想用EA测试一个指标，跪求高人指点

2011-11-17 · 6271 阅读

指标代码如下：想测试红色部分的参数，思路是把两个指标分别设置不同的参数加载在同一周期图上，然后跑EA选出合适的参数组合，就是每两个参数一组，比如 Length = 26和 Length = 20，然后测试这两个参数同时发出信号的胜率。希望能得到高人指点，小弟稍微能看懂一点代码，但是写起来困难，希望有人能给个提示或者有类似测试参数的代码能提供参考，先谢过了，指标在附近

  #property indicator_chart_window
  #property indicator_buffers 6
  #property indicator_color1 Blue
  #property indicator_color2 Red
  #property indicator_color3 White
  #property indicator_color4 Gold
  #property indicator_color5 Blue
  #property indicator_color6 Red

  extern int Length = 26;
  extern int Deviation = 1;
  extern double MoneyRisk = 1.0;
  extern int Signal = 1;
  extern int Line = 1;
  extern int Nbars = 1000;
  double g_ibuf_104[];
  double g_ibuf_108[];
  double g_ibuf_112[];
  double g_ibuf_116[];
  double g_ibuf_120[];
  double g_ibuf_124[];
  extern bool SoundON = TRUE;
  bool gi_132 = FALSE;
  bool gi_136 = FALSE;

  int init() {
   SetIndexBuffer(0, g_ibuf_104);
   SetIndexBuffer(1, g_ibuf_108);
   SetIndexBuffer(2, g_ibuf_112);
   SetIndexBuffer(3, g_ibuf_116);
   SetIndexBuffer(4, g_ibuf_120);
   SetIndexBuffer(5, g_ibuf_124);
   SetIndexStyle(0, DRAW_ARROW, STYLE_SOLID, 1);
   SetIndexStyle(1, DRAW_ARROW, STYLE_SOLID, 1);
   SetIndexStyle(2, DRAW_ARROW, STYLE_SOLID, 1);
   SetIndexStyle(3, DRAW_ARROW, STYLE_SOLID, 1);
   SetIndexStyle(4, DRAW_LINE);
   SetIndexStyle(5, DRAW_LINE);
   SetIndexArrow(0, 159);
   SetIndexArrow(1, 159);
   SetIndexArrow(2, 108);
   SetIndexArrow(3, 108);
   IndicatorDigits(MarketInfo(Symbol(), MODE_DIGITS));
   string ls_0 = \"BBands Stop(\" + Length + \",\" + Deviation + \")\";
   IndicatorShortName(ls_0);
   SetIndexLabel(0, \"UpTrend Stop\");
   SetIndexLabel(1, \"DownTrend Stop\");
   SetIndexLabel(2, \"UpTrend Signal\");
   SetIndexLabel(3, \"DownTrend Signal\");
   SetIndexLabel(4, \"UpTrend Line\");
   SetIndexLabel(5, \"DownTrend Line\");
   SetIndexDrawBegin(0, Length);
   SetIndexDrawBegin(1, Length);
   SetIndexDrawBegin(2, Length);
   SetIndexDrawBegin(3, Length);
   SetIndexDrawBegin(4, Length);
   SetIndexDrawBegin(5, Length);
   return (0);
  }

