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本帖最后由 a1300038165 于 2010-10-29 14:24 编辑
- Params
- Numeric Length(60);
- Numeric FastLength(12);
- Numeric SlowLength(26);
- Numeric MACDLength(9);
- Numeric Lots(1);
- Vars
- NumericSeries MA60;
- NumericSeries DIF;
- NumericSeries DEA;
- Numeric Amp_X;
- Numeric Amp_Y;
-
-
- Begin
- MA60 = Average(Close,Length);
- DIF = XAverage(Close, FastLength) - XAverage(Close, SlowLength);
- DEA = XAverage(DIF,MACDLength);
- Amp_X = ?*MA60;
- Amp_Y = Abs(?*DEA);
- If(Close - CloseD(1)/>0 && (Close - CloseD(1))/CloseD(1) <=?)
- {
- If(MarketPosition ==0 && Close - MA60 >Amp_X)
- {
- If( DIF>0 && DEA>0)
- {
- If( DIF - DEA >Amp_Y)
- {
- Buy(Lots,NextOpen,True);//多头开仓
- }
- }
-
- }
-
- Else If(MarketPosition ==-1 && Close - MA60 >Amp_X)
- {
- If( DIF>0 && DEA>0)
- {
- If( DIF - DEA > Amp_Y)
- {
- BuyToCover(Lots,NextOpen,True);//空头平仓
- Buy(Lots,NextOpen,True);//多头开仓
- }
- }
-
- }
- }
- Else If(CloseD(1) - Close >0 && (CloseD(1) - Close)/CloseD(1) <=?)
- {
- If(MarketPosition ==0 && MA60 - Close >Amp_X)
- {
- If( DIF <0 && DEA <0 )
- {
- If( DEA - DIF >Amp_Y)
- {
- SellShort(Lots,NextOpen,True);//空头开仓
- }
-
- }
-
- }
-
- Else If(MarketPosition ==1 && MA60 - Close >Amp_X)
- {
- If( DIF <0 && DEA <0 )
- {
- If( DEA - DIF >Amp_Y)
- {
- sell(Lots,NextOpen,True);//多头平仓
- SellShort(Lots,NextOpen,True);//空头开仓
- }
-
- }
-
- }
- }
- If(MarketPosition ==1)
- {
- If(Close - CloseD(1) >0 && (Close - CloseD(1))/CloseD(1) <=?)
- {
- Sell(Lots,NextOpen,True);
- }
- }
- Else If(MarketPosition ==1 && MA60 >Close)
- {
- Sell(Lots,NextOpen,True);//多头平仓
- }
- Else If(MarketPosition ==1 && DIF <0 && DEA <0 )
- {
- Sell(Lots,NextOpen,True);//多头平仓
- }
- Else If(MarketPosition ==1 && DEA >DIF )
- {
- Sell(Lots,NextOpen,True);//多头平仓
- }
- If(MarketPosition ==-1)
- {
- If(CloseD(1) - Close >0 && (CloseD(1) - Close)/CloseD(1) <=?)
- {
- BuyToCover(Lots,NextOpen,True);//空头平仓
- }
- }
- Else If(MarketPosition ==-1 && Close >MA60)
- {
- BuyToCover(Lots,NextOpen,True);//空头平仓
- }
- Else If( MarketPosition ==-1 && DIF >0 && DEA >0)
- {
- BuyToCover(Lots,NextOpen,True);//空头平仓
- }
- Else If(MarketPosition ==-1 && DIF >DEA)
- {
- BuyToCover(Lots,NextOpen,True);//空头平仓
- }
-
- End
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