MACD多周期共振系统 [复制链接]

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31^#

发表于 2012-8-5 13:51:01 |只看该作者

自己写了……这样编对不对？
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;
      BoolSeries LongEntryCon;
      BoolSeries ShortEntryCon;
      BoolSeries LongExitCon;
      BoolSeries 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[1])
            {
                     Buy(1,Open);
            }Else if(ShortEntryCon[1])
            {
                     SellShort(1,Open);
            }
      }Else If(MarketPosition == 1 && LongExitCon[1])
      {
            Sell(1,Open);
      }Else if(MarketPosition == -1 && ShortExitCon[1])
      {
            BuyToCover(1,Open);
      }

      If(Time >= 0.1459)
      {
            Sell(1,Open);
            BuyToCover(1,Open);
      }
End

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