策略是:MACD的快线数值在-4以上金叉提示做多,
MACD的快线数值在4以下死叉提示做空。
求助老师做出来公式源码
DIFF: EMA(CLOSE,12) - EMA(CLOSE,26);
DEA: EMA(DIFF,9);
MACD: 2*(DIFF-DEA), COLORSTICK;
CONKD:CROSS(MACD,-4); //平空开多条件
CONKK:CROSS(4,MACD); //平多开空条件
IF CONKD THEN BEGIN
SELLSHORT(HOLDING<0,HOLDING,MARKET);
BUY(HOLDING>=0,1,MARKET);
END
IF CONKK THEN BEGIN
SELL(HOLDING>0,HOLDING,MARKET);
BUYSHORT(HOLDING=0,1,MARKET);
END