作者waiter337 (soup)
看板Trading
标题[问题] 请教MC回测的问题...
时间Tue Jul 17 03:17:09 2012
抱歉,我又无耻的来洗板了=.=
求救一下,目前正在练习MC
我将某大的测试策略放进MC去跑
{rsi}
Inputs:rsiLength(9),overbuy(70),oversell(30);
if rsi(C,rsilength)>overbuy then begin
buy next bar at market;
End ;
if rsi(C,rsilength)<oversell then begin
sell next bar at market;
end ;
if rsi(C,rsilength)cross under overbuy then begin
sell next bar at market;
end ;
if rsi(C,rsilength)cross over oversell then begin
buy next bar at market;
end ;
(不知道是不是我MC语法用错)
这是我的回测情况.....
里面完全没有半张空单Q.Q (有卖出讯号喔....吓死人)
http://ppt.cc/4Ulw (只跑2004/1/1~2012/5/8)
花了2,3个小时,我在怎麽设定,上网找问题也找不到答案,
求高手解救解救我一下,我真的不知从何下手....
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 111.252.74.226
= = 靠腰勒,我好像又来自问自答了
看见无无明大说,空单要设sellshort
{rsi}
Inputs:rsiLength(9),overbuy(70),oversell(30);
if rsi(C,rsilength)>overbuy then begin
buy next bar at market;
End ;
if rsi(C,rsilength)<oversell then begin
sellshort next bar at market;
end ;
if rsi(C,rsilength)cross under overbuy then begin
sellshort next bar at market;
end ;
if rsi(C,rsilength)cross over oversell then begin
buy next bar at market;
end ;
好像就好了 是这样子吗?
※ 编辑: waiter337 来自: 111.252.74.226 (07/17 07:33)
1F：→ lili66:空单&回补 sellshort buytocover 多单&回补 buy sell 07/17 09:53
2F：→ lili66:其他应该没问题 07/17 09:53
所以 MC ts
多单 buy buy
空单 sellshort sell
多单平 sell exitlong
空单平 buytocover exitshort
※ 编辑: waiter337 来自: 111.252.74.226 (07/18 01:32)
※ 编辑: waiter337 来自: 111.252.74.226 (07/18 01:34)