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Params
Numeric Lots(1);
Numeric FastLength(12);
Numeric SlowLength(26);
Numeric MACDLength(9);
Vars
BoolSeries BuyEntry(False);
BoolSeries SellEntry(False);
BoolSeries BuyExit(False);
BoolSeries SellExit(False);
Numeric MinPoint; // 一个最小变动单位,也就是一跳
NumericSeries AvgMACD;
NumericSeries MACD;
Numeric MACDDiff;
Begin
MinPoint = MinMove*PriceScale;
//过滤集合竞价
If(BarType==1 && BarStatus==2 && (Time==0.210000||Time==0.090000) && High==Low) return; //分钟周期过滤集合竞价
If(BarType!=1 && !CallAuctionFilter()) return; //其他周期的过滤集合竞价
//MA
//MACD
MACD= XAverage( Close[1], FastLength ) - XAverage( Close[1], SlowLength ) ;
AvgMACD = XAverage(MACD,MACDLength);
MACDDiff = MACD - AvgMACD;
PlotNumeric("MACD",MACD);
PlotNumeric("MACDAvg",AvgMACD);
//开平仓条件
SellEntry = MACD>= MACDDiff and AvgMACD >= MACDDiff ; //开空
BuyEntry = MACD <= MACDDiff and AvgMACD <= MACDDiff ; //开多
SellExit = CrossOver(MACD,AvgMACD); //平空
BuyExit = CrossUnder(MACD,AvgMACD); //平多
//程序主体
If(MarketPosition<> 1 and BuyEntry and CrossOver(MACD,AvgMACD) )
{
Buy(Lots,Open);
Commentary("开多");
}
If(MarketPosition<>-1 and SellEntry and CrossUnder( MACD,AvgMACD) )
{
SellShort(Lots,Open);
Commentary("开空");
}
If(MarketPosition==-1 && BarsSinceLastEntry>=1 )
{
If( SellExit )
{
BuyToCover(0,Open);
Commentary("平空");
}
}
If(MarketPosition==1 && BarsSinceLastEntry>=1 )
{
If( BuyExit)
{
Sell(0,Open);
Commentary("平多");
}
}
End
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