策略:均线是中轨,均线+2个ATR是上轨,均线-2个ATR是下轨,收盘价突破上轨做多平空,收盘价突破下轨做空平多,这里面哪里有偷价或者信号闪烁问题,麻烦指导优化修改一下
代码:
Params
Numeric Length(30);
Numeric Length3(60);
Vars
Series<Numeric> atr;
Series<Numeric> upline;
Series<Numeric> downline;
Series<Numeric> myprice;
Series<Numeric> AvgValue3;
Events
OnBar(ArrayRef<Integer> indexs)
{
AvgValue3 = AverageFC(Close ,Length3);
atr = Average(TrueRange,30);
upline = AvgValue3 + 2 * atr;
downline = AvgValue3 -2 * atr;
PlotNumeric(\"k\",upline);
PlotNumeric(\"h\",downline);
PlotNumeric(\"AvgValue3\",AvgValue3);
If(MarketPosition<>1 && Close>upline)
{
Buy(0,Open);
}
If(MarketPosition<>-1&&close<downline )
{
SellShort(0,Open);
}
}
到处都是信号闪烁 close>upline close<dnline close也闪 upline dnline也闪
建议你先把关于信号闪烁的课看一看再来思考具体的代码案例
但凡稍微了解过一点信号闪烁的课,都不会拿close作为信号条件进行判断吧