請問,為何我使用以下腳本做回測,跑不出數據?
條件: 當日預估量大於昨日成交量1.8倍 or 5日均量 1.8 倍 or 60日均量 1.8倍且站上均線EMA50,收盤就進場,隔天大於3.5%就出場。
value1 = GetField("估計量");
input:Leng1(50);
variable: ema1(0SetInputName(1,"短均線");
settotalbar(maxlist(Leng1) + 250);
ema1 = ema(close, Leng1);
condition1 = value1 > (GetField("Volume", "D")[1] * 1.8);
condition2 = value1 > average(GetField("Volume", "D")[1] *1.8, 5);
condition3 = value1 > average(GetField("Volume", "D")[1]*1.8, 60);
if close > ema1 and condition1 or condition2 or condition3 then ret = 1;
3 評論