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Params
Numeric FastLength(12);
Numeric SlowLength(26);
Numeric MACDLength(9);
Vars
NumericSeries MACDValue;
Numeric AvgMACD;
Numeric MACDDiff;
BoolSeries Con1;
BoolSeries Con2;
BoolSeries Con3;
BoolSeries Con4;
BoolSeries Con5;
BoolSeries Con6;
Begin
// 集合竞价和小节休息过滤
If(!CallAuctionFilter()) Return;
MACDValue = XAverage(Close,FastLength ) - XAverage(Close,SlowLength ) ;
AvgMACD = XAverage(MACDValue,MACDLength);
MACDDiff = MACDValue - AvgMACD;
Con1 = (MACDValue > 0) And (AvgMACD > 0);
Con2 = CrossOver(MACDValue,AvgMACD);
Con3 = (MACDValue < 0) And (AvgMACD < 0);
Con4 = CrossUnder(MACDValue,AvgMACD);
If(Con1 and Con4)
{
Con5 = True;
}Else If(Con3)
{
Con5 = False;
}
If(Con2 and Con3)
{
Con6 = True;
}Else If(Con1)
{
Con6 = False;
}
If(MarketPosition != 1 And Con1[1] And Con2[1] and Con5[1])
{
Buy(1,Open);
}
If(MarketPosition != -1 And Con3[1] and Con4[1] and Con6[1])
{
SellShort(1,Open);
}
End |
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