我只做股指做空,2个状态
1.有持仓:有空单10手,多单10手
问题:条件1.涨幅大于30点→驱动条件2.macd连续两根红柱放大→ 驱动多单平仓
2.空仓
问题: 条件1.涨幅大于30点→驱动条件2.macd连续两根红柱放大,下空单10手
参考:
//有持仓
DIFF:= EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:= EMA(DIFF,9);
MACD:=2*(DIFF-DEA);
C>SETTLE+30*MINPRICE&&EVERY(MACD>0,2)&&EVERY(MACD>REF(MACD,1),2)&&BUYPOSITION=10,SP(BUYPOSITION);
CONDITION_ORDER;
//空仓
DIFF:= EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:= EMA(DIFF,9);
MACD:=2*(DIFF-DEA);
C>SETTLE+30*MINPRICE&&EVERY(MACD>0,2)&&EVERY(MACD>REF(MACD,1),2),SK(10);
CONDITION_ORDER;
我只做股指做空,2个状态
1.有持仓:有空单10手,多单10手
问题:条件1.突破布林上轨→驱动条件2.macd连续两根红柱放大→ 驱动多单平仓
2.空仓
问题: 条件1.突破布林上轨→驱动条件2.macd连续两根红柱放大,下空单10手
请参考
//有持仓
MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
DIFF:EMA(CLOSE,12) - EMA(CLOSE,26),NODRAW;
DEA:EMA(DIFF,9),NODRAW;
MACD:2*(DIFF-DEA),NODRAW;
BUYPOSITION=10&&CROSS(C,TOP)&&EVERY(MACD>0,2)&&EVERY(MACD>REF(MACD,1),2),SP(BUYPOSITION);
CONDITION_ORDER;
//空仓
MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
DIFF:EMA(CLOSE,12) - EMA(CLOSE,26),NODRAW;
DEA:EMA(DIFF,9),NODRAW;
MACD:2*(DIFF-DEA),NODRAW;
BUYPOSITION=0&&SELLPOSITION=0&&CROSS(C,TOP)&&EVERY(MACD>0,2)&&EVERY(MACD>REF(MACD,1),2),SK(10);
CONDITION_ORDER;
有持仓,如果当前持仓不够10手,需要修改下数字10
MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
DIFF:EMA(CLOSE,12) - EMA(CLOSE,26),NODRAW;
DEA:EMA(DIFF,9),NODRAW;
MACD:2*(DIFF-DEA),NODRAW;
BUYPOSITION=10&&CROSS(C,TOP)&&EVERY(MACD>0,2)&&EVERY(MACD>REF(MACD,1),2),SP(BUYPOSITION);
CONDITION_ORDER;
空仓这样修改下:
MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
DIFF:EMA(CLOSE,12) - EMA(CLOSE,26),NODRAW;
DEA:EMA(DIFF,9),NODRAW;
MACD:2*(DIFF-DEA),NODRAW;
CROSS(C,TOP)&&EVERY(MACD>0,2)&&EVERY(MACD>REF(MACD,1),2),SK(10);
CONDITION_ORDER;
突破给您用的CROSS,要求前一根小于等于,当前大于才满足突破。
您看下13:28那根k线收盘价已经大于上轨了,所以13:29不满足穿越。
如果您是要求只要是大于就算突破的话,可以做如下修改,就有信号了。
MID:MA(CLOSE,26);
TMP2:=STD(CLOSE,26);
TOP:MID+2*TMP2;
BOTTOM:MID-2*TMP2;
DIFF:EMA(CLOSE,12) - EMA(CLOSE,26),NODRAW;
DEA:EMA(DIFF,9),NODRAW;
MACD:2*(DIFF-DEA),NODRAW;
C>TOP&&EVERY(MACD>0,2)&&EVERY(MACD>REF(MACD,1),2),SK(10);
CONDITION_ORDER;


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