[TB源码] MACD交易系统源码
//------------------------------------------------------------------------
// 简称: macdsys
// 名称: MACD交易系统
// 类别: 交易指令
// 类型: 其他
// 输出:
//------------------------------------------------------------------------
Params
Numeric FastLength( 12 );
Numeric SlowLength( 26 );
Numeric MACDLength( 9 );
Vars
NumericSeries MACDValue;
NumericSeries AvgMACD;
Numeric MACDDiff;
Bool Condition1;
Bool Condition2;
Bool Condition3;
Bool Condition4;
Bool Condition5;
Bool Condition6;
Begin
MACDValue = XAverage( Close, FastLength ) - XAverage( Close, SlowLength ) ;
AvgMACD = XAverage(MACDValue,MACDLength);
MACDDiff = MACDValue - AvgMACD;
//这是做多语句
Condition1 = CrossOver(MACDValue, AvgMACD) ;
Condition2 = MACDValue > 0;
if (Condition1 And Condition2)
{
Buy(0,NextOpen,True);
}
//做多语句结束
//这是平多语句
Condition3 = CrossUnder(MACDValue, AvgMACD) ;
if (Condition3)
{
Sell(0,NextOpen,True);
}
//平多语句结束
//这是做空语句
Condition4 = CrossUnder(MACDValue, AvgMACD) ;
Condition5 = MACDValue < 0 ;
if (Condition4 And Condition5)
{
SellShort(0,NextOpen,True);
}
//做空语句结束
//我是平空语句
Condition6 = CrossOver(MACDValue, AvgMACD) ;
if (Condition6)
{
BuyToCover(0,NextOpen,True);
}
//平空语句结束
End
//------------------------------------------------------------------------
// 编译版本 GS2004.06.12
// 用户版本 2011/02/25 13:34
// 版权所有 yezi08895
// 更改声明 TradeBlazer Software保留对TradeBlazer平台
// 每一版本的TrabeBlazer公式修改和重写的权利
//------------------------------------------------------------------------
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