跨大周期回测取不到正确的macd值
如图。我想在每根5分钟k线上取到对应的小时线close值,计算小时线macd的diff。问题是,光标在5分钟K移动时,虽然回测一小时之内的data1.close不会变,但以此为计算基础的diff_H的值,却在不断改变。5分钟线的第55分钟close等于小时线的close,这时的diff_H仍然不正确。SetBasePeriod(Data0.Frequency)是关闭的。代码如下:Vars Series<Numeric> Diff_H; Events OnInit() { SubscribeBar(Symbol, "H",20251201); Range[0:1] { //SetBasePeriod(Data0.Frequency); //周期基准:5min } } OnBar(ArrayRef<Integer> indexs) { Numeric diff = XAverage(Close, 12) - XAverage(Close, 26); Diff_H = XAverage(Data1.Close, 12) - XAverage(Data1.Close, 26); Commentary("Data1.Open:"+Text(Data1.Open,0) + ",Data1.Close:"+Text(Data1.Close,0)); Commentary("diff:"+Text(diff,2)); Commentary("Diff_H:"+Text(Diff_H,2)); }