XS自動交易程式碼錯於何處?

dear

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經測試

選股出來的股票和原程式相同，與選股回測的股票還是有出入。

與自動交易的回測差異就又更大些，似乎與原來的情況相同對不太上。

指標、選股、選股回測、交易、交易回測 五種情況執行的進場商品，無一 一致。

現況執行出來的商品，有部分與所需指標訊號點不符，最為難

 

以下為指標程式碼，選股和交易都是以它為參考進場

input: A12(12,"12"),A26(26,"26");

if xf_EMA("D", Close,A12) cross Over xf_EMA("D", Close,A26) then begin

value1=currentBar;

Plot1(value1,"日多");

end;

 

if xf_EMA("W", Close,A12) cross Over xf_EMA("W", Close,A26) then begin

value2=currentBar;

Plot2(value2,"週多");

end;

 

if xf_EMA("M", Close,A12) cross Over xf_EMA("M", Close,A26) then begin

value3=currentBar;

Plot3(value3,"月多");

end;

 

if xf_EMA("d", Close,A12) cross under xf_EMA("d", Close,A26) then begin

value4=currentBar;

Plot4(value4,"日空");

end;

 

if xf_EMA("W", Close,A12) cross under xf_EMA("W", Close,A26) then begin

value5=currentBar;

Plot5(value5,"週空");

end;

 

if xf_EMA("M", Close,A12) cross under xf_EMA("M", Close,A26) then begin

value6=currentBar;

Plot6(value6,"月空");

end;

 

//condition1=value3 >= value6  ;//月多之後無月空

condition1=value1 >= value2 and value2 > value5;//日多之前有周多無周空

condition2=value2 >= value5  ;// 周多之後無周空

condition3=value1 >= value4  ;//日多之後無日空

condition4=value1 >= value2  ;//日多之前有周多

 

input:Length(5,"計算期間");

 variable: _Output(0);

 LinearReg(close, Length, 0, value7, value8, value9, value10);

 

 

input: Lengthb(20); SetInputName(1, "布林通道天數");

input: BandRange(2);SetInputName(2, "上下寬度");

input: MALength(10);SetInputName(3, "MA天期");

input: bM(80,"擴展"),bs(60,"緊縮");

variable: up(0), down(0), mid(0);

 up = bollingerband(Close, Lengthb, BandRange);

down = bollingerband(Close, Lengthb, -1 * BandRange);

 

if up - down = 0 then value11 = 0 else value11 = (close - down) * 100 / (up - down);

value12 = average(value11, MALength);

condition5= 判斷式; 

 

MACD(WeightedClose,12,26,9,value13,value14,value15);

condition6=判斷式;

 

if condition1 and  condition2 and condition3 and condition4 and 判斷式 and condition5 

and condition6

then plot7(close,"進場");