input:
SignalSymbol("FITXN*1.TF", "訊號來源商品(大台全)"),
FastLen(8, "MACD快線"),
SlowLen(21, "MACD慢線"),
MacdLen(5, "MACD柱狀點");
variable: sOpen(0), sClose(0), sHigh(0), sLow(0), sVolume(0);
variable: difValue(0), macdValue(0), osiValue(0);
var: negCount(0);
var: posCount(0);
variable: cond1(false), cond2(false);
variable: condS1(false), condS2(false);
variable: LongSignal(false), ShortSignal(false);
sOpen = GetSymbolField(SignalSymbol, "Open");
sClose = GetSymbolField(SignalSymbol, "Close");
sHigh = GetSymbolField(SignalSymbol, "High");
sLow = GetSymbolField(SignalSymbol, "Low");
sVolume = GetSymbolField(SignalSymbol, "Volume");
difValue = EMA(sClose, FastLen) - EMA(sClose, SlowLen);
macdValue = EMA(difValue, MacdLen);
osiValue = difValue - macdValue;
if osiValue < 0 then begin
negCount += 1; posCount = 0;
end else if osiValue > 0 then begin
posCount += 1; negCount = 0;
end else begin
negCount = 0; posCount = 0;
end;
cond1 =
cond2 =
LongSignal = (cond1 or cond2);
condS1 =
condS2 =
ShortSignal = (condS1 or condS2 );
if LongSignal then begin
SetPosition(1, Market);
end
else if ShortSignal then begin
SetPosition(-1, Market);
end;
回測抓取的OSC值異常,與軟體上的大有出入
5分K,2026/5/16 02:20 OSC應該為-7.23
回測資料卻顯示為-9.7
不曉得是哪邊出了問題??
6 評論