股指3分钟MACD
MACD参数为(26,8,6)
做多条件:DEA在(-3,-10)(2.5-10)之间时,DIF上穿DEA,做多。
平仓信号,DIF下穿DEA。
做空条件:DEA在(0.5,3.0)(5.0-6.0)(-4.0,-15)之间时,DIF下穿DEA,做空。
平仓信号,DIF上穿DEA.
{股指3分钟MACD
MACD参数为(26,8,6)
做多条件:DEA在(-3,-10)(2.5-10)之间时,DIF上穿DEA,做多。
平仓信号,DIF下穿DEA。
做空条件:DEA在(0.5,3.0)(5.0-6.0)(-4.0,-15)之间时,DIF下穿DEA,做空。
平仓信号,DIF上穿DEA.}
input:p(26,20,100,8),s(8,5,40,4),m(6,2,60,6);
DIFF : EMA(CLOSE,S) - EMA(CLOSE,P);
DEA : EMA(DIFF,M);
MACD1 : 2*(DIFF-DEA), COLORSTICK;
if DEA>-3 AND DEA<-10 AND DEA<10 AND DEA>2.5 AND CROSS(DIFF,DEA) THEN
BEGIN
BUY(1,1,MARKET);
END
IF CROSS(DEA,DIFF) THEN SELL(1,0,MARKET);
if DEA>0.5 AND DEA<3 AND DEA<6 AND DEA>5 AND DEA>-4 AND DEA<-15 AND CROSS(DEA,DIFF) THEN
BEGIN
BUYSHORT(1,1,MARKET);
END
IF CROSS(DIFF,DEA) THEN SELL(1,0,MARKET);
{股指3分钟MACD
MACD参数为(26,8,6)
做多条件:DEA在(-3,-10)(2.5-10)之间时,DIF上穿DEA,做多。
平仓信号,DIF下穿DEA。
做空条件:DEA在(0.5,3.0)(5.0-6.0)(-4.0,-15)之间时,DIF下穿DEA,做空。
平仓信号,DIF上穿DEA.
}
INPUT:P(26,20,100,8),S(8,5,40,4),M(6,2,60,6);
DIF:EMA(CLOSE,S) - EMA(CLOSE,P);
DEA:EMA(DIF,M);
MACD:2*(DIF-DEA),COLORSTICK;
COND1:=CROSS(DIF,DEA) AND BETWEEN(DEA,-3,-10) AND BETWEEN(DEA,2.5,-10);
COND2:=CROSS(DEA,DIF);
开仓:BUY(COND1,1,MARKET);
平仓:SELL(COND2,HOLDING,MARKET);
COND3:=CROSS(DEA,DIF) AND BETWEEN(DEA,0.5,3.0) AND BETWEEN(DEA,5.0,-6.0) AND BETWEEN(DEA,-4.0,-15);
COND4:=CROSS(DIF,DEA);
做空:SELL(COND3,1,MARKET);
再次平仓:BUY(COND4,HOLDING,MARKET);