想1分钟引用3分钟及5分钟的MACD指标MACD1值,但测试结果的买卖信号对不上,还用软件中的MACD指标应该不对(反了,要写成MACD1 := -2*(DEA-DIFF)才能与其它软件对上);
请帮忙查一下,那出了问题.谢谢!
MACD3:="MACD.MACD1##min3";
MACD5:="MACD.MACD1##min5";
DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);
DEA :=EMA(DIFF,9);
MACD1 := 2*(DEA-DIFF);
F1:=MACDDAY>0 AND MACD60>0 AND MACD1>0;
F2:=MACD1<0;
F3:=MACDDAY<0 AND MACD60<0 AND MACD1<0;
F4:=MACD1>0;
COND1:=F1;//开多
COND2:=F2;//平多
COND3:=F3;//开空
COND4:=F4;//平空
SELLSHORT(COND4,1,MARKET);
BUY(COND1 AND HOLDING=0,1,MARKET);
SELL(COND2,1,MARKET);
BUYSHORT(COND3 AND HOLDING=0,1,MARKET);