【通达信函数】backset未来函数会漂移吗?

‌BACKSET未来函数的信号漂移问题取决于具体使用场景和公式逻辑设计‌。以下是关键分析:

核心结论

‌BACKSET函数本身具有信号漂移的风险,但并非所有使用场景都会导致漂移‌。是否漂移取决于公式中条件是否基于已确定的固定历史数据。‌12

详细分析

‌BACKSET函数的基本特性‌

  • BACKSET属于未来函数,其功能是‌向前赋值‌:若条件X满足(非0),则将当前位置到N周期前的数据设为1。‌2
  • 示例:BACKSET(CLOSE>OPEN,2)表示当收盘价高于开盘价时,当前及前1周期的值设为1。

 

‌可能引发漂移的场景‌

  • ‌条件依赖未来数据‌:若公式中的触发条件与后续数据相关(如动态阈值、未固定的时间窗口),则新数据可能导致历史信号被修正或消失。‌
  • ‌连续信号标记‌:当BACKSET与未限制的统计函数结合时,可能产生连续信号。例如,标记“20天内涨幅>80%”的条件若直接使用BACKSET,会导致过去20天每天均显示信号,形成虚假历史记录。

 

‌避免漂移的设计方法‌

  • ‌基于固定历史条件‌:若条件仅依赖已确定的历史数据(如“10天前的最高价是51天内最高点”),则信号不会随新数据改变,此时BACKSET不会漂移。‌1
  • ‌信号去重处理‌:通过COUNT函数限制信号仅在首次触发时显示。例如统计最近2天内仅1次满足条件,可剔除连续信号。

 

应用建议

  • 在回测时需检查公式是否存在可变的未来依赖逻辑,例如动态时间窗口或未闭合的条件判断。
  • 若需进一步研究未来函数的影响,可参考通达信选股器技术代码或未来函数监测器相关工具。‌3

‌总结‌:使用BACKSET未来函数时,‌漂移风险可控但需严格验证条件逻辑的确定性‌。通过固定历史锚点或信号过滤机制可规避漂移问题。

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指标使用通用经验总结

  1. 一般出现信号不急着立即介入,介入时机一般尾盘半小时判断信号是否可介入;
  2. 指标信号出现后第二天冲高阴线立即清仓等待突破上一个信号点最高价判断是是否介入;
  3. 指标信号出现后第二天阴线或假阳线立即清仓,等待突破上一个信号点最高价在判断是否介入;
  4. 在上涨,现价处于上涨高位的『介入、看多』信号不参与;
  5. 不是信号一出现就介入,要根据市场环境,量价关系,市场情绪等诸多因素判断是否可介入;
  6. 技术指标有其本身局限性,宁可错过,也不要做错
  7. 拿到指标后,多测试,多练习,看是否符合预期,总结规律;

总之一旦信号失真,不符合预期,立即清仓控制风险 ;

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