[分享] 比較兩個系統產生的訊號
利用AmiBroker的Explore功能比較兩個系統產生的訊號如果想要比較的是兩個相近的系統(或是同系統不同參數)的訊號
可以把SHOW_EXCLUSIVE_ONLY打開
這樣就只會顯示兩者之間不同步訊號
例如下面這張圖
實心箭頭是MA(10), MA(20)的訊號
空心箭頭是EMA(10), EMA(20)的訊號
這樣就能方便比較兩個系統
SHOW_EXCLUSIVE_ONLY = ParamToggle("Show Exclusive Only", "No|Yes");
// MA 10 / 20 crossover
Buy1= Cross(MA(C,10), MA(C,20));
Sell1 = Cross(MA(C,20), MA(C,10));
// EMA 10 / 20 crossover
Buy2= Cross(EMA(C,10), EMA(C,20));
Sell2 = Cross(EMA(C,20), EMA(C,10));
if(SHOW_EXCLUSIVE_ONLY)
{
Buy = Buy1 AND (NOT Buy2);
Sell = Sell1 AND (NOT Sell2);
Cover = Buy2 AND (NOT Buy1);
Short = Sell2 AND (NOT Sell1);
}
else
{
Buy = Buy1;
Sell = Sell1;
Cover = Buy2;
Short = Sell2;
}
Filter = Buy OR Sell OR Short OR Cover;
// Filter = BarIndex() == BarCount - 1; // show only last bar info
AddColumn( Cum(Buy), "Buy 1", 1.0);
AddColumn( Cum(Sell), "Sell 1", 1.0);
AddColumn( Cum(Cover), "Buy 2", 1.0);
AddColumn( Cum(Short), "Sell 2", 1.0);
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