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标题:老师帮忙看下跨周期

1楼
lipeng6880 发表于:2016/3/4 13:41:42

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);

2楼
wenarm 发表于:2016/3/4 14:09:07

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

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