loss1=0 ,回测开始时间);

连续亏损4次:count(ref(loss1,1)=4 and loss1=0 ,回测开始时间);

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