{"id":1837,"date":"2020-11-12T23:23:52","date_gmt":"2020-11-12T15:23:52","guid":{"rendered":"http:\/\/yutingvpn.tw\/wordpress\/?p=1837"},"modified":"2021-10-06T16:00:16","modified_gmt":"2021-10-06T08:00:16","slug":"%e6%89%8b%e6%8a%8a%e6%89%8b%e6%95%99%e5%ad%b8%e7%af%87%e9%9d%9c%e6%85%8b%e5%9b%9e%e6%b8%ac%e7%af%84%e4%be%8bdemo","status":"publish","type":"post","link":"https:\/\/quantbrains.club\/wordpress\/2020\/11\/12\/%e6%89%8b%e6%8a%8a%e6%89%8b%e6%95%99%e5%ad%b8%e7%af%87%e9%9d%9c%e6%85%8b%e5%9b%9e%e6%b8%ac%e7%af%84%e4%be%8bdemo\/","title":{"rendered":"\u624b\u628a\u624b\u6559\u5b78\u7bc7\u975c\u614b\u56de\u6e2c\u7bc4\u4f8bDEMO"},"content":{"rendered":"\n

\u56e0\u70ba\u6709\u540c\u5b78\u60f3\u66f4\u4e86\u89e3\uff24\uff24\u7ba1\u7406\u5927\u6982\u8981\u600e\u9ebc\u8a2d\u5b9a\u8207\u4f7f\u7528\uff0c\u6240\u4ee5\u8a31\u9858\u80fd\u5920\u8b1b\u4e00\u4e0b\u8fd1\u671f\u524d\u5e7e\u7bc7\u6240\u7528\u5230\u7684\u56de\u6e2c\u5de5\u5177<\/p>\n\n\n\n

\u9019\u4e00\u7bc7\u6240\u7528\u5230\u7684\u7bc4\u4f8b\u7a0b\u5f0f\u78bc\u8207\u5de5\u5177\u53ef\u4ee5\u5728\u8a0e\u8ad6\u5340\u4e2d\u4e0b\u8f09 \uff08\u9700\u914d\u5408\u4f7f\u7528\u827e\u63da\u7684\u52a0\u503c\u51fd\u6578GV Plus\u6216\u7db2\u8def\u4e0a\u53ef\u4ee5\u4e0b\u8f09\u5230\u7684 ADE\u5957\u4ef6\u4f86\u505a\u5716\u8868\u9593\u7684\u8cc7\u8a0a\u50b3\u8f38\uff09<\/p>\n\n\n\n

<GV Plus\u662f\u597d\u6771\u897f\uff0c\u5fc5\u5099\uff0c\u6bd4ADE\u7a69\u5b9a\u5f88\u591a><\/p>\n\n\n\n

\u9019\u88e1\u8981\u518d\u63d0\u9192\u7684\u662f\uff0c\u76ee\u524d\u6211\u5011\u80fd\u6bd4\u8f03\u7c21\u55ae\u505a\u5230\u7684\u56de\u6e2c\u4ecd\u662f\u5c6c\u65bc\u975c\u614b\u7684(\u50c5\u5c07\u52a0\u6b0a\u503c\u6216\u90e8\u4f4d\u503c\u7528\u65bc\u539f\u7b56\u7565\u7684\u9032\u51fa\u5834\u4f4d\u7f6e)\u3002\u800c\u5e73\u53f0\u5be6\u969b\u4e0a\u80fd\u5920\u505a\u5230\u7684\u662f\u66f4\u5168\u9762\u7684\u52d5\u614b\u578b\u8cc7\u91d1\u7ba1\u7406(\u5373\u4f7f\u662f\u5728\u7b56\u7565\u8a0a\u865f\u884c\u9032\u4e2d\u4e5f\u80fd\u56e0\u61c9\u6578\u503c\u8b8a\u5316\u4f86\u9032\u884c\u5373\u6642\u61c9\u8b8a)\uff0c\u4e0d\u904e\u96d6\u7136\u56de\u6e2c\u50c5\u80fd\u5148\u7c21\u55ae\u5730\u505a\u975c\u614b\u5f0f\u7684\u56de\u6e2c\uff0c\u5176\u5be6\u4e5f\u8db3\u5920\u6211\u5011\u9032\u884c\u6578\u64da\u7684\u5206\u6790\u89c0\u5bdf\u4ee5\u53ca\u8f14\u52a9\u6211\u5011\u9032\u884c\u8a2d\u5b9a\u4e86\u3002<\/p>\n\n\n\n

