在真格量化里的多周期k线与均线条件下单遇到的问题
老师你们好!
k线的最高价与最低价,均线的长线与短线,这样定义对吗
MAHour= GetIndicator("MA",g.code,params=(5,10),bar_type = BarType.Min60,count=30,weight_type=1)
MA5Hour_1 = MAHour["MA(5)"][-1]
MA5Hour_2 = MAHour["MA(5)"][-2]
ma15= GetIndicator("MA",g.code,params=(5,20),bar_type = BarType.Min15,count=300,weight_type=1)
ma5min15_1=ma15["MA(5)"]
ma20min15_2=ma15["MA(20)"]
klineHour = GetHisDataByField2( g.code,[ "high", "low" ], bar_type = BarType.Min5, count = 300 )
klineHour_high=max(kline5[-1])
klineHour_low = min(kline5[-1])
kline15 = GetHisDataByField2( g.code,[ "high", "low" ], bar_type = BarType.Min15, count = 106 )
kline15_high = max( kline15[-1])
kline15_low =min( kline15[-1])
if kline15_high>ma5min15_1 and kline60_high>MAHour_1:买入 (这句买入条件就出错了,上面的属性都没错)
请教老师,怎样描述这个买入条件才正确,谢谢
检查一下kline15_high、ma5min15_1、kline60_high、MAHour_1的数据类型,不同类型无法比较大小