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--  公式模型编写问题提交  (http://weistock.com/bbs/list.asp?boardid=4)
----  老师帮忙看下跨周期  (http://weistock.com/bbs/dispbbs.asp?boardid=4&id=94102)
--  作者：lipeng6880
--  发布时间：2016/3/4 13:41:42
--  老师帮忙看下跨周期

老师您好：

我想在日K线上MACD金叉开仓，60分钟MACD死叉平仓，用到跨周期函数是这样写的，可是测试结果不对，您帮忙看看哪里错了

先建一个指标SSS:

DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
A1:CROSS(DIFF,DEA);
A2:CROSS(DEA,DIFF);

再编写模型：

DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
AA1:=CROSS(DIFF,DEA);
AA2:=CROSS(DEA,DIFF);
B1:=STKINDI(\'\',\'SSS.A1\',0,5);
B2:=STKINDI(\'\',\'SSS.A2\',0,5);
SELLSHORT(B1 and HOLDING>0,HOLDING,THISCLOSE);
BUY(AA1 and HOLDING=0,15000,THISCLOSE);
SELL(B2 and HOLDING>0,HOLDING,THISCLOSE);
BUYSHORT(AA2 and HOLDING=0,15000,THISCLOSE);
--  作者：wenarm
--  发布时间：2016/3/4 14:09:07
--  

DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
A1:CROSS(DIFF,DEA);
A2:CROSS(DEA,DIFF);

再编写模型：

DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
AA1:=CROSS(DIFF,DEA);
AA2:=CROSS(DEA,DIFF);
B1:STKINDI(\'\',\'SSS.A1\',0,5);
B2:STKINDI(\'\',\'SSS.A2\',0,5);
SELLSHORT(B1 and HOLDING>0,HOLDING,THISCLOSE);
BUY(AA1 and HOLDING=0,15000,THISCLOSE);
SELL(B2 and HOLDING>0,HOLDING,THISCLOSE);
BUYSHORT(AA2 and HOLDING=0,15000,THISCLOSE);

 

直接输出这个条件结果，看一下是否成立。1位成立。0为不成立