小幫手您好,
我最近使用print函數, 在台積電(2330.TW)回測1分k時,發現同一個策略在XS回測與在策略雷達執行時,印出來的資料有差異
主要的差異在於Tick "內外盤" "買入價" "賣出價" 少部分發生差異, 請協助看一下是否哪裡有問題
我回測的日期為"2021/1/20",有多處不同
程式碼如下:
variable: N(0);
value1= GetField("總成交次數");
print(file("D:\print\ML.txt"),symbol,",", Date, " ", time, " 總成交次數:", value1);
for N = 0 to value1-1
begin
print(file("D:\print\ML.txt"),symbol," ", Date, " ", time, N, " volume:", GetField("volume", "Tick")[N], " close:", GetField("close", "Tick")[N]
, " 內外盤:",GetField("內外盤", "Tick")[N], " 買入價:",GetField("買入價", "Tick")[N], " 賣出價:",GetField("賣出價", "Tick")[N]);
end;
1 評論