升級(jí)后回測太慢了請(qǐng)老師幫我closeout改sp [文華財(cái)經(jīng)]
-
咨詢內(nèi)容：
?JYN:=COUNTSIG(BK,DAYBARPOS)+COUNTSIG(SK,DAYBARPOS)+COUNTSIG(BPK,DAYBARPOS)+COUNTSIG(SPK,DAYBARPOS),NODRAW;
FANSHOUN:=COUNTSIG(BPK,DAYBARPOS)+COUNTSIG(SPK,DAYBARPOS);
WYL:=COUNTSIG(CLOSEOUT,DAYBARPOS)=0;止盈:=IF(JYN=1,止盈1,IF(JYN=2,止盈2,IF(JYN=3,止盈3,止盈4))),NODRAW;
DUOYANG :=BARSLASTCOUNT(ISUP)>=N;
DUOYIN :=BARSLASTCOUNT(ISDOWN)>=N;
HONGZL:=ISDOWN &&REF(DUOYANG,1);
LIVZH:=ISUP&&REF(DUOYIN,1);
BKVOL>0&&C>=BKPRICE+止盈*MINPRICE,CLOSEOUT;BKVOL=0&&H>=REF(H,1)&&REF(HONGZL,1)&&運(yùn)行時(shí)間范圍&&JYN<=0&&WYL&&YXQ,BK(''TC1);//YIK
BKVOL>0&&C<=BKPRICE-止損1*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(SP,DAYBARPOS)=0&&LASTSIGGROUP=1,SP(''TC1);//YIPBARSSP=1&&COUNTSIG(SP,DAYBARPOS)=1&&JYN<=1&&LASTSIGGROUP=1&&允許反手次數(shù)>=1 ,SK(''TC2);//ERK
SKVOL>0&&C>=SKPRICE+止損2*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(BP,DAYBARPOS)=0&&LASTSIGGROUP=1,BP(''TC2);//ERPBARSBP=1&&COUNTSIG(SP,DAYBARPOS)=1&&COUNTSIG(BP,DAYBARPOS)=1&&JYN<=2&&LASTSIGGROUP=1&&允許反手次數(shù)>=2,BK(''TC3);//SANK
BKVOL>0&&C<=BKPRICE-止損3*MINPRICE&&JYN<=3&&YXQ&&COUNTSIG(SP,DAYBARPOS)=1&&COUNTSIG(BP,DAYBARPOS)=1&&LASTSIGGROUP=1,SP(''TC3);//SANPBARSSP=1&&COUNTSIG(SP,DAYBARPOS)=2&&COUNTSIG(BP,DAYBARPOS)=1&&JYN<=3&&LASTSIGGROUP=1&&允許反手次數(shù)=3,SK(''TC4);//SIK
SKVOL>0&&C>=SKPRICE+止損4*MINPRICE&&JYN<=4&&YXQ&&COUNTSIG(SP,DAYBARPOS)=2&&COUNTSIG(BP,DAYBARPOS)=1&&LASTSIGGROUP=1,BP(''TC4);//SIP//BKVOL>0&&C<BKPRICE-止損*MINPRICE&&FANSHOUN=最多反手?jǐn)?shù),SP;
?
