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- //------------------------------------------------------------------------
- // 简称: macdsys
- // 名称: MACD交易系统
- // 类别: 交易指令
- // 类型: 其他
- // 输出:
- //------------------------------------------------------------------------
- Params
- Numeric FastLength( 12 );
- Numeric SlowLength( 26 );
- Numeric MACDLength( 9 );
- Vars
- NumericSeries MACDValue;
- NumericSeries AvgMACD;
- Numeric MACDDiff;
- Bool Condition1;
- Bool Condition2;
- Bool Condition3;
- Bool Condition4;
- Bool Condition5;
- Bool Condition6;
- Begin
- MACDValue = XAverage( Close, FastLength ) - XAverage( Close, SlowLength ) ;
- AvgMACD = XAverage(MACDValue,MACDLength);
- MACDDiff = MACDValue - AvgMACD;
- //这是做多语句
- Condition1 = CrossOver(MACDValue, AvgMACD) ;
- Condition2 = MACDValue > 0;
- if (Condition1 And Condition2)
- {
- Buy(0,NextOpen,True);
- }
- //做多语句结束
- //这是平多语句
- Condition3 = CrossUnder(MACDValue, AvgMACD) ;
- if (Condition3)
- {
- Sell(0,NextOpen,True);
- }
- //平多语句结束
- //这是做空语句
- Condition4 = CrossUnder(MACDValue, AvgMACD) ;
- Condition5 = MACDValue < 0 ;
- if (Condition4 And Condition5)
- {
- SellShort(0,NextOpen,True);
- }
- //做空语句结束
- //我是平空语句
- Condition6 = CrossOver(MACDValue, AvgMACD) ;
- if (Condition6)
- {
- BuyToCover(0,NextOpen,True);
- }
- //平空语句结束
-
- End
- //------------------------------------------------------------------------
- // 编译版本 GS2004.06.12
- // 用户版本 2011/02/25 13:34
- // 版权所有 yezi08895
- // 更改声明 TradeBlazer Software保留对TradeBlazer平台
- // 每一版本的TrabeBlazer公式修改和重写的权利
- //------------------------------------------------------------------------
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