共5 条记录, 每页显示 10 条, 页签: [1]

标题：请老师修改公式

1楼

yzhybw 发表于：2017/4/6 12:41:33

//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]

2楼

wenarm 发表于：2017/4/6 12:53:35

这个是后台策略，通过后台回测是有信号出现只是比较少。

3楼

yzhybw 发表于：2017/4/6 12:56:30

能把它改成图表程序化策略吗？请老师辛苦一下。

4楼

wenarm 发表于：2017/4/6 13:04:56

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);

5楼

qq代人发帖 发表于：2017/4/6 13:06:55

//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);

共5 条记录, 每页显示 10 条, 页签: [1]