SKVOL>0&&C<=SKPRICE-止盈*MINPRICE,CLOSEOUT;
SKVOL=0&&L<=REF(L,1)&&REF(LIVZH,1)&&運(yùn)行時(shí)間范圍&&JYN<=0&&WYL&&YXQ,SK(''TC1);//YIK
SKVOL>0&&C>=SKPRICE+止損1*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(BP,DAYBARPOS)=0&&LASTSIGGROUP=2,BP(''TC1);//YIPBARSBP=1&&COUNTSIG(BP,DAYBARPOS)=1&&JYN<=1&&LASTSIGGROUP=2&&允許反手次數(shù)>=1,BK(''TC2);//ERK
BKVOL>0&&C<=BKPRICE-止損2*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(SP,DAYBARPOS)=0&&LASTSIGGROUP=2,SP(''TC2);//ERPBARSSP=1&&COUNTSIG(BP,DAYBARPOS)=1&&COUNTSIG(SP,DAYBARPOS)=1&&JYN<=2&&LASTSIGGROUP=2&&允許反手次數(shù)>=2,SK(''TC3);//SANK
SKVOL>0&&C>=SKPRICE+止損3*MINPRICE&&JYN<=3&&YXQ&&COUNTSIG(BP,DAYBARPOS)=1&&COUNTSIG(SP,DAYBARPOS)=1&&LASTSIGGROUP=2,BP(''TC3);//SANPBARSBP=1&&COUNTSIG(BP,DAYBARPOS)=2&&COUNTSIG(SP,DAYBARPOS)=1&&JYN<=3&&LASTSIGGROUP=2&&允許反手次數(shù)=3,BK(''TC4);//SIK
BKVOL>0&&C<=BKPRICE-止損4*MINPRICE&&JYN<=4&&YXQ&&COUNTSIG(BP,DAYBARPOS)=2&&COUNTSIG(SP,DAYBARPOS)=1&&LASTSIGGROUP=2,SP(''TC4);//SIP//SKVOL>0&&C>SKPRICE+止損*MINPRICE&&FANSHOUN=最多反手?jǐn)?shù),BP;
BKVOL>0&&運(yùn)行時(shí)間范圍=0,CLOSEOUT;
SKVOL>0&&運(yùn)行時(shí)間范圍=0,CLOSEOUT;KTEXT(CROSS(SKVOL,0.5),0,REF(H,1),1,COLORGREEN,'空',VALIGN2,FONTSIZE20;
KTEXT(CROSS(BKVOL,0.5),0,REF(L,1),1,COLORMAGENTA,'多',VALIGN0,FONTSIZE20;//AUTOFILTER;
TRADE_OTHER('UTO';
?
?來源:程序化99
-
文華技術(shù)人員：
你的closeout就是簡單的價(jià)差止損，直接用stop寫就行了
另外，以下2句的 運(yùn)行時(shí)間范圍，沒有看到定義，也沒有看出語句的必要性，刪除就行了
BKVOL>0&&運(yùn)行時(shí)間范圍=0,CLOSEOUT;
SKVOL>0&&運(yùn)行時(shí)間范圍=0,CLOSEOUT;?
?來源: www.weiqiv.net.cn
-
文華客服：
?你好，就是要解決回測慢的問題
?
-
網(wǎng)友回復(fù)：
?
N:=1;
YXQ:=IF(DATE<220801,1,0);//220401就是代表2022年4月1日到期
允許反手次數(shù):=2;//1? ?2? 3 可修改，如果是3 相當(dāng)于一天只能做4單
止盈4:=40;
止損4:=60;
TC1:=1; TC2:=1; TC3:=1; TC4:=1;
運(yùn)行時(shí)間范圍:=(TIME>=0930&&TIME<1553)||(TIME>=1459&&TIME<1430);//設(shè)定允許開倉的時(shí)間范圍
JYN:=COUNTSIG(BK,DAYBARPOS)+COUNTSIG(SK,DAYBARPOS)+COUNTSIG(BPK,DAYBARPOS)+COUNTSIG(SPK,DAYBARPOS),NODRAW; FANSHOUN:=COUNTSIG(BPK,DAYBARPOS)+COUNTSIG(SPK,DAYBARPOS); WYL:=COUNTSIG(CLOSEOUT,DAYBARPOS)=0;
止盈:=IF(JYN=1,止盈1,IF(JYN=2,止盈2,IF(JYN=3,止盈3,止盈4))),NODRAW; DUOYANG :=BARSLASTCOUNT(ISUP)>=N; DUOYIN :=BARSLASTCOUNT(ISDOWN)>=N; HONGZL:=ISDOWN &&REF(DUOYANG,1); LIVZH:=ISUP&&REF(DUOYIN,1); BKVOL>0&&C>=BKPRICE+止盈*MINPRICE,CLOSEOUT;
BKVOL=0&&H>=REF(H,1)&&REF(HONGZL,1)&&運(yùn)行時(shí)間范圍&&JYN<=0&&WYL&&YXQ,BK(''TC1);//YIK BKVOL>0&&C<=BKPRICE-止損1*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(SP,DAYBARPOS)=0&&LASTSIGGROUP=1,SP(''TC1);//YIP
