咨詢內(nèi)容： 我的手?jǐn)?shù)寫的都是5手，回測的時(shí)候變成幾百手或者1手了，還有問題是重復(fù)交易，
我想寫的是引用MACD指標(biāo)和KDJ指標(biāo)
當(dāng)K>D 用時(shí)DIFF>DEA的時(shí)候開多5手
當(dāng)K<D 用時(shí)DIFF<DEA的時(shí)候開空5手
當(dāng)K>D 和DIFF<DEA 以及 K<D 和DIFF<DEA 的時(shí)候平有倉

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:SMA(RSV,3,1);
D:SMA(K,3,1);
J:3*K-2*D;
DIFF : EMA(CLOSE,5) - EMA(CLOSE,20);
DEA : EMA(DIFF,5);
2*(DIFF-DEA),COLORSTICK;
SELL( K>D and DIFF<DEA ，5）;
SELL(K<D and DIFF>DEA ，5）;
SELLSHORT( K>D and DIFF<DEA ，5）;
SELLSHORT(K<D and DIFF>DEA ，5）;
BUY(K>D and DIFF>DEA，5);
BUYSHORT( K<D and DIFF<DEA，5);

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?來源: www.kzuj.com.cn

金字塔資深技術(shù)： 加上holding倉位控制[PEL] 復(fù)制代碼

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:SMA(RSV,3,1);
D:SMA(K,3,1);
J:3*K-2*D;
DIFF : EMA(CLOSE,5) - EMA(CLOSE,20);
DEA : EMA(DIFF,5);
2*(DIFF-DEA),COLORSTICK;
SELL( K>D and DIFF<DEA and HOLDING>0,5,MARKET);
SELL(K<D and DIFF>DEA and HOLDING>0 ,5,MARKET);
SELLSHORT( K>D and DIFF<DEA and HOLDING<0 ,5,MARKET);
SELLSHORT(K<D and DIFF>DEA  and HOLDING<0 ,5,MARKET);
BUY(  K>D and DIFF>DEA and HOLDING=0,5,MARKET);
BUYSHORT( K<D and DIFF<DEA  and HOLDING=0,5,MARKET);