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代码如下,发现无法加仓
Params
Numeric FastLength(12);
Numeric SlowLength(26);
Numeric MACDLength(9);
Vars
NumericSeries MACDValue;
NumericSeries AvgMACD;
NumericSeries MACDDiff;
NumericSeries MACDValue2;
NumericSeries AvgMACD2;
NumericSeries MACDDiff2;
Bool longcon1;
Bool longcon2;
Bool shortcon1;
Bool shortcon2;
Begin
MACDValue = XAverage( Close, FastLength ) - XAverage( Close, SlowLength ) ;
AvgMACD = XAverage(MACDValue,MACDLength);//DEA
MACDDiff = MACDValue - AvgMACD;
macdvalue2=XAverage(close,fastlength*4)-XAverage(close,slowlength*4);
avgmacd2=XAverage(macdvalue,macdlength*4);
macddiff2=macdvalue2-avgmacd2;
longcon1=CrossOver(macdvalue,avgmacd)&& MarketPosition==1;
shortcon1=CrossUnder(macdvalue,avgmacd)&& MarketPosition==-1;
longcon2=MACDValue2>0&&MACDDiff2>0&& MarketPosition!=1;
shortcon2=MACDValue2<0&&MACDDiff2<0&& MarketPosition!=-1;
//开仓
If(longcon2)
{
Buy(1,close);
}
If(shortcon2)
{
SellShort(1,close);
}
If(longcon1)
{
Buy(1,close);
}
If(shortcon1)
{
SellShort(1,close);
}
End |
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