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想统计一下MACD红柱或绿柱维持天数的分布,程序大概如下:
Params
Numeric FastLength( 40 );
Numeric SlowLength( 80);
Numeric MACDLength( 40 );
Vars
NumericSeries MACDValue;
NumericSeries AvgMACD;
NumericSeries MACDDiff;
Begin
MACDValue = XAverage( Close, FastLength ) - XAverage( Close, SlowLength ) ;
AvgMACD = XAverage(MACDValue,MACDLength);
MACDDiff = MACDValue - AvgMACD;
if (CrossOver(macddiff,close-close))
{
buy;
}
if (CrossOver(close-close,macddiff))
{
FileAppend("C:\\red.log","红柱维持天数 = "+Text(BarsSinceEntry));
sell;
}
if (CrossOver(close-close,macddiff))
{
SellShort;
}
if (CrossOver(macddiff,close-close))
{
FileAppend("C:\\green.log","绿柱维持天数 = "+Text(BarsSinceEntry));
BuyToCover;
}
End
但结果很不对,红柱的维持天数是对的,但绿柱的维持天数都是0,不知是什么原因? |
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