求通达信交易公式：股价站上20日均线，同时站上5周线。

Question

我写了一个：
MA10:=MA(C,10);
MA20:=MA(C,20);
WMA5:=MA(C,5)#WEEK;
{多头买入(买开)} ENTERLONG:C>MA20 AND C>WMA5,TFILTER(开仓,平仓,1);
EXITLONG:C<MA20 AND CROSS(MA(CLOSE,10),MA(CLOSE,5));
但是通不过测试。求指教！

Answer 1

MA10:=MA(C,10);
MA20:=MA(C,20);
周:=C#WEEK;
WMA5:=MA(周,5);
开仓:=??;{这二个请写上}
平仓:=??;
ENTERLONG:C>MA20 AND C>WMA5,TFILTER(开仓,平仓,1);
EXITLONG:C<MA20 AND CROSS(MA(CLOSE,10),MA(CLOSE,5));

仅供参考，祝你好运！追问

开仓:=C>MA20 AND C>WMA5;{这二个请写上}

平仓:=C<MA20 AND CROSS(MA(CLOSE,10),MA(CLOSE,5));

ENTERLONG:C>MA20 AND C>WMA5,TFILTER(开仓,平仓,1);

EXITLONG:C<MA20 AND CROSS(MA(CLOSE,10),MA(CLOSE,5));

 

还是没有过滤掉买入信号

追答

看这样：
MA10:=MA(C,10);
MA20:=MA(C,20);
周:=C#WEEK;
WMA5:=MA(周,5);
开仓:=C>MA20 AND C>WMA5;
平仓:=C<MA20 AND CROSS(MA(CLOSE,10),MA(CLOSE,5));
ENTERLONG:TFILTER(开仓,平仓,3);
EXITLONG:平仓;