以下假设 以MACD 2次金叉为例,好像有点问题,求指点。
inputs: FastLength( 12 ), SlowLength( 26 ), MACDLength( 9 ) ;
variables: var0( 0 ), var1( 0 ), var2( 0 ), buyflag(false), sellflag(false),marketposition(0),value1(false);
var0 = MACD( Close, FastLength, SlowLength ) ;
var1 = XAverage( var0, MACDLength ) ;
var2 = var0 - var1 ;
condition1 = CurrentBar > 2 and var2 crosses over 0 ;
value1=false;
if date>date[1] then begin
buyflag=false;
end;
if buyflag=false then begin
if condition1 and marketposition=0 then buyflag=true;
if buyflag and var2<0 then value1=true;
if value1 and condition1 and marketposition=0 then
Buy ( "LE" ) next bar at market ;
if marketposition=1 and var2 cross under 0 then sell next bar at market;
end;
if time=1600 and marketposition<>0 then sell all contracts next bar at market;
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