![](https://1.bp.blogspot.com/-0pxUowPtE2k/XCRiWQFGT6I/AAAAAAAAqz0/VVc2D43EbnwnHO8qvqACpBRmQ5CX5KgEgCLcBGAs/s1600/Image%2B52.jpg)
規則很簡單,就是先計算用來預測 3-6 乖離轉向的臨界值,然後當收盤價站在未來三天的臨界值之上(三低轉折)就買進,反之則收盤價站在未來三天的臨界值之下(三高轉折)就放空,沒有額外的出場動作。
//MultiCharts版:
Var:AA(0),BB(0),CC(0);
AA = (C[2]*2-C[5]);
BB = (C[1]*2-C[4]);
CC = (C[0]*2-C[3]);
if C > maxlist(AA,BB,CC) then
Buy next bar market;
if C < minlist(AA,BB,CC) then
Sellshort next bar market;
//HTS版:
Var:AA(0),BB(0),CC(0);
AA = (C[2]*2-C[5]);
BB = (C[1]*2-C[4]);
CC = (C[0]*2-C[3]);
if C > maxlist(AA,BB,CC) then
Buy next bar market;
end if
if C < minlist(AA,BB,CC) then
Sell next bar market;
end if
以下是這樣去交易的回測報告:
![1](http://farm8.staticflickr.com/7096/6977545856_8aeb48f94e.jpg)
![2](http://farm8.staticflickr.com/7207/6977545858_ce4bd7e28d.jpg)
ㄟ...最近一段日子,看來凹單凹很大啊 XD
![Untitled](http://farm8.staticflickr.com/7084/6977545836_6b2162d8be.jpg)