大中小牛买测试

VAR2N赋值:3日内最低价的最低值< =60日内最低价的最低值 VAR3N赋值: 收阳线AND (收盘价/开盘价>1.03 OR 收盘价>1.03*1日前的收盘价) 输出黄金坑:如果VAR2NANDVAR3N,返回90,否则返回0 VAR2N:=LLV(LOW,3)< =LLV(LOW,60); VAR3N:= C>O AND (C/O>1.03 OR C>1.03*REF(C,1)); 黄金坑:=IF(VAR2N AND VAR3N,90,0);

程序交易评测设置报告 评测公式：条件选股公式-(日线)-黄金坑选股 评测时段：2020/01/01-2025/05/30 向前多取100个数据用于计算 强制平仓计入收益 评测品种：ETF 共计：1156只 初始投入100000元 开仓条件：条件选股公式发出的开仓信号 开仓方式：使用全部资金开仓 平仓条件：公式中定义的平仓条件 止损平仓：按当日收盘价计算是否满足止损条件,按本周期收盘价平仓 最大损失止损平仓：与开仓资金相比亏损达到5%,则全部数量平仓 最大收益止盈平仓：与开仓资金相比收益达到15%,则全部数量平仓 目标周期平仓：开仓达到10个周期,则全部数量平仓 计算相对收益率选择的参照品种：沪深300

说明：几个回测区别如下：（通达信导出文件不同） #g.df0 = pd.read_excel(BytesIO(read_file('交易信号大中小牛.xlsx'))) g.df0 = pd.read_excel(BytesIO(read_file('交易信号黄金坑选股.xlsx'))) #g.df0 = pd.read_excel(BytesIO(read_file('交易信号缠论池主图缠买.xlsx'))) #大中小牛： 品种代码 品种名称 盈利数 总次数 胜率(%) 手续费(元) 净利润(元) 收益率(%) 年化收益率(%) 相对收益率α/β(%) 最大回撤(元) 最大回撤比(%) ------ 综合统计 7006 9449 74.15 22233184.35 318997642 28.16 5.28 10.48/36.11 252285.88 25.23 #缠论： 品种代码 品种名称 盈利数 总次数 胜率(%) 手续费(元) 净利润(元) 收益率(%) 年化收益率(%) 相对收益率α/β(%) 最大回撤(元) 最大回撤比(%) ------ 综合统计 471 692 68.06 1431561.77 20970726.59 1.85 0.35 0.62/9.81 147647 13.84 黄金坑： 品种代码 品种名称 盈利数 总次数 胜率(%) 手续费(元) 净利润(元) 收益率(%) 年化收益率(%) 相对收益率α/β(%) 最大回撤(元) 最大回撤比(%) ------ 综合统计 3420 5537 61.77 11697775.03 120363269.7 10.62 1.99 6.74/18.58 344782.13 34.48

 #补充： 多次通达信回测，对于年收益大于2%、成功率大于60%、交易次数够多的结果导出，用聚宽进行回测。

2025-01-01 00:00:00 - ERROR - Traceback (most recent call last): File "/tmp/jqcore/jqboson/jqboson/core/entry.py", line 379, in _run engine.start() File "/tmp/jqcore/jqboson/jqboson/core/engine.py", line 235, in start self._load() File "/tmp/jqcore/jqboson/jqboson/core/engine.py", line 223, in _load self._strategy.setup(self._context) File "/tmp/jqcore/jqboson/jqboson/core/strategy.py", line 747, in setup self._initialize() File "/tmp/jqcore/jqboson/jqboson/core/strategy.py", line 774, in _initialize self.do_strategy_initialize(self._context) File "/tmp/jqcore/jqboson/jqboson/core/strategy.py", line 679, in do_strategy_initialize func(strategy_context) File "/tmp/strategy/user_code.py", line 33, in initialize g.df0 = pd.read_excel(BytesIO(read_file('交易信号缠论池主图缠买.xlsx'))) File "/tmp/jqcore/jqcommon/jqcommon/retrying.py", line 55, in wrapped_f return Retrying(*dargs, **dkw).call(f, *args, **kw) File "/tmp/jqcore/jqcommon/jqcommon/retrying.py", line 231, in call return attempt.get(self._wrap_exception) File "/tmp/jqcore/jqcommon/jqcommon/retrying.py", line 275, in get six.reraise(self.value[0], self.value[1], self.value[2]) File "six.py", line 693, in reraise raise value File "/tmp/jqcore/jqcommon/jqcommon/retrying.py", line 225, in call attempt = Attempt(fn(*args, **kwargs), attempt_number, False) File "/tmp/jqcore/jqboson/jqboson/api/settings.py", line 637, in read_file raise ReadRemoteFileError('read_file %s: %s' % (path, res.text)) jqboson.core.exception.ReadRemoteFileError: read_file 交易信号缠论池主图缠买.xlsx: 文件'/opt/research-files/727/72768457710/交易信号缠论池主图缠买.xlsx'不存在 缠论策略有错误诶

