请老师修改公式 [金字塔]
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咨询内容:
//策略名:MACD背离模型
//类型:股票t+0
//使用市场:个股
//修订时间:20170401
DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA),COLORSTICK; N:=BARSLAST(CROSS(DIFF,DEA))+1;
N1:=BARSLAST(CROSS(DEA,DIFF))+1;
DIFF1:=REF(REF(DIFF,N-1),1);
DIFF2:=REF(REF(DIFF,N1-1),1);
C1:=REF(REF(C,N-1),1);
C2:=REF(REF(C,N1-1),1);
DBL1:=DIFF>DIFF1 AND CROSS(DIFF,DEA) AND C<C1; //底背离
DBL:=DIFF<DIFF2 AND CROSS(DEA,DIFF) AND C>C2; //顶背离
TBUY(DBL1 AND TNUMLOSSTRADE<2,100,MKT);
TSELL(DBL AND TBUYHOLDINGEX('','',2)>0,100,MKT);
TSELL(EVERY(C<=REF(C,1),5),0,MKT);
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金字塔客服:
这个是后台策略,通过后台回测是有信号出现只是比较少。
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用户回复:
能把它改成图表程序化策略吗?请老师辛苦一下。
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网友回复:
DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA),COLORSTICK; N:=BARSLAST(CROSS(DIFF,DEA))+1;
N1:=BARSLAST(CROSS(DEA,DIFF))+1;
DIFF1:=REF(REF(DIFF,N-1),1);
DIFF2:=REF(REF(DIFF,N1-1),1);
C1:=REF(REF(C,N-1),1);
C2:=REF(REF(C,N1-1),1);
DBL1:=DIFF>DIFF1 AND CROSS(DIFF,DEA) AND C<C1; //底背离
DBL:=DIFF<DIFF2 AND CROSS(DEA,DIFF) AND C>C2; //顶背离
BUY(DBL1 AND NUMLOSSTRADE<2,100,MARKET);
SELL(DBL AND HOLDING>0,100,MARKET);
SELL(EVERY(C<=REF(C,1),5),0,MARKET); -
网友回复:
//策略名:MACD背离模型
//类型:股票t+0
//使用市场:个股
//修订时间:20170401DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA),COLORSTICK; N:=BARSLAST(CROSS(DIFF,DEA))+1;
N1:=BARSLAST(CROSS(DEA,DIFF))+1;
DIFF1:=REF(REF(DIFF,N-1),1);
DIFF2:=REF(REF(DIFF,N1-1),1);
C1:=REF(REF(C,N-1),1);
C2:=REF(REF(C,N1-1),1);
DBL1:=DIFF>DIFF1 AND CROSS(DIFF,DEA) AND C<C1; //底背离
DBL:=DIFF<DIFF2 AND CROSS(DEA,DIFF) AND C>C2; //顶背离
BUY(DBL1 AND NUMLOSSTRADE<2,100,MARKETR);
SELL(DBL AND HOLDING>0,100,MARKETR);
SELL(EVERY(C<=REF(C,1),5),0,MARKETR);
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