BARSSP=1&&COUNTSIG(SP,DAYBARPOS)=1&&JYN<=1&&LASTSIGGROUP=1&&允許反手次數(shù)>=1 ,SK(''TC2);//ERK SKVOL>0&&C>=SKPRICE+止損2*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(BP,DAYBARPOS)=0&&LASTSIGGROUP=1,BP(''TC2);//ERP
BARSBP=1&&COUNTSIG(SP,DAYBARPOS)=1&&COUNTSIG(BP,DAYBARPOS)=1&&JYN<=2&&LASTSIGGROUP=1&&允許反手次數(shù)>=2,BK(''TC3);//SANK BKVOL>0&&C<=BKPRICE-止損3*MINPRICE&&JYN<=3&&YXQ&&COUNTSIG(SP,DAYBARPOS)=1&&COUNTSIG(BP,DAYBARPOS)=1&&LASTSIGGROUP=1,SP(''TC3);//SANP
BARSSP=1&&COUNTSIG(SP,DAYBARPOS)=2&&COUNTSIG(BP,DAYBARPOS)=1&&JYN<=3&&LASTSIGGROUP=1&&允許反手次數(shù)=3,SK(''TC4);//SIK SKVOL>0&&C>=SKPRICE+止損4*MINPRICE&&JYN<=4&&YXQ&&COUNTSIG(SP,DAYBARPOS)=2&&COUNTSIG(BP,DAYBARPOS)=1&&LASTSIGGROUP=1,BP(''TC4);//SIP
//BKVOL>0&&C<BKPRICE-止損*MINPRICE&&FANSHOUN=最多反手?jǐn)?shù),SP;
SKVOL>0&&C<=SKPRICE-止盈*MINPRICE,CLOSEOUT;
SKVOL=0&&L<=REF(L,1)&&REF(LIVZH,1)&&運(yùn)行時(shí)間范圍&&JYN<=0&&WYL&&YXQ,SK(''TC1);//YIK SKVOL>0&&C>=SKPRICE+止損1*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(BP,DAYBARPOS)=0&&LASTSIGGROUP=2,BP(''TC1);//YIP
BARSBP=1&&COUNTSIG(BP,DAYBARPOS)=1&&JYN<=1&&LASTSIGGROUP=2&&允許反手次數(shù)>=1,BK(''TC2);//ERK BKVOL>0&&C<=BKPRICE-止損2*MINPRICE&&JYN<3&&YXQ&&COUNTSIG(SP,DAYBARPOS)=0&&LASTSIGGROUP=2,SP(''TC2);//ERP
BARSSP=1&&COUNTSIG(BP,DAYBARPOS)=1&&COUNTSIG(SP,DAYBARPOS)=1&&JYN<=2&&LASTSIGGROUP=2&&允許反手次數(shù)>=2,SK(''TC3);//SANK SKVOL>0&&C>=SKPRICE+止損3*MINPRICE&&JYN<=3&&YXQ&&COUNTSIG(BP,DAYBARPOS)=1&&COUNTSIG(SP,DAYBARPOS)=1&&LASTSIGGROUP=2,BP(''TC3);//SANP
BARSBP=1&&COUNTSIG(BP,DAYBARPOS)=2&&COUNTSIG(SP,DAYBARPOS)=1&&JYN<=3&&LASTSIGGROUP=2&&允許反手次數(shù)=3,BK(''TC4);//SIK BKVOL>0&&C<=BKPRICE-止損4*MINPRICE&&JYN<=4&&YXQ&&COUNTSIG(BP,DAYBARPOS)=2&&COUNTSIG(SP,DAYBARPOS)=1&&LASTSIGGROUP=2,SP(''TC4);//SIP
//SKVOL>0&&C>SKPRICE+止損*MINPRICE&&FANSHOUN=最多反手?jǐn)?shù),BP;
BKVOL>0&&運(yùn)行時(shí)間范圍=0,CLOSEOUT; SKVOL>0&&運(yùn)行時(shí)間范圍=0,CLOSEOUT;
KTEXT(CROSS(SKVOL,0.5),0,REF(H,1),1,COLORGREEN,'空',VALIGN2,FONTSIZE20; KTEXT(CROSS(BKVOL,0.5),0,REF(L,1),1,COLORMAGENTA,'多',VALIGN0,FONTSIZE20;
//AUTOFILTER;
TRADE_OTHER('UTO';
?
-
網(wǎng)友回復(fù)：
?以前回測很快的，文華8升級(jí)后就變慢了
有思路，想編寫各種指標(biāo)公式，交易模型，選股公式，還原公式的朋友
可聯(lián)系技術(shù)人員 QQ: 262069696 或微信號(hào)：cxh99cxh99 進(jìn)行 有償收費(fèi) 編寫！
（怎么收費(fèi)，代編流程等詳情請(qǐng)點(diǎn)擊閱讀！）
(注：由于人數(shù)限制，QQ或微信請(qǐng)選擇方便的一個(gè)聯(lián)系我們就行，加好友時(shí)請(qǐng)簡單備注下您的需求，否則無法通過。謝謝您！)
相關(guān)文章
-
沒有相關(guān)內(nèi)容