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@钱镝 下载附件，上传研究环境。谢谢

@钱镝 我知道了 不好意思

@遥遥天路 不对还是不行

 上传以后是这样显示的

通达信公式-大中小牛： {KDJ绝对买点} RSV:=(((CLOSE - LLV(LOW,9)) / (HHV(HIGH,9) - LLV(LOW,9))) * 100); M:=LLV(OPEN,30); K:=SMA(RSV,3,1),COLORFFFFFF; D:=SMA(K,3,1),COLOR00FFFF; J:=3*K-2*D,COLOR33FF33; VAR2V:=(((CLOSE - MA(CLOSE,6)) / MA(CLOSE,6)) * 100); VAR3V:=(((CLOSE - MA(CLOSE,12)) / MA(CLOSE,12)) * 100); VAR4V:=(((CLOSE - MA(CLOSE,24)) / MA(CLOSE,24)) * 100); VAR5V:=(((VAR2V + (2 * VAR3V)) + (3 * VAR4V)) / 6); VAR6V:=MA(VAR5V,3); K1:=IF(VAR6V ,20,0); A1:=HHVBARS(C,10); B1:=REF(HHVBARS(C,10),1); P1:=EXIST(C/REF(C,1)>1.055,60); L1:=DYNAINFO(4)>0;{开盘价>0} XG:=P1 AND L1; DI:=MIN(O,C); B2:=CLOSE / REF(CLOSE,1) < 1.098; N1:=5;N2:=10; {STICKLINE(C>0,0,10,15,0),COLOR781816;} LC:=REF(CLOSE,1); RSI5:=SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*10,COLORFF00FF,LINETHICK1; RSI10:=SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*10,COLOR00FFFF; VAR1:=C-REF(C,1); VAR2:=100*EMA(EMA(VAR1,6),6)/EMA(EMA(ABS(VAR1),6),6); MA5:=EMA(C,5); MA13:=EMA(C,13); {UP:=DRAWLINE(L=LLV(L,BARSLAST(CROSS(MA13,MA5))+1),LLV(L,BARSLAST(CROSS (MA13,MA5))+1),H=HHV(H,BARSLAST(CROSS(MA5,MA13))+1),HHV(H,BARSLAST(CROSS (MA5,MA13))+1),0),COLOR0000FF; DOWN:=DRAWLINE(H=HHV(H,BARSLAST(CROSS(MA5,MA13))+1),HHV(H,BARSLAST(CROSS (MA5,MA13))+1),L=LLV(L,BARSLAST(CROSS(MA13,MA5))+1),LLV(L,BARSLAST(CROSS (MA13,MA5))+1),0),COLOR00FF00;} UP:=DRAWLINE(L=LLV(L,BARSLAST(CROSS(MA13,MA5))+1),LLV(L,BARSLAST(CROSS (MA13,MA5))+1),H=HHV(H,BARSLAST(CROSS(MA5,MA13))+1),HHV(H,BARSLAST(CROSS (MA5,MA13))+1),0); DOWN:=DRAWLINE(H=HHV(H,BARSLAST(CROSS(MA5,MA13))+1),HHV(H,BARSLAST(CROSS (MA5,MA13))+1),L=LLV(L,BARSLAST(CROSS(MA13,MA5))+1),LLV(L,BARSLAST(CROSS (MA13,MA5))+1),0); BT:=(LLV(VAR2,2)=LLV(VAR2,7) AND COUNT(VAR2< 0,2) AND