新手寫的爛爛公式
ENTERLONG: cross("kd.k#day","kd.d#day") and "kd.k#week">"kd.d#week";
EXITLONG: cross("kd.d","kd.k");
entershort:cross("kd.d#day","kd.k#day") and "kd.k#week"<"kd.d#week";
exitshort:cross("kd.k","kd.d")
用加權指數來測試, 還不太會賠. 呵呵.
接下來要過濾雜訊, 應該是用filter, barslast,
islastbar, backset 這些函數吧. 感覺滿難的,
不知道作不作的出來. 如果參考前面的文
章能作出來的話, 就滿有成就感了.
|