input:ratio(1.095,"倍數");
var: intrabarpersist stoploss_point(0);
if stoploss_point = 0 then begin
stoploss_point = getfield("close","1")[1] - getfield("close","1")[1]*0.02;
end;
if getfield("close","1") > getfield("close","1")[1] then begin
if getfield("close","1") - getfield("close","1")*0.02 > stoploss_point then begin
stoploss_point = getfield("close","1") - getfield("close","1")*0.02;
end;
if
close<close[1]*ratio
or
Close <= stoploss_point
then ret=1; end;
以上我按照自動交易中心的移動停損範本修改的警示腳本出場條件
我希望的出場條件是當盤中跌破平盤或是盤中達到移動停利/停損時(最高價向下2%)執行出場,但回測的結果在有些個股已經漲停了,卻還是會頻繁的賣出,是我移動停利腳本的什麼地方出問題嗎??
4 評論