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请老师修改公式 [金字塔]

  • 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);


    请问老师本策略加载后没信号,请老师看看,如何修改? [此贴子已经被作者于2017/4/6 12:41:54编辑过]

     

  • 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。

     

  • 用户回复: 能把它改成图表程序化策略吗?请老师辛苦一下。

     

  • 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: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
    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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