开拓者期货期权程序化系统交易论坛

标题: 交易指令写不下去了，请帮忙 [打印本页]

作者: linqian 时间: 2009-1-17 08:39:12 标题: 交易指令写不下去了，请帮忙

EMA65上行并且MACDDiff上行开多仓
MACDDiff下行平多仓

EMA65下行并且MACDDiff下行开空仓
MACDDiff上行平空仓

Params
Numeric Length(65);
Numeric FastLength(12);
Numeric SlowLength(26);
Numeric MACDLength(9);
Numeric BuyLots(1);
Numeric SellLots(1);
Vars
Numeric EMA;
NumericSeries MACDValue;
Numeric AvgMACD;
Numeric MACDDiff;
Bool Condition1;
Bool Condition2;
Bool Condition3;
Bool Condition4;
Begin
EMA = XAverage(Close, Length);
MACDValue = XAverage( Close, FastLength ) - XAverage( Close, SlowLength ) ;
AvgMACD = XAverage(MACDValue,MACDLength);
MACDDiff = MACDValue - AvgMACD;
Condition1 = EMA>EMA[1]&&MACDDiff>MACDDiff[1];
Condition2 = MACDDiff < MACDDiff[1];
Condition3 = EMA < EMA[1] && MACDDiff < MACDDiff[1];
Condition4 = MACDDiff > MACDDiff[1];
if (Condition1)
{
Buy(BuyLots,Close);
}
if (Condition2)
{
Sell;
}
if (Condition3)
{
SellShort(SellLots,Close);
}
if (Condition4)
{
BuyToCover;
}
End

红色部分编译不过去了，不知怎么写，请帮忙，谢谢！

作者: nopain 时间: 2009-1-17 16:33:27

EMA
MACDDiff
都需要定义为NumericSeries

作者: linqian 时间: 2009-1-17 16:51:07

明白了，第一次写交易指令成功，非常感谢！

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