\u6211\u5011\u5148\u5f9e\u8a0e\u8ad6\u5340\u88e1\u4e0b\u8f09\u4e00\u4e0b\u5df2\u7d93\u5beb\u597d\u7684\u56de\u6e2c\u7bc4\u4f8b\u5957\u4ef6\uff0c\u532f\u5165\u81f3Multicharts\u4e2d<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u7d05\u8272\u6846\u8d77\u4f86\u7684\u5730\u65b9\u662f\u6211\u5011\u4e3b\u8981\u6703\u7528\u5230\u7684\u4e09\u500b\u8a0a\u865f<\/p>\n\n\n\n

\u7b2c\u4e00\u500b @QB_Static_BackTest_Pass\u70ba\u6211\u5011\u7684\u884c\u8eca\u96fb\u8166(\u540cQB_Connect\u7684\u8a08\u7b97)<\/p>\n\n\n\n

\u7b2c\u4e8c\u500b @QB_Strategy_PureTrend\u70ba\u6211\u5011\u904e\u53bb\u5e7e\u7bc7\u6587\u7ae0\u4e2d\u6240\u4f7f\u7528\u7684\u4e00\u5343\u96f6\u4e00\u96bb\u5747\u7dda\u7b56\u7565<\/p>\n\n\n\n

\u7b2c\u4e09\u500b @QB_Strategy_PureTrend_GetDMM\u70ba\u6211\u5011\u63a5\u6536\u884c\u8eca\u96fb\u8166\u7684\u8cc7\u8a0a\u5f8c\u6240\u904b\u884c\u7684\u7d50\u679c<\/p>\n\n\n\n

\u532f\u5165\u5f8c\u6211\u5011\u5c31\u53ef\u4ee5\u4f86\u9078\u5b9a\u4e00\u500b\u5546\u54c1\u4f86\u9032\u884c\u6211\u5011\u8981\u505a\u7684\u56de\u6e2c\u89c0\u5bdf<\/p>\n\n\n\n

\u4ee5\u5927\u5bb6\u6bd4\u8f03\u5e38\u505a\u7684\u53f0\u6307\u671f\u70ba\u4f8b<\/p>\n\n\n\n

\uff08\u57fa\u672c\u4e0a\u8ddf\u4e4b\u524d\u624b\u628a\u624b\u6559\u5b78\u7bc7\u2014\u5c0f\u65e5\u7d93\u7bc7\u4e00\u6a23\uff0c\u591a\u7a7a\u5206\u62c6<\/strong>\u3001BackAdjustedData<\/strong>\u90a3\u4e9b\u6211\u5c31\u4e0d\u8b1b\u4e86\uff0c\u9019\u88e1\u6211\u8df3\u5feb\u4e00\u9ede\uff09<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\"\"<\/figure>\n\n\n\n

\u9078\u64c7\u65e5\u7dda\uff0c\u8a18\u5f97\u52fe\u9078\u4ee5\u5206\u7dda\u7d44\u6210\uff08\u4ea4\u6613\u6642\u6bb5\u70ba\u71b1\u9580\u6642\u6bb5 08\uff1a45 ~ 13\uff1a45\uff09<\/p>\n\n\n\n

\u7136\u5f8c\u639b\u4e0a\u6211\u5011\u5957\u4ef6\u4e2d\u7684\u4e00\u5343\u96f6\u4e00\u96bb\u7121\u8166\u5747\u7dda\u8ddf\u8e64\u7b56\u7565\u8ddf\u975c\u614b\u56de\u6e2c\u7528\u7684\u884c\u8eca\u96fb\u8166<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u8a2d\u5b9a\u4e00\u4e0b\u4ea4\u6613\u6210\u672c\u4ee5\u53ca\u884c\u8eca\u96fb\u8166\u904b\u7b97\u5206\u6790\u6240\u9700\u8981\u7528\u5230\u7684\u6700\u5927\u4f7f\u7528K\u68d2\u6578\u91cf<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u7136\u5f8c\u6211\u5011\u5c31\u53ef\u4ee5\u5148\u4f86\u770b\u4e00\u4e0b\u4e00\u5343\u96f6\u4e00\u96bb\u7b56\u7565\u7684\u539f\u59cb\u8868\u73fe<\/p>\n\n\n\n

