主题：请老师修改模型用在金字塔

SHORT

LONG

M

自己定义下

其他的改过后如下

//①MA均线模型
MA5:MA(C,5);

MA10:MA(C,10);

kd:=CROSS(MA5,MA10);  //MA5上穿A10，买入。
buy(kd and holding=0,1,market);

pd:=CROSS(MA10,MA5);//MA5下穿MA10，卖出。
sell(pd and holding>0,holding,market);

//②MACD模型

DIFF : EMA(CLOSE,SHORT) - EMA(CLOSE,LONG）;

DEA  : EMA(DIFF,M);

2*(DIFF-DEA),COLORSTICK;

kd2:=CROSS(DIFF,DEA);//DIFF上穿DEA,买入。并且DIFF > 0，
if kd2 and diff>0 and holding=0 then buy(1,1,market);

pd2:=CROSS(DEA,DIFF);//DIFF下穿DEA,卖出。并且DIFF < 0，
if pd2 and diff<0 and holding<0 then sell(holding>0,holding,market);

//2、整合两指标变量和交易条件，完成跨指标模型编写

//中间变量

MA5:=MA(C,5);

MA10:=MA(C,10);

DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);

DEA  := EMA(DIFF,M);

//交易条件+交易系统

kd3:=MA5>MA10 and CROSS(DIFF,DEA);//5日均线大于10日均线并且MACD金叉买入，并且DIFF > 0，
if kd3 and diff>0 and holding=0 then buy(holding=0,1,market);

pd3:=MA5<MA10 and CROSS(dea,diff);//10日均线大于5日均线并且MACD死叉卖出,并且DIFF < 0，
if pd3 and diff<0 and holding>0 then sell(holding>0,holding,market);

 

MA5:=MA(C,5);
MA10:=MA(C,10);
DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA  := EMA(DIFF,M);
MACD : 2*(DIFF-DEA), COLORSTICK;

//交易条件+交易系统
kk1:=CROSS(MA10,MA5);
kk2:=cross(dea,diff);
pk:=cross(diff,dea);
kd3:=MA5>MA10 and pk;//5日均线大于10日均线并且MACD金叉买入，并且DIFF > 0，
pd3:=MA5<MA10 and kk2;//10日均线大于5日均线并且MACD死叉卖出,并且DIFF < 0，
if pd3 and diff<0 and holding>0 then sell(holding>0,holding,market);//平多
if kk1 and kk2 and macd<0 then buyshort(holding=0,1,market);//开空
if pk and holding<0 then sellshort(holding<0,holding,market);//平空
if kd3 and diff>0 and holding=0 then buy(holding=0,1,market);//开空