策略四:KD专家系统 公式:
WRSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100; WK:=SMA(WRSV,M1,1); D:=SMA(WK,M2,1);
ENTERLONG:CROSS(WK,D)&&WK<20; EXITLONG:CROSS(D,WK)&&WK>80; 含意:
评测时段:2015/06/14-2016/06/19
对全创业板测试,年化收益率 16.78% 评测深沪A品种,年化收益率 13.99%
评测时段:2013/06/24-2015/06/16
对全创业板测试,年化收益率 24.56% 评测深沪A品种,年化收益率 27.91%
策略五:BOLL专家系统(在上穿布林线下轨持股,上穿轨持币) 公式:
MID :=MA(CLOSE,N);
UPPER:=MID+2*STD(CLOSE,N); LOWER:=MID-2*STD(CLOSE,N); ENTERLONG:CROSS(CLOSE,LOWER); EXITLONG:CROSS(CLOSE,UPPER); 含义:
评测时段:2015/06/14-2016/06/19
对全创业板测试,年化收益率 -1.70% 评测深沪A品种,年化收益率 -2.51%