回測期貨自動交易策略卻一直顯示空白,是否腳本撰寫有問題呢?
腳本如下:
input: Price(close); setinputname(1,"價格");
input: Length1(10); setinputname(2,"長期");
input: Length2(5); setinputname(3,"短期");
settotalbar(3);
var:InCondition(false),OutCondition(false);
InCondition = Price > highest(high[1] ,Length1)
OutCondition = Price < lowest(low[1] ,Length2)
if position = 0 and InCondition then setposition(1,market);
if position <> 0 and OutCondition then setposition(0,market);
請小編幫忙 謝謝
2 評論