選股腳本A選出來的A股票,再由自動中心交易策略A回測時有交易的資料
但
將選股腳本A的程式碼,整合在交易策略腳本A編譯為 A1 腳本,再進行A股票回測時,沒有交易資料 為何?
選股腳本A
//先準備需要被拿來運算的資料
value1=GetField("法人買賣超張數","D");
//value2=GetField("佔大盤成交量比","D");
value4=GetField("董監持股佔股本比例","D");
value5=GetField("外資持股比例","D");
value6=GetField("買家數","D");
value7=GetField("賣家數","D");
//value8=GetField("股價淨值比","D");
value9=GetField("本益比","D");
//設計檢查表的規則
if  average(value1,3)>0 //法人沒有站在賣方
and value4+value4>30 //籌碼集中
and average(value7,3)>average(value6,3)*1.03//籌碼是集中不是發散
and average(close,5) >average(close,10)//均線多頭排列
and close>close[1]*1.02//最近一天夠強
and close[5]< close*1.15
and value8<3//PB沒有太高
and value9<20//本益比不致於不合理
then ret=1;
交易策略A
input:x1(0.5,"百分比");
if  close < openD(0)*(1-x1/100) then   buy(1,close,label:="買1");
if  close > openD(0)* (1+x1/100) then sell(1, close,label:="賣1"); 
交易策略A1
input:x1(0.5,"百分比");
//先準備需要被拿來運算的資料
value1=GetField("法人買賣超張數","D");
//value2=GetField("佔大盤成交量比","D");
value4=GetField("董監持股佔股本比例","D");
value5=GetField("外資持股比例","D");
value6=GetField("買家數","D");
value7=GetField("賣家數","D");
//value8=GetField("股價淨值比","D");
value9=GetField("本益比","D");
//設計檢查表的規則
condition1= average(value1,3)>0 and value4+value4>30 and average(value7,3)>average(value6,3)*1.03
and average(close,5) >average(close,10)and close>close[1]*1.02 and close[5]< close*1.15 and value9<20;
//交易
if condition1 and close < openD(0)*(1-x1/100) then   buy(1,close,label:="買1");
if condition1 and close > openD(0)* (1+x1/100) then sell(1, close,label:="賣1"); 
 
            
        
        
        
            
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