股指期货IF专用MACD交易模型源码[文华财经公式]

DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26);

DEA:=EMA(DIFF,9);

MACD:=2*(DIFF-DEA);//MACD

F:=REF(AVPRICE,BARSBK); //调用买开那根K的线的均线价格

G:=REF(AVPRICE,BARSSK);//程序化交易 www.cxh99.com

BK1:=MACD>REF(MACD,1) AND REF(MACD,1)>REF(MACD,2);

BK2:=MACD<=-0.5 AND REF(MACD,2)<=LLV(MACD,10);

BK1 AND BK2,BK;

SP1:=L<=BKPRICE-5;//买开后，最低价低于买开价5个点以上止损

SP2:=MACD>=0.5 AND REF(MACD,1)>=HHV(MACD,10) AND MACD<=REF(MACD,1);//程序化交易 www.cxh99.com

SP1 OR SP2,SP;

SK1:=MACD<REF(MACD,1) AND REF(MACD,1)<REF(MACD,2);//

SK2:=MACD>=0.5 AND REF(MACD,2)>=HHV(MACD,10);

SK1 AND SK2,SK;

BP1:=C>=G+5;

BP2:=MACD<=-0.5 AND REF(MACD,1)<=LLV(MACD,10) AND MACD>=REF(MACD,1);

BP1 OR BP2,BP;

AUTOFILTER;//赢顺这行去掉

源码解析：

DIFF赋值:收盘价的12日指数移动平均 - 收盘价的26日指数移动平均
DEA赋值:DIFF的9日指数移动平均
MACD赋值:2*(DIFF-DEA)
MACDF赋值:BARSBK日前的AVPRICE
线的均线价格G赋值:BARSSK日前的AVPRICE
BK1赋值:MACD>昨日MACD AND 昨日MACD>2日前的MACD
BK2赋值:MACD<=-0.5 AND 2日前的MACD<=10日内MACD的最低值
BK1 AND BK2,BK
SP1赋值:最低价<=BKPRICE-5
陨现顾餝P2赋值:MACD>=0.5 AND 昨日MACD>=10日内MACD的最高值 AND MACD<=昨日MACD
//程序化交易 WWW.CXH99.COM SP1 OR SP2,SP
SK1赋值:MACD<昨日MACD AND 昨日MACD<2日前的MACD
SK2赋值:MACD>=0.5 AND 2日前的MACD>=10日内MACD的最高值
SK1 AND SK2,SK
BP1赋值:收盘价>=G+5
BP2赋值:MACD<=-0.5 AND 昨日MACD<=10日内MACD的最低值 AND MACD>=昨日MACD
BP1 OR BP2,BP
AUTOFILTER
//赢顺这行去掉