在学习strategy tester, 发现在report里有一个modeling quality,不知道它是怎么算出来的, 另外发现两个比较有意思的问题,:o 我做了一个最简单的EMA的交易系统，EMA10上穿EMA20,买入,反之依然.没有TrailingStop,没有止赢,完全等待交叉信号交易. 同时用Indicator做了一个相同的指标,用以对照. 第一个问题是,觉虽然测试结果表明这个系统可以活下来,但是经过对照指标,发现很多指标图上显示的应该产生的交易没有发生. 我是新手,所以猜测是否是OrderSend(Symbol(),OP_BUY,Lots,Ask,slippage,0,0,"My EA",12345,0,Green)里有问题,我不太明白这里的slippage有什么作用. 第二个奇怪的问题是,自动交易系统所成交的交易和指标图上的时间对照不起来.偏差比较大. 难道是数据下载的服务器的时间和软件默认的时间有误差? 有请各大高手,专家和熟悉系统的朋友解答,谢谢.:handshake

自己找到了有关modeling quality的意思: Modeling quality — the quality of ticks modeled during testing, in per cents. Modeling is shown elementarily as a band in the next line of the report. The band can be of one of three colors: Gray — this part of available data was not involved into testing. Gray color can appear if there was a date range specified in the testing settings; Red — modeling was not performed in this space because of missing available data of a less timeframe. At that, only data of the timeframe selected in the testing settings were used; Green — modeling was performed in this space. And the brighter is the color, the higher modeling quality was. For example, at testing on the H1 period, the deep-green band means that data of M30 period were used for testing, and the brightest one does that M1 data were used; report里还有Expected payoff似乎蛮有参考价值 — mathematical expectation of win. This parameter to be calculated statistically represents average profit/loss factor of one trade. It can also be considered as showing the expected profitability/unprofitability of the next trade;