组合-alpha%pf_alphat1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn日期,specstockzf3indexidreturnpf_alphat,…

组合-信息比率pf_informationratiot1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn日期,specstockzf3indexidreturnpf_informationratiot,…

组合-跟踪误差pf_trackingerrort1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn日期,specstockzf3indexidreturnpf_trackingerrort,…

比特雷诺詹森pf_relativeperformancet1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn截止日,specstockzf3indexidreturnpf_relativeperformancet,…

组合-特雷诺pf_treynorratiot1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn日期,specstockzf3indexidreturnpf_treynorratiot,…

组合-詹森pf_jensent1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn日期,2specstockzf3indexidreturnpf_jensent,…

当前时间时attentionsp_time返回,attention如果当前指定的pn_date,一个交易日attention而sp_time1,取序列时间时sp_time1,sp_time效果,code//当前值setsysparampn_stock,setsysparampn_cycle,_daysetsysparampn_date,…

成表达式范例如下setsysparampn_stock,//setsysparampn_stock,//设置系统股票setsysparampn_date,4//自定义指标returnnday2d,evalr10//用nday取多天,…

为衰减因子与dsma_i相比,复权方式等相关dsma_iiexp,无法区别当调用dsma_i求,限制取时间序列例如nday时因,平均endt:=20180827tsetsysparampn_stock,setsysparampn_cycle,_daysetsysparampn_date,setsysparampn_rate,…

attentiontsstr=strcatsetsysparampn_stock,setsysparampn_date,returnnday10time,sp_timeclose,…