如圖,回測交易腳本,6月28日小台指,1分k,巳設固定停損20點停利20點,當11:02分>>17535買進後,但是盤中11:09分最高有到停利17560,但確沒有成交?(好像要"收盤價"才算數?),導致拖到11:31分變成停損17516,是否有設定?或語法可以改正?
// 宣告參數
input: Length(9, "計算期數"), RSVt(3, "RSVt權數"), Kt(3, "Kt權數"), LowBound(40, "低檔區"), HighBound(75, "高檔區"),
profit_point(20, "停利(點)"), loss_point(20, "停損(點)");
variable: _rsv(0), _k(0), _d(0);
// 資料讀取筆數設定
SetTotalBar(maxlist(Length,6) * 3 + 8);
Stochastic(Length, RSVt, Kt, _rsv, _k, _d);
// 多方進場策略:K在低檔區由下往上突破D值。出場策略:K由上往下穿越D值。
if _k < LowBound and _k crosses above _d
and filled = 0 and position = 0 then setposition(1, market);
{多單停損停利(點)}
if filled = 1 and position = 1 and (close >= (filledAvgPrice + profit_point){停利}
or close <= (filledAvgPrice - loss_point){停損})
then setposition(0, market);
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