求指點！！！

life-struggler

以下兩種買入語法，但Black Test 結果差很遠，為什麼？

Buy = Cross (MACD(Fast, Slow), Signal(Fast, Slow, Signal)) AND K <20 AND BuyPrice > 1.5;

10 years net profit (%) = 4X %

BUY = Cross (MACD(Fast, Slow), Signal(Fast, Slow, Signal) AND K < 20 AND BuyPrice >1.5);

10 years net profit (%) = 9XX %

Signal(Fast, Slow, Signal) AND K < 20 AND BuyPrice >1.5 <-呢句可以點樣理解？

個分別主要係？

easytrader788

Buy = Cross (MACD(Fast, Slow), Signal(Fast, Slow, Signal)) AND K <20 AND BuyPrice > 1.5;

它是 3個條件成立才進場
1. Cross (MACD(Fast, Slow), Signal(Fast, Slow, Signal))
2.  K <20
3. BuyPrice > 1.5

BUY = Cross (MACD(Fast, Slow), Signal(Fast, Slow, Signal) AND K < 20 AND BuyPrice >1.5);

它是 1個條件成立進場
MACD(Fast, Slow)  與 (Signal(Fast, Slow, Signal) AND K < 20 AND BuyPrice >1.5) 交叉時進場 , 但是 Signal(Fast, Slow, Signal) AND K < 20 AND BuyPrice >1.5 傳回的是 true (或是 false) , 對數字判斷來說是 1 (true)  或  0 (false) , 所以它的進場條件會是相似於
Buy =  Cross( MACD(Fast,Slow) , 1) 或是
Buy =  Cross( MACD(Fast,Slow) , 0)

life-struggler

easytrader788 發表於 15-10-5 15:21
Buy = Cross (MACD(Fast, Slow), Signal(Fast, Slow, Signal)) AND K  1.5;

它是 3個條件成立才進場

Thanks 師兄的解釋！