- 精华
- 0
- 在线时间
- 8 小时
- UID
- 97487
- 积分
- 14
- 帖子
- 2
- 阅读权限
- 10
- 注册时间
- 2012-2-16
- 最后登录
- 2023-1-20
- 精华
- 0
- UID
- 97487
- 积分
- 14
- 帖子
- 2
- 主题
- 2
- 阅读权限
- 10
- 注册时间
- 2012-2-16
- 最后登录
- 2023-1-20
|
利用用户函数:MinsXAverage
参照下面的应用公式下面MACERS的应用公式
修改开仓条件
最后编辑出现错误缺少Return语句,我有点看不懂;帮忙看一下哪里修改
Params
Numeric FastLength(12);
Numeric SlowLength(26);
Numeric MACDLength(9);
Vars
NumericSeries MACDValue1;
NumericSeries MACDValue15;
Numeric AvgMACD1;
Numeric AvgMACD15;
NumericSeries MACDDiff1;
NumericSeries MACDDiff15;
Bool LongEntryCon;
Bool ShortEntryCon;
Bool LongExitCon;
Bool ShortExitCon;
Begin
MACDValue1 = XAverage( Close, FastLength ) - XAverage( Close, SlowLength );
AvgMACD1 = XAverage(MACDValue1,MACDLength);
MACDDiff1 = MACDValue1 - AvgMACD1;
MACDValue15 = MinsXAverage(15, Close, FastLength ) - MinsXAverage(15, Close, SlowLength );
AvgMACD15 = MinsXAverage(15,MACDValue15,MACDLength);
MACDDiff15 = MACDValue15 - AvgMACD15;
LongEntryCon = AvgMACD1 > 0 && AvgMACD15 > 0 && MACDDiff1 > MACDDiff1[1] && High > High [1] && High> High[15];
ShortEntryCon = AvgMACD1 < 0 && AvgMACD15 < 0 && MACDDiff1 < MACDDiff1[1] && High < High[1] && High < High[15];
LongExitCon = low <= Lowest(low,150);
ShortExitCon = High>= Highest(High,150);
Commentary("MACDDiff1="+Text(MACDDiff1));
Commentary("MACDDiff3="+Text(MACDDiff3));
Commentary("MACDDiff5="+Text(MACDDiff5));
Commentary("MACDDiff15="+Text(MACDDiff15));
Commentary("MACDDiff30="+Text(MACDDiff30));
If(MarketPosition == 0)
{
If(LongEntryCon)
{
Buy(1,NextOpen,True);
}Else if(ShortEntryCon)
{
SellShort(1,NextOpen,True);
}
}Else If(MarketPosition == 1 && LongExitCon)
{
Sell(1,NextOpen,True);
}Else if(MarketPosition == -1 && ShortExitCon)
{
BuyToCover(1,NextOpen,True);
}
End |
|