我想選股...找出近半年(抓120天),有發生 20 及 200 MA 均線黃金交叉...
自己寫了以下...但選股中心出來的 都近一個禮拜就發生...
想請問問題出在哪裡? 謝謝
input: X (20,"短天期");
input: X1 (200,"長天期");
input: X2 (120,"回測天期");
value3 = average (close,X);
value4 = average (close,X1);
condition1 = value3 > value4;
condition2 = value3[1] < value4[1];
Ret = trueany(condition1 and condition2, X2);
1 評論