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交易指令。MACERS,仅适用于1分钟周期
- //------------------------------------------------------------------------
- // 简称: MACDRS
- // 名称: MACD Resonance System
- // 类别: 交易指令
- // 类型: 多头建仓
- // 输出:
- //------------------------------------------------------------------------
- Params
- Numeric FastLength(12);
- Numeric SlowLength(26);
- Numeric MACDLength(9);
- Vars
- NumericSeries MACDValue1;
- NumericSeries MACDValue3;
- NumericSeries MACDValue5;
- NumericSeries MACDValue15;
- NumericSeries MACDValue30;
- Numeric AvgMACD1;
- Numeric AvgMACD3;
- Numeric AvgMACD5;
- Numeric AvgMACD15;
- Numeric AvgMACD30;
- Numeric MACDDiff1;
- Numeric MACDDiff3;
- Numeric MACDDiff5;
- Numeric MACDDiff15;
- Numeric MACDDiff30;
- Bool LongEntryCon;
- Bool ShortEntryCon;
- Bool LongExitCon;
- Bool ShortExitCon;
- Begin
- MACDValue1 = XAverage( Close, FastLength ) - XAverage( Close, SlowLength );
- AvgMACD1 = XAverage(MACDValue1,MACDLength);
- MACDDiff1 = MACDValue1 - AvgMACD1;
- MACDValue3 = MinsXAverage(3, Close, FastLength ) - MinsXAverage(3, Close, SlowLength );
- AvgMACD3 = MinsXAverage(3,MACDValue3,MACDLength);
- MACDDiff3 = MACDValue3 - AvgMACD3;
-
- MACDValue5 = MinsXAverage(5, Close, FastLength ) - MinsXAverage(5, Close, SlowLength );
- AvgMACD5 = MinsXAverage(5,MACDValue5,MACDLength);
- MACDDiff5 = MACDValue5 - AvgMACD5;
-
- MACDValue15 = MinsXAverage(15, Close, FastLength ) - MinsXAverage(15, Close, SlowLength );
- AvgMACD15 = MinsXAverage(15,MACDValue15,MACDLength);
- MACDDiff15 = MACDValue15 - AvgMACD15;
-
- MACDValue30 = MinsXAverage(30, Close, FastLength ) - MinsXAverage(30, Close, SlowLength );
- AvgMACD30 = MinsXAverage(30,MACDValue30,MACDLength);
- MACDDiff30 = MACDValue30 - AvgMACD30;
- LongEntryCon = MACDDiff1 > 0 && MACDDiff3 > 0 && MACDDiff5 > 0 && MACDDiff15 > 0 && MACDDiff30 > 0;
- ShortEntryCon = MACDDiff1 < 0 && MACDDiff3 < 0 && MACDDiff5 < 0 && MACDDiff15 < 0 && MACDDiff30 < 0;
-
- LongExitCon = MACDDiff1 < 0;
- ShortExitCon = MACDDiff1 > 0;
-
- 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);
- }
-
- If(Time >= 0.1459)
- {
- Sell(1,Open);
- BuyToCover(1,Open);
- }
- End
- //------------------------------------------------------------------------
- // 编译版本 GS2004.06.12
- // 用户版本 2008/06/20 14:47
- // 版权所有 nopain
- // 更改声明 TradeBlazer Software保留对TradeBlazer平台
- // 每一版本的TrabeBlazer公式修改和重写的权利
- //------------------------------------------------------------------------
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