跨頻率的問題

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最後發表 KiddingChen 2021 七月 16

KiddingChen 發文於 2021/07/15

小幫手你好,

請問我跑1分K以跨頻率方式取得大盤的日頻率均線

為何跑出來的結果跟實際的不一樣?

我用以下兩個語法測試都不行

value1=getsymbolField("TSE.TW","收盤價","D");

if time>=130000 then print (date,time,average(value1,5),average(value1,10),average(value1,20));

value1=getsymbolField("TSE.TW","收盤價","D");

if time>=130000 then print (date,time,xf_Xaverage("D",value1,5),xf_Xaverage("D",value1,10),xf_Xaverage("D",value1,20));

煩請小幫手幫忙,感謝!

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XQ小幫手發文於 2021/07/16

Hello KiddingChen,

由於您頻率用的是1分鐘，所以

value1 = getsymbolField("TSE.TW","收盤價","D");

value1[1] 與 getsymbolField("TSE.TW","收盤價","D")[1] 是不相同的。

value1[1] 是1分鐘前的今日TSE.TW收盤價。

getsymbolField("TSE.TW","收盤價","D")[1] 是前一天的TSE.TW收盤價。

您的腳本應修該為:

if time>=130000 then print (date,time,average(getsymbolField("TSE.TW","收盤價","D"),5),average(getsymbolField("TSE.TW","收盤價","D"),10),average(getsymbolField("TSE.TW","收盤價","D"),20));

if time>=130000 then print (date,time,xf_Xaverage("D",getsymbolField("TSE.TW","收盤價","D"),5),xf_Xaverage("D",getsymbolField("TSE.TW","收盤價","D"),10),xf_Xaverage("D",getsymbolField("TSE.TW","收盤價","D"),20));

需注意1計算出的是簡單移動平均，2計算出的是指數移動平均，兩者應該不會相同。