如附圖的回測設定及失敗結果
隨寫簡單的script如下:
警示A --- XmVixBt
Value1 = GetSymbolField("VIX.TF","收盤價");
Condition1 = Value1 < 20 and Close > Highest(High[1], 20);
if Condition1 then
Ret = 1;
警示B --- XmVixSt
Value1 = GetSymbolField("VIX.TF","收盤價");
Condition2 = Value1 > 20 and Close < Lowest(Low[1], 20);
if Condition2 then
Ret = 1;


6 評論