\u57fa\u672c\u4e0a\u7d93\u904e \u591a\u7a7a\u5206\u62c6<\/strong> \u8ddf BackAdjustedData\u8cc7\u6599\u504f\u5dee\u8abf\u6574\u8655\u7406<\/strong> \u4e4b\u5f8c\uff0c\u9577\u671f\u8868\u73fe\u5c31\u5df2\u7d93\u9084\u53ef\u4ee5\u4e86\uff0c\u57fa\u672c\u4e0a\u53f0\u6307\u53ea\u8981\u6709\u884c\u60c5\u5c31\u4e0d\u6703\u6f0f\u6389\uff08\u7121\u8166\u5747\u7dda\u8ddf\u8e64\u7cfb\u7d71<\/strong>\u7684\u597d\u8655\uff0c\u55ae\u4e00\u53c3\u6578\u908f\u8f2f\u7c21\u55ae\u50bb\u50bb\u7dca\u8ddf\u6240\u4ee5\u4e0d\u6703\u6709\u6f0f\u6389\u7684\uff0c\u6240\u4ee5\u5176\u5be6\u4e5f\u6c92\u4ec0\u9ebc\u7279\u5fb5\u5931\u6548\u7684\u554f\u984c\uff09<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\"\"<\/figure>\n\n\n\n

\u63a5\u8457\u4f86\u8fa6\u6b63\u4e8b\uff0c\u6211\u5011\u53ef\u4ee5\u52fe\u9078\u6216\u8a2d\u5b9a\u4e00\u4e0b\u6211\u5011\u60f3\u8981\u4e86\u89e3\u884c\u8eca\u96fb\u8166\u4e2d\u6240\u63d0\u4f9b\u7684\u56de\u6e2c\u9078\u9805\uff08\u540cQB_Connect\u4e2d\u7684\u8a2d\u5b9a\uff09<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

EVA_OnOff \u70ba\u57fa\u790e\u8a55\u50f9\u51fd\u6578\u7684\u958b\u95dc<\/p>\n\n\n\n

MyFilterOnOff \u70ba\u4f60\u81ea\u884c\u64f4\u5145\u7684\u566a\u97f3\u8655\u7406\u5340\u584a\u958b\u95dc\uff08\u9810\u8a2d\u5340\u584a\u88e1\u9762\u662f\u7a7a\u7684\uff0c\u672a\u4f86\u53ef\u4f9d\u64da\u4f60\u81ea\u5df1\u7684\u7d93\u9a57\u8207\u9700\u6c42\u8a2d\u8a08\uff09<\/p>\n\n\n\n

Lookbackdays \u70ba\u4f60\u5e0c\u671b\u4f5c\u8a55\u50f9\u5206\u6790\u7684\u6700\u5927\u56de\u6eaf\u5468\u671f<\/p>\n\n\n\n

\u5f8c\u9762\u56db\u500bDD\u958b\u982d\u7684\u5247\u662f\u540c\u5b78\u5011\u6700\u8fd1\u6bd4\u8f03\u60f3\u82b1\u6642\u9593\u4e86\u89e3\u7684DD\u7ba1\u7406\u9805\u76ee<\/p>\n\n\n\n

DD_Management_OnOff \u70baDD\u7ba1\u7406\u7684\u958b\u95dc<\/p>\n\n\n\n

DD_Management_Mode \u70ba\u60f3\u8981\u4f7f\u7528\u7684\u7ba1\u7406\u6a21\u5f0f<\/p>\n\n\n\n

DD_StdLen \u70baDD\u7ba1\u7406\u6240\u4f7f\u7528\u7684\u6ce2\u52d5\u53c3\u8003\u5468\u671f<\/p>\n\n\n\n