  int start() {
   int li_8;
   double lda_12[25000];
   double lda_16[25000];
   double lda_20[25000];
   double lda_24[25000];
   for (int l_shift_4 = Nbars; l_shift_4 >= 0; l_shift_4--) {
      g_ibuf_104[l_shift_4] = 0;
      g_ibuf_108[l_shift_4] = 0;
      g_ibuf_112[l_shift_4] = 0;
      g_ibuf_116[l_shift_4] = 0;
      g_ibuf_120[l_shift_4] = EMPTY_VALUE;
      g_ibuf_124[l_shift_4] = EMPTY_VALUE;
   }
   for (l_shift_4 = Nbars - Length - 1; l_shift_4 >= 0; l_shift_4--) {
      lda_12[l_shift_4] = iBands(NULL, 0, Length, Deviation, 0, PRICE_CLOSE, MODE_UPPER, l_shift_4);
      lda_16[l_shift_4] = iBands(NULL, 0, Length, Deviation, 0, PRICE_CLOSE, MODE_LOWER, l_shift_4);
      if (Close[l_shift_4] > lda_12[l_shift_4 + 1]) li_8 = 1;
      if (Close[l_shift_4] < lda_16[l_shift_4 + 1]) li_8 = -1;
      if (li_8 > 0 && lda_16[l_shift_4] < lda_16[l_shift_4 + 1]) lda_16[l_shift_4] = lda_16[l_shift_4 + 1];
      if (li_8 < 0 && lda_12[l_shift_4] > lda_12[l_shift_4 + 1]) lda_12[l_shift_4] = lda_12[l_shift_4 + 1];
      lda_20[l_shift_4] = lda_12[l_shift_4] + (MoneyRisk - 1.0) / 2.0 * (lda_12[l_shift_4] - lda_16[l_shift_4]);
      lda_24[l_shift_4] = lda_16[l_shift_4] - (MoneyRisk - 1.0) / 2.0 * (lda_12[l_shift_4] - lda_16[l_shift_4]);
      if (li_8 > 0 && lda_24[l_shift_4] < lda_24[l_shift_4 + 1]) lda_24[l_shift_4] = lda_24[l_shift_4 + 1];
      if (li_8 < 0 && lda_20[l_shift_4] > lda_20[l_shift_4 + 1]) lda_20[l_shift_4] = lda_20[l_shift_4 + 1];
      if (li_8 > 0) {
         if (Signal > 0 && g_ibuf_104[l_shift_4 + 1] == -1.0) {
            g_ibuf_112[l_shift_4] = lda_24[l_shift_4];
            g_ibuf_104[l_shift_4] = lda_24[l_shift_4];
            if (Line > 0) g_ibuf_120[l_shift_4] = lda_24[l_shift_4];
            if (SoundON == TRUE && l_shift_4 == 0 && !gi_132) {
               Alert(\"BUY = DOT PUTIH, SS2009_B(BIRU), SS2009_C(BIRU) \", Symbol(), \"-\", Period());
               gi_132 = TRUE;
               gi_136 = FALSE;
            }
         } else {
            g_ibuf_104[l_shift_4] = lda_24[l_shift_4];
            if (Line > 0) g_ibuf_120[l_shift_4] = lda_24[l_shift_4];
            g_ibuf_112[l_shift_4] = -1;
         }
         if (Signal == 2) g_ibuf_104[l_shift_4] = 0;
         g_ibuf_116[l_shift_4] = -1;
         g_ibuf_108[l_shift_4] = -1.0;
         g_ibuf_124[l_shift_4] = EMPTY_VALUE;
      }
      if (li_8 < 0) {
         if (Signal > 0 && g_ibuf_108[l_shift_4 + 1] == -1.0) {
            g_ibuf_116[l_shift_4] = lda_20[l_shift_4];
            g_ibuf_108[l_shift_4] = lda_20[l_shift_4];
            if (Line > 0) g_ibuf_124[l_shift_4] = lda_20[l_shift_4];
            if (SoundON == TRUE && l_shift_4 == 0 && !gi_136) {
               Alert(\"SELL = DOT KUNING, SS2009_B(MERAH), SS2009_C(MERAH) \", Symbol(), \"-\", Period());
               gi_136 = TRUE;
               gi_132 = FALSE;
            }
         } else {
            g_ibuf_108[l_shift_4] = lda_20[l_shift_4];
            if (Line > 0) g_ibuf_124[l_shift_4] = lda_20[l_shift_4];
            g_ibuf_116[l_shift_4] = -1;
         }
         if (Signal == 2) g_ibuf_108[l_shift_4] = 0;
         g_ibuf_112[l_shift_4] = -1;
         g_ibuf_104[l_shift_4] = -1.0;
         g_ibuf_120[l_shift_4] = EMPTY_VALUE;
      }
   }
   return (0);
  }

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