如何在交易平台中使用 MA指标
t2 = select sym,date,close,prev(close) as prevClose,signal, prev(signal) as prevSignal from t context by sym
update t2 set position=iif(prevSignal==false and signal==true, 1 ,iif(prevSignal==true and signal==false, -1, int())).prev().ffill() context by 如何在交易平台中使用 MA指标 sym
return select sym,date,close,signal,position,position*(close - prevClose) as pnl from t2 where isValid(position)
iif(condition, trueResult, falseResult)：如果满足条件condition，则返回trueResult，否则返回falseResult。它相当于if. else语句，但是语法上更加简洁。
t2 = select sym,date,如何在交易平台中使用 MA指标 close,prev(close) as prevClose,signal, prev(signal) as prevSignal from t context by sym
update t2 set position=iif(prevSignal==false and signal==true, 1 ,iif(prevSignal==true and signal==false, -1, int())).prev().ffill() context by sym
return select sym,date,close,signal,position,stoplossInd,pnl * stoplossInd as pnl, pnl as nostoplossPnl from t2 where isValid(position)
segmentby(func, funcArgs, segment)：把funcArgs分成多个组，并把函数func应用到每个组中。segment是一个向量，可以把它看作是分组方案，连续相同的元素为一组。通过下面的例子我们可以更好地理解segmentby：
上面的例子中，y定义了3个分组：1 1 1、-1 -1 -1 和1 1 1，第一个分组的index是0-2，第二个分组的index是3-5，第三个分组的index是6-9。按照这个规则把x分成3组：1 2 3、0 3 2、1 4 5，并在每个分组中计算累计和。
如何使用MA指标像专业交易员一样获利
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