[PEL] 复制代码
input:p(26,20,100,8),s(12,5,40,4),m(9,2,60,6);//参数设置
DIFF := EMA(CLOSE,S) - EMA(CLOSE,P);
DEA : =EMA(DIFF,M);
MACD1 : =2*(DIFF-DEA), COLORSTICK;
macdjc:=cross(diff,dea);//macd金叉
macdsc:=cross(dea,diff);
N1:=SUMBARS(macdjc,1);//最近1次金叉位置
N2:=SUMBARS(macdsc,1);//最近1次死叉位置
//注意ENTERBARS在开仓位置的返回值和采用的指令类型有关,这里假设你用的是次周期指令(market等),请根据你开仓的指令类型调整REF的第二个参数.
H1:VALUEWHEN(ENTERBARS=0,REF(ref(HHV(H,3),N1),1));
L1:VALUEWHEN(ENTERBARS=0,REF(ref(LLV(L,3),N1),1)); |