老师您好:
我想在日K线上MACD金叉开仓,60分钟MACD死叉平仓,用到跨周期函数是这样写的,可是测试结果不对,您帮忙看看哪里错了
先建一个指标SSS:
DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
A1:CROSS(DIFF,DEA);
A2:CROSS(DEA,DIFF);
再编写模型:
DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
AA1:=CROSS(DIFF,DEA);
AA2:=CROSS(DEA,DIFF);
B1:=STKINDI('','SSS.A1',0,5);
B2:=STKINDI('','SSS.A2',0,5);
SELLSHORT(B1 and HOLDING>0,HOLDING,THISCLOSE);
BUY(AA1 and HOLDING=0,15000,THISCLOSE);
SELL(B2 and HOLDING>0,HOLDING,THISCLOSE);
BUYSHORT(AA2 and HOLDING=0,15000,THISCLOSE);
DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
A1:CROSS(DIFF,DEA);
A2:CROSS(DEA,DIFF);
再编写模型:
DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
AA1:=CROSS(DIFF,DEA);
AA2:=CROSS(DEA,DIFF);
B1:STKINDI('','SSS.A1',0,5);
B2:STKINDI('','SSS.A2',0,5);
SELLSHORT(B1 and HOLDING>0,HOLDING,THISCLOSE);
BUY(AA1 and HOLDING=0,15000,THISCLOSE);
SELL(B2 and HOLDING>0,HOLDING,THISCLOSE);
BUYSHORT(AA2 and HOLDING=0,15000,THISCLOSE);
直接输出这个条件结果,看一下是否成立。1位成立。0为不成立