 
等级: 超级版主
- 注册:
- 2021-5-18
- 曾用名:
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// 定义MACD参数
SHORT := 12;
LONG := 26;
MID := 9;
// 计算不同周期的DIF和DEA
DIF_5M := EMA(CLOSE, SHORT) - EMA(CLOSE, LONG);
DEA_5M := EMA(DIF_5M, MID);
DIF_15M := EMA(CLOSE, SHORT) - EMA(CLOSE, LONG);
DEA_15M := EMA(DIF_15M, MID);
DIF_30M := EMA(CLOSE, SHORT) - EMA(CLOSE, LONG);
DEA_30M := EMA(DIF_30M, MID);
DIF_60M := EMA(CLOSE, SHORT) - EMA(CLOSE, LONG);
DEA_60M := EMA(DIF_60M, MID);
// 计算1分钟图的金叉和死叉
GOLDEN_CROSS_1M := CROSS(DIF_5M, DEA_5M); // 金叉
DEAD_CROSS_1M := CROSS(DEA_5M, DIF_5M); // 死叉
// 计算红柱和绿柱
RED_BAR_5M := DIF_5M > DEA_5M;
GREEN_BAR_5M := DIF_5M < DEA_5M;
RED_BAR_15M := DIF_15M > DEA_15M;
GREEN_BAR_15M := DIF_15M < DEA_15M;
RED_BAR_30M := DIF_30M > DEA_30M;
GREEN_BAR_30M := DIF_30M < DEA_30M;
RED_BAR_60M := DIF_60M > DEA_60M;
GREEN_BAR_60M := DIF_60M < DEA_60M;
// 开多条件:1分钟图金叉,且至少2个周期是红柱
LONG_CONDITION := GOLDEN_CROSS_1M AND (RED_BAR_15M + RED_BAR_30M + RED_BAR_60M >= 2);
// 开空条件:1分钟图死叉,且至少2个周期是绿柱
SHORT_CONDITION := DEAD_CROSS_1M AND (GREEN_BAR_15M + GREEN_BAR_30M + GREEN_BAR_60M >= 2);
// 止损和止盈条件
STOP_LOSS_LONG := DEAD_CROSS_1M; // 1分钟图死叉止损
STOP_LOSS_SHORT := GOLDEN_CROSS_1M; // 1分钟图金叉止损
// 平仓时间:14:55全部平仓
CLOSE_TIME := TIME >= 145500;
// 执行交易
IF LONG_CONDITION THEN BUY(1, 1,marketr); // 开多
if SHORT_CONDITION THEN SELLSHORT(1, 1,marketr); // 开空
// 止损和止盈
IF STOP_LOSS_LONG THEN SELL(1, holding,marketr); // 平多
if STOP_LOSS_SHORT THEN sellshort(1, 1,marketr); // 平空
// 平仓
IF CLOSE_TIME THEN
begin
SELL(1, holding,marketr); // 平多
sellshort(1, holding,marketr); // 平空
end
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