请高手们看一下，跨周期数据的调用 [复制链接]

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电梯直达

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发表于 2009-11-23 14:13:54 |只看该作者 |倒序浏览

我想实现的功能，当日线的DIFF>0,DIFF>DEA和30分钟线的DIFF>0,DIFF>DEA 和5分钟的DIFF>0,DIFF>DEA时发出平空开多指令，否则发出平多开空指令！
下面是我的想法，请各位高手看一看有什么不妥之处！谢谢！
1，先根据NOPAIN老师的多周期共振系统写出 “1分钟转换N分钟的指数平均”
2，在日线上插入“通过文件读写函数实现跨周期数据调用”如下：
Params
Numeric FastLength(12);
Numeric SlowLength(26);
Numeric MACDLength(9);
Vars
NumericSeries MACDValue;
NumericSeries AvgMACD;
NumericSeries MACDDiff;

Numeric conditon;
string strkey;
string strValue;

Begin
MACDValue = XAverage( Close, FastLength ) - XAverage( Close, SlowLength );
AvgMACD = XAverage(MACDValue,MACDLength);
MACDDiff = MACDValue - AvgMACD;
If(MACDValue > 0 && MACDValue>AvgMACD)
{
conditon=1;
}
If(MACDValue < 0 && MACDValue<AvgMACD)
{
conditon=2;
}
strKey = DateToString(Date);
strValue=Text(conditon);
SetTBProfileString("MyConditon",strKey,strValue);
End
3，在一分钟线上插入“交易指令”如下：
Params
      Numeric FastLength(12);
      Numeric SlowLength(26);
      Numeric MACDLength(9);
Vars

      NumericSeries MACDValue5;
      NumericSeries MACDValue30;


      Numeric AvgMACD5;
      Numeric AvgMACD30;


      Numeric MACDDiff5;
      Numeric MACDDiff30;

      NumericSeries DayMyConditon;
      StringSeries strKey;
      string strValue;


      Bool LongEntryCon;
      Bool ShortEntryCon;
      Bool LongExitCon;
      Bool ShortExitCon;
Begin


      MACDValue5 = MinsXAverage(5, Close, FastLength ) - MinsXAverage(5, Close, SlowLength );
      AvgMACD5 = MinsXAverage(5,MACDValue5,MACDLength);
      MACDDiff5 = MACDValue5 - AvgMACD5;


      MACDValue30 = MinsXAverage(30, Close, FastLength ) - MinsXAverage(30, Close, SlowLength );
      AvgMACD30 = MinsXAverage(30,MACDValue30,MACDLength);
      MACDDiff30 = MACDValue30 - AvgMACD30;

      If(Date!=Date[1])
      {
            strKey = DateToString(Date[1]);
      }Else
      {
            strKey = strKey[1];
      }

      strValue = GetTBProfileString("MyConditon",strKey);
      If(strValue != InvalidString)
      {
            DayMyConditon = Value(strValue);
      }Else
      {
            DayMyConditon = DayMyConditon[1];
      }

LongEntryCon = DayMyConditon==1 && MACDValue30 > 0 && MACDValue30>AvgMACD30 && MACDValue5> 0 && MACDValue5>AvgMACD5 ;
      ShortEntryCon = DayMyConditon==2 && MACDValue30 < 0 && MACDValue30<AvgMACD30 && MACDValue5< 0 && MACDValue5<AvgMACD5 ;

      If (LongEntryCon)
               {
               buy(1,close);
               }
Else if(ShortEntryCon)
               {
                  SellShort(1,close);
               }

End

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