主题：[交易系统]MACD动量突破

 

runmode:0;

input:p(26,20,100,8);
input:s(12,5,40,4);
input:m(9,2,60,6);

variable:myasset=300000;

diff:=ema(close,s)-ema(close,p);
dea:=ema(diff,m);
macd:=2*(diff-dea);

entertime:=time>=091000 and time<=145500;
exittime:=time>=150000;

buycond:=ref(cross(macd,0),1);
sellcond:=ref(cross(0,macd),1);

if holding=0 then begin
 if buycond then
  buy(1,1,limitr,open);
end

if holding=0 then begin
 if sellcond then
  buyshort(1,1,limitr,open);
end

if holding>0 then begin
 if exittime then
  sell(1,holding,limitr,close);
 
 if sellcond then begin
  sell(1,holding,limitr,open),orderqueue;
  buyshort(1,1,limitr,open),orderqueue;
 end 
end

if holding<0 then begin
 if exittime then
  sellshort(1,holding,limitr,close);
  
 if buycond then begin
  sellshort(1,holding,limitr,open),orderqueue;
  buy(1,1,limitr,open),orderqueue;
 end 
end

if exittime then
 myasset:=asset;
 
收益:myasset,noaxis,colormagenta;
次数:totaltrade,linethick0;
胜率:percentwin,linethick0;
连亏:maxseqloss,linethick0;
连赢:maxseqwin,linethick0;