Inputs: blen(20),bnum(2);
Inputs: slen(20),snum(2);
value1 = BollingerBand(close,blen,bnum);
value2 = BollingerBand(close,slen,-snum);
if close cross over value1 then
buy next bar at market;
if close cross under value2 then
sellshort next bar at market;
請問空單怎麼設定?
回覆刪除這不是多空都有嗎?
刪除只是回測績效不好,要再調整
作者已經移除這則留言。
回覆刪除