DD_Weight \u5247\u70ba\u6ce2\u52d5\u53c3\u8003\u5468\u671f\u7684\u6b0a\u91cd\uff08\u9810\u8a2d\u70ba\u7d71\u8a08\u5b78\u4e0a\u6163\u7528\u7684\u5169\u500d\uff0c\u53ef\u4f9d\u64da\u5546\u54c1\u7279\u6027\u8abf\u6574\uff09<\/p>\n\n\n\n

\u9019\u500b\u56de\u6e2c\u6a21\u7d44\u4e3b\u8981\u662f\u8981\u5e6b\u52a9\u540c\u5b78\u4f86\u7406\u89e3DD\u7ba1\u7406\u8a72\u600e\u9ebc\u8a2d\u5b9a\u6bd4\u8f03\u597d\uff0c\u6240\u4ee5\u6211\u5011\u5c31\u76f4\u63a5\u958b\u555f DD_Management_OnOff \u8a2d\u5b9a\u70ba 1<\/p>\n\n\n\n

\u76ee\u524d\u6211\u5011\u63d0\u4f9b\u56db\u7a2e\u57fa\u672c\u6a21\u5f0f\uff08\u540c\u5b78\u53ef\u4ee5\u81ea\u884c\u91cd\u65b0\u4f9d\u64da\u81ea\u5df1\u7684\u9700\u6c42\u8a2d\u8a08\u66f4\u591a\u5176\u4ed6\u6a21\u5f0f\uff0c\u7d30\u7bc0\u8acb\u540c\u5b78\u76f4\u63a5\u770b\u539f\u78bc\uff09<\/p>\n\n\n\n

Mode 1\/Mode 2 \u70ba\u539f\u59cb\u7b56\u7565\u8a0a\u865f\uff0c\u4e26\u5728DD\u9054\u95a5\u503c\u4e4b\u5f8c\u52a0\u78bc<\/p>\n\n\n\n

Mode 3\u5247\u70ba\u6ffe\u93e1\u6a21\u5f0f\uff08\u5ffd\u7565\u539f\u59cb\u7b56\u7565\u8a0a\u865f\uff0c\u50c5\u5728\uff24\uff24\u5230\u9054\u95a5\u503c\u4e4b\u5f8c\u958b\u555f\u7b56\u7565\uff09<\/p>\n\n\n\n

Mode 4\uff08\u91cd\u8981<\/strong>\uff09\u70ba\u51fd\u6578\u5f0f\u7684\u5beb\u6cd5\u3002<\/p>\n\n\n\n

\u4e4b\u524d\u7684\u6587\u7ae0\u88e1\u6709\u5beb\u904e\u4e00\u4ef6\u5f88\u91cd\u8981\u7684\u4e8b\u60c5\uff0c\u7531\u65bc\u53d7\u5230MC\u7684\u601d\u60f3\u5236\u7d04\uff0c\u6211\u5011\u5f88\u7fd2\u6163\u628a\u7b56\u7565\u8207\u6ffe\u93e1\u5beb\u6210\u4e8c\u5206\u6cd5\uff08\u6240\u4ee5\u624d\u53eb\u505a\u6ffe\u93e1\uff09\uff0c\u4e5f\u5c31\u662f\u95a5\u503c\u5f0f\u7684\u5beb\u6cd5\u3002\u4f46\u7b56\u7565\u4e2d\u95a5\u503c\u5f0f\u7684\u5beb\u6cd5\u5f88\u5bb9\u6613\u9020\u6210\u4e00\u500b\u5927\u554f\u984c\uff0c\u4e5f\u5c31\u662f\u5982\u679c\u884c\u60c5\u6c92\u6709\u5230\u9054\u95a5\u503c\u7684\u6642\u5019\u5c31\u5c55\u958b\u4e86\uff0c\u6211\u5011\u5f88\u5bb9\u6613\u5c31\u6703\u932f\u5931\u6389\u7b49\u4e86\u5f88\u4e45\u7684\u91cd\u8981\u884c\u60c5\uff0c\u6240\u4ee5\u66f4\u597d\u7684\u65b9\u5f0f\u5c31\u662f\u6539\u7528\u51fd\u6578\uff08\u63cf\u8ff0\u6a5f\u7387\u5206\u5e03\u6216\u8cc7\u91d1\u5206\u914d\u6f14\u7b97\u6cd5\uff09\u7684\u5f62\u5f0f\u4f86\u64b0\u5beb\uff0c\u9019\u6a23\u5c31\u4e0d\u6703\u932f\u5931\u4efb\u4f55\u8a0a\u865f\u6216\u884c\u60c5\u53c8\u80fd\u540c\u6642\u4f9d\u64da\u5373\u6642\u7684\u512a\u52e2\u8207\u98a8\u96aa\u8b8a\u5316\u4f86\u975c\u614b\u6216\u52d5\u614b\u5206\u914d\u6211\u5011\u7684\u90e8\u4f4d\u3002<\/p>\n\n\n\n

