以神達3076回測近6個月為範本,作多,停損7%,停利10%,警示腳本出現三筆,交易腳本出現一筆,一樣的設定條件,卻產生不同的回測結果, 可以把交易腳本調成跟警示腳本一樣嗎?也就是交易腳本的回測也要出現三筆,謝謝
// 警示腳本如下:
input: Length(9), RSVt(3), Kt(3), LowBound(40);
SetTotalBar(maxlist(Length,6) * 3 + 8);
SetInputName(1, "計算期數");
SetInputName(2, "RSVt權數");
SetInputName(3, "Kt權數");
setInputName(4, "低檔區");
variable: rsv(0), k(0), _d(0);
Stochastic(Length, RSVt, Kt, rsv, k, _d);
if k<LowBound and k cross over _d
then ret=1;
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// 交易腳本如下:
// 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"),
profit_percent(10, "停利(%)"), loss_percent(7, "停損(%)");
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。
if _k < LowBound and _k crosses above _d
and filled = 0 and position = 0 then setposition(1, market);
{多單停損停利(%)}
if filled = 1 and position = 1 and (high >= (filledAvgPrice + profit_percent){停利}
or low <= (filledAvgPrice - loss_percent){停損})
then setposition(0, market);
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