一个简单的MACD日内系统 - 交易策略发布专区 - 金字塔客服中心 - 专业程序化交易软件提供商

谢谢楼主分享不过线缩到一起去了,不好观察

我稍加改动了下

input:mm1(4,4,5,1);

input:mm2(4,2,5,1);

input:mm3(5,4,6,1);

input:mm4(10,8,10,1);

input:mm5(200,170,260,10);

input:mm6(7,6,10,1);

runmode:=0;

variable:ema12=c,ema26=c,dea=0;

if day<>ref(day,1) then begin

ema12:=c;

ema26:=c;

dea:=0;

end

ema12:=ema12*11/13+c*2/13;

ema26:=ema26*25/27+c*2/27;

diff:=ema12-ema26;

dea:=dea*4/5+diff/5;

dea1:=dea;

macd:=2*(diff-dea),colorstick;

TYP:= (HIGH + LOW + CLOSE)/3;

cci:=(TYP-MA(TYP,6))/(0.015*AVEDEV(TYP,6));

开多1:=count(diff>ref(diff,1),mm1)=mm1;

开多2:=count(macd>ref(macd,1),mm2)=mm2;

开多3:=count(diff>dea1,mm3)=mm3;

开多:=开多1 AND 开多2 AND 开多3;

开空1:=count(diff<ref(diff,1),mm1)=mm1;

开空2:=count(macd<ref(macd,1),mm2)=mm2;

开空3:=count(diff<dea1,mm3)=mm3;

开空:=开空1 AND 开空2 AND 开空3;

平多1:=count(macd<ref(macd,1),mm4)=mm4;

平多2:=cci>mm5;

平空1:=count(macd>ref(macd,1),mm4)=mm4;

平空2:=cci<-mm5;

平多:=平多1 or 平多2 or CLOSE<=(ENTERPRICE-mm6);

平空:=平空1 or 平空2 or CLOSE>=(ENTERPRICE+mm6);

IF HOLDING>0 AND 平多 THEN SELL(1,0,MARKET);

IF HOLDING>0 AND TIME=151200 THEN SELL(1,0,MARKET);

IF HOLDING<0 AND 平空 THEN SELLSHORT(1,0,MARKET);

IF HOLDING<0 AND TIME=151200 THEN SELLSHORT(1,0,MARKET);

IF HOLDING=0 AND 开多 AND TIME<150900 THEN BUY(1,1,MARKET);

IF HOLDING=0 AND 开空 AND TIME<150900 THEN BUYSHORT(1,1,MARKET);

主题：一个简单的MACD日内系统