Mode1\/Mode2\u50c5\u70ba\u500d\u6578\u7684\u5dee\u5225\uff0c\u6240\u4ee5\u6211\u5011\u76f4\u63a5\u770bMode2\u5373\u53ef\u3002\u6240\u4ee5\u63a5\u4e0b\u4f86\u6211\u5011\u4f9d\u5e8f\u4f86\u770bMode 2\/3\/4\u3002<\/p>\n\n\n\n

\u4ee5\u4e0a\u662f\u5716\u8868A\u7684\u6e96\u5099\u5de5\u4f5c\uff0c\u7136\u5f8c\u6211\u5011\u5c31\u53ef\u4ee5\u518d\u4f86\u958b\u4e00\u500b\u65b0\u5716\u8868B\uff08\u5225\u5fd8\u4e86\u52fe\u4ee5\u5206\u7dda\u7d44\u6210\uff09\u7528\u4ee5\u89c0\u6e2cDD\u7ba1\u7406\u5f8c\u7684\u7d50\u679c\uff0c\u5716\u8868\u958b\u555f\u5f8c\u76f4\u63a5\u639b\u4e0a@QB_Strategy_PureTrend_GetDMM (\u8acb\u8a18\u5f97\u4f7f\u7528\u8207\u5716\u8868A\u76f8\u540c\u7684\u5747\u7dda\u9031\u671f\u8207\u76f8\u540c\u7684\u4ea4\u6613\u6210\u672c\u8a2d\u7f6e)<\/p>\n\n\n\n

\u56de\u5230\u5716\u8868A\uff0c\u5c07Mode \u8a2d\u5b9a\u70ba 2 \uff0c\u63a5\u8457\u5c07\u5716\u8868B\u6211\u5011\u525b\u525b\u639b\u4e0a\u7684@QB_Strategy_PureTrend_GetDMM \u72c0\u614b\u9078\u70ba\u555f\u52d5<\/p>\n\n\n\n

\u5373\u53ef\u770b\u5230DD\u7ba1\u7406Mode 2 \u7684\u7d50\u679c<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u900f\u904eDD\u7ba1\u7406\u7684\u7c4c\u78bc\u914d\u7f6e\u7e2e\u653e\uff0c\u5f88\u660e\u986f\u6b0a\u76ca\u66f2\u7dda\u5df2\u7d93\u6bd4\u539f\u59cb\u7b56\u7565\u8981\u66f4\u70ba\u7a69\u5b9a<\/p>\n\n\n\n

\u518d\u4f86\u56de\u5230\u5716\u8868A\uff0c\u5c07Mode \u8a2d\u5b9a\u70ba 3\u91cd\u65b0\u8a08\u7b97 \uff0c\u63a5\u8457\u56de\u5230\u5716\u8868B\u6211\u5011\u525b\u525b\u639b\u4e0a\u7684@QB_Strategy_PureTrend_GetDMM \u72c0\u614b\u5148\u9078\u70ba\u95dc\u9589\uff0c\u7136\u5f8c\u518d\u91cd\u65b0\u9078\u70ba\u555f\u52d5\uff0c\u91cd\u65b0\u8f09\u5165\u8cc7\u6599\uff0c\u5373\u53ef\u770b\u5230DD\u7ba1\u7406Mode 3 \u7684\u7d50\u679c<\/p>\n\n\n\n

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\"\"<\/figure>\n\n\n\n

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