均线策略各品种回测非常好,缺点信号闪烁,请老师帮修改下
ParamsNumeric lots(1);
Vars
Numeric ma4;
Numeric ma9;
Numeric ma10;
Numeric ma18;
Numeric ma20;
Numeric ma50;
Begin
ma4=AverageFC(Close,4);
ma9=AverageFC(Close,9);
ma10=AverageFC(Close,10);
ma18=AverageFC(Close,18);
ma20=AverageFC(Close,20);
ma50=AverageFC(Close,50);
If(Close>Close)
{
If((Close>ma10 && ma10>ma20 && ma20>ma50) || (Close>ma4 && ma4>ma9 && ma9>ma18))
Buy(lots,Open);
}
If(Close<Close)
{
If((Close<ma10 && ma10<ma20 && ma20<ma50) || (Close<ma4 && ma4<ma9 && ma9<ma18))
SellShort(lots,Open);
}
End 收盘价
页:
[1]