--
DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);
DEA : =EMA(DIFF,9);
MACD1 := 2*(DIFF-DEA), COLORSTICK;
jc:=diff>=dea;
sc:=diff<=dea;
jc1:=BARSLAST(jc) ;
sc1:=BARSLAST(sc);
MA1:MA(C,10);
DIFF :=EMA(CLOSE,12) - EMA(CLOSE,26);
DEA :=EMA(DIFF,9);
MACD :=2*(DIFF-DEA);
n1:sumbars(macd>0 and ref(macd<0,1),1);
n2:sumbars(macd<0 and ref(macd>0,1),1);
l1:ref(llv(low,n2),n1);
h1:ref(hhv(HIGH,n1),n2);
//PARTLINE(jc1,hh,COLORRED);
//PARTLINE(sc1,ll,COLORGREEN);
KD:=cross(h,h1) and jc ; //开多条件
PD:=ref(c,1)<ref(ma1,1); //平多条件
KK:=cross(l1,l) and sc; //开空条件
PK:=ref(c,1)>ref(ma1,1); //平空条件
平空:SELLSHORT(PK AND HOLDING<0,1,LIMITR,OPEN); //平空信号
开多:BUY(KD AND HOLDING=0,1,LIMITR,h1+1*MINDIFF); //开多信号
平多:SELL(PD AND HOLDING>0,1,LIMITR,OPEN); //平多信号
开空:BUYSHORT(KK AND HOLDING=0,1,LIMITR,l1-1*MINDIFF); //开空信号
你看看我的代码 还是会出现先有平仓偷价的问题
此主题相关图片如下:123123123123123.png
[此贴子已经被作者于2017/11/8 11:24:57编辑过]