CROSS(VAR2,MA(VAR2,2))) AND REF(DOWN,1)< REF(DOWN,2) AND UP>REF(DOWN,1); {0,COLORFF00FF; 10,COLORFF0000;} {STICKLINE(UP,0,0.2,3,0),COLOR0000FF; STICKLINE(DOWN,0,0.2,3,0),COLOR00FF00; STICKLINE(BT,0,3,2,0),COLOR000088; STICKLINE(BT,0,3,1,0),COLOR0000CC; STICKLINE(BT,0,3,0.22,0),COLOR0000FF; DRAWTEXT(BT,3,'短牛'),COLOR0000FF;} TJ1:=REF(DOWN,1)< REF(DOWN,2) AND UP>REF(DOWN,1) AND C< HHV(H,21)*0.82; {STICKLINE(TJ1,0,2,3,0),COLOR880088; STICKLINE(TJ1,0,2,1.5,0),COLORAA00AA; STICKLINE(TJ1,0,2,0.8,0),COLORCC00CC; STICKLINE(TJ1,0,2,0.2,0),COLORFF00FF; DRAWTEXT(TJ1,2,'中牛'),COLORFF00FF;} HR:=HHV(HIGH,55); HRY:=LLV(LOW,55); HRY11:=HR*HRY; HRY33:=SQRT(HRY11); TJ2:=REF(DOWN,1)< REF(DOWN,2) AND UP>REF(DOWN,1) AND C< HRY33; {STICKLINE(TJ2,0,1,5,0),COLOR008888; STICKLINE(TJ2,0,1,2,0),COLOR00AAAA; STICKLINE(TJ2,0,1,1,0),COLOR00CCCC; STICKLINE(TJ2,0,1,0.2,0),COLOR00FFFF; DRAWTEXT(TJ2,1,'大牛'),COLOR00FFFF;} ST:=REF(UP,1)>REF(UP,2) AND DOWN< REF(UP,1); {STICKLINE(ST,10,9,5,0),COLOR008800; STICKLINE(ST,10,9,2,0),COLOR00AA00; STICKLINE(ST,10,9,1,0),COLOR00CC00; STICKLINE(ST,10,9,0.2,0),COLOR00FF00;} {DRAWTEXT(ST,9,'卖'),COLOR00FF00;} {DRAWTEXT(CURRBARSCOUNT=89,9.5,'★本指标适合抄底及波段特征明显个股,暴跌途中慎用!!'),COLOR0000FF; DRAWTEXT(CURRBARSCOUNT=89,8.7,'★大牛:长线大牛股,目标翻倍;中短牛:15天目标10%-20%!!'),COLOR0078FF; DRAWTEXT(CURRBARSCOUNT=89,8.0,'★以上信号结合RSI低位时用更加可靠,盘整市中信号偏多!!'),COLOR00FF00; DRAWTEXT(CURRBARSCOUNT=89,7.3,'★当大牛\中牛\短牛同一天出现时,果断买入!!'),COLOR00FFFF;} {本文为理想论坛博主「新人牛」的帖子，转载请注明出处。 原文链接: HTTPS://WWW.55188.COM/THREAD-9082557-1-1.HTML}; 绝对买点:=10*(CROSS(J,K) AND (K1 >= 20) AND XG AND DI AND B2 AND IF(A1=0 && B1>5 , 1,0)),COLORYELLOW,LINETHICK3; XGOUT:(TJ2 AND BT) OR (TJ2 AND TJ1) OR (绝对买点 AND UP);

@钱镝 没有碰到这么奇怪的问题，不好意思。

多个高成功率公式合并，回测结果一般。包括钻石坑，回暖阴买、阳买


我看只能下载一个 excel 文件，剩下的在哪里

通达信的信号里是不是有未来函数的？

这些指标取了当天的值

@神启 应该是未来函数