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請問這兩種寫法的差異!?

寫法1.
M1:=REF(EMA(C,13),8);
M2:=REF(EMA(C,8),5);
M3:=REF(EMA(C,5),3);
向上碎形:=IF(H>REF(H,2) AND H>REF(H,1) AND H>REFX(H,1) AND H>REFX(H,2),1,0);
向下碎形:=IF(L<REF(L,2) AND L<REF(L,1) AND L<REFX(L,1) AND L<REFX(L,2),1,0);
向上碎形發生K:=BARSLAST(向上碎形=1);
向下碎形發生K:=BARSLAST(向下碎形=1);
向上碎形買進:=IF(H>REF(H,向上碎形發生K) AND H>REF(M2,向上碎形發生K) ,1,0);
向下碎形賣出:=IF(L<REF(L,向下碎形發生K) AND L<REF(M2,向下碎形發生K) ,1,0);

ENTERLONG:向上碎形買進=1 ,TFILTER; {多頭買入}
EXITLONG:C<M2,TFILTER ; {多頭賣出}
ENTERSHORT:向下碎形賣出=1 ,TFILTER; //賣出開倉/空頭開倉
EXITSHORT:C>M2 ,TFILTER; //買入平倉/空頭平倉

寫法2.
M1:=REF(EMA(C,13),8);
M2:=REF(EMA(C,8),5);
M3:=REF(EMA(C,5),3);
向上碎形:=IF(REF(H,3)>REF(H,4) AND REF(H,3)>REF(H,5) AND REF(H,3)>REF(H,2) AND REF(H,3)>REF(H,1),1,0);
向下碎形:=IF(REF(L,3)<REF(L,4) AND REF(L,3)<REF(L,5) AND REF(L,3)<REF(L,2) AND REF(L,3)<REF(L,1),1,0);
向上碎形發生K:=BARSLAST(向上碎形=1)+3;
向下碎形發生K:=BARSLAST(向下碎形=1)+3;
向上碎形買進:=IF(H>REF(H,向上碎形發生K) AND H>REF(M2,向上碎形發生K) ,1,0);
向下碎形賣出:=IF(L<REF(L,向下碎形發生K) AND L<REF(M2,向下碎形發生K) ,1,0);

ENTERLONG:向上碎形買進=1 ,TFILTER; {多頭買入}
EXITLONG:C<M2,TFILTER ; {多頭賣出}
ENTERSHORT:向下碎形賣出=1 ,TFILTER; //賣出開倉/空頭開倉
EXITSHORT:C>M2 ,TFILTER; //買入平倉/空頭平倉

請問各位前輩,這兩種寫法用在回測歷史K線上應該是相同的啊,為何績效回測會有不一樣的結果,請問問題是出在哪裡??

回覆: 請問這兩種寫法的差異!?

引用:

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最初由 tommy7568 發表
寫法1.
M1:=REF(EMA(C,13),8);
M2:=REF(EMA(C,8),5);
M3:=REF(EMA(C,5),3);
向上碎形:=IF(H>REF(H,2) AND H>REF(H,1) AND H>REFX(H,1) AND H>REFX(H,2),1,0);
向下碎形:=IF(L<REF(L,2) AND L<REF(L,1) AND L<REFX(L,1) AND L<REFX(L,2),1,0);
向上碎形發生K:=BARSLAST(向上碎形=1);
向下碎形發生K:=BARSLAST(向下碎形=1);
向上碎形買進:=IF(H>REF(H,向上碎形發生K) AND H>REF(M2,向上碎形發生K) ,1,0);
向下碎形賣出:=IF(L<REF(L,向下碎形發生K) AND L<REF(M2,向下碎形發生K) ,1,0);

ENTERLONG:向上碎形買進=1 ,TFILTER; {多頭買入}
EXITLONG:C<M2,TFILTER ; {多頭賣出}
ENTERSHORT:向下碎形賣出=1 ,TFILTER; //賣出開倉/空頭開倉
EXITSHORT:C>M2 ,TFILTER; //買入平倉/空頭平倉

寫法2.
M1:=REF(EMA(C,13),8);
M2:=REF(EMA(C,8),5);
M3:=REF(EMA(C,5),3);
向上碎形:=IF(REF(H,3)>REF(H,4) AND REF(H,3)>REF(H,5) AND REF(H,3)>REF(H,2) AND REF(H,3)>REF(H,1),1,0);
向下碎形:=IF(REF(L,3)<REF(L,4) AND REF(L,3)<REF(L,5) AND REF(L,3)<REF(L,2) AND REF(L,3)<REF(L,1),1,0);
向上碎形發生K:=BARSLAST(向上碎形=1)+3;
向下碎形發生K:=BARSLAST(向下碎形=1)+3;
向上碎形買進:=IF(H>REF(H,向上碎形發生K) AND H>REF(M2,向上碎形發生K) ,1,0);
向下碎形賣出:=IF(L<REF(L,向下碎形發生K) AND L<REF(M2,向下碎形發生K) ,1,0);

ENTERLONG:向上碎形買進=1 ,TFILTER; {多頭買入}
EXITLONG:C<M2,TFILTER ; {多頭賣出}
ENTERSHORT:向下碎形賣出=1 ,TFILTER; //賣出開倉/空頭開倉
EXITSHORT:C>M2 ,TFILTER; //買入平倉/空頭平倉

請問各位前輩,這兩種寫法用在回測歷史K線上應該是相同的啊,為何績效回測會有不一樣的結果,請問問題是出在哪裡??

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