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标题：网站MACD背离例子 > < 是啥意思？

1楼

dylinbin 发表于：2018/11/13 11:22:27

//策略名：MACD背离模型
//类型：股票t+0
//适用：后台程序化
//使用市场：个股

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);

2楼

banzhuan 发表于：2018/11/13 11:29:39

以MACD指标背离作为买入入场的依据，并对亏损次数进行限制的策略

3楼

dylinbin 发表于：2018/11/13 12:05:33

gt 和 lt 的代码是啥？

4楼

banzhuan 发表于：2018/11/13 13:12:21

官网上显示有些异常，您可以参考下面的

//策略名：MACD背离模型

//类型：股票t+0

//适用：后台程序化

//使用市场：个股

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);

[此贴子已经被作者于2018/11/13 13:13:00编辑过]

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