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本帖最后由 zs5608 于 2019-8-5 20:05 编辑
请教各位大神,MACD 快线和慢线金叉死叉时进行买卖,图表上没有信号,
程序那里有问题,硬是找不到问题点,求助各位,谢谢!
Params
Numeric FastMA(10); //macd短周期值
Numeric SlowMA(30); //macd长周期值
Numeric AvgMA(9); //MACD慢线周期值
Numeric Lost1(1);
Numeric offset(2);
Vars
NumericSeries MACDLine(0);
NumericSeries SignalLine(0);
NumericSeries ZeroLine(0);
NumericSeries AvgMACD(0);
NumericSeries MACDDiff(0);
Numeric i_offset;
Numeric Minpoint;
Begin
If(!CallAuctionFilter()) Return;
MACDLine = XAverage( Close, FastMA ) - XAverage( Close, SlowMA ) ; //计算macd快线
AvgMACD = XAverage(MACDLine,AvgMA);
MACDDiff = MACDLine - AvgMACD;
SignalLine = XAverage( MACDLine, AvgMA ); //计算macd慢线
ZeroLine = 0;
Minpoint = Minmove * PriceScale;
i_offset = offset*MinMove*PriceScale;
if ( MACDLine[2] < SignalLine[2] And MACDLine[1] > SignalLine[1] )
{
if(MarketPosition <> 1)
{
Buy(Lost1,Max(Open,Close[1])+i_offset);
}
}
If ( MACDLine[2] > SignalLine[2] And MACDLine[1] < SignalLine[1] )
{
if(MarketPosition <> -1)
{
SellShort( Lost1,Min(Open,Close[1])-i_offset);
}
}
END |
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