参考:
DIFF:EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:EMA(DIFF,9);
MACD:2*(DIFF-DEA),COLORSTICK;
CROSS(DIFF,0),BPK;
CROSSDOWN(DIFF,0),SPK;
AUTOFILTER;
参考:
DIFF:EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:EMA(DIFF,9);
MACD:2*(DIFF-DEA),COLORSTICK;
CROSS(DIFF,DEA),BPK;
CROSSDOWN(DIFF,DEA),SPK;
AUTOFILTER;
参考:
DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA),COLORSTICK;
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//真实波幅
ATR:=MA(TR,26); //求26个周期内真实波幅的简单移动平均
TC..INTPART((MONEYTOT*0.01/(UNIT*ATR)));//根据权益的1%计算下单手数
MTC..4*TC; //总的持仓头寸
CROSS(DIFF,DEA)&&BKVOL=0,BPK(TC);
CROSSDOWN(DIFF,DEA)&&SKVOL=0,SPK(TC);
C>=BKPRICE+0.5*ATR&&BKVOL<MTC&&ISLASTBK,BK(TC);//价格在上次开仓的基础上上涨0.5倍ATR,在手数不超过4倍TC的时候,买入加仓TC手
C<=SKPRICE-0.5*ATR&&SKVOL<MTC&&ISLASTSK,SK(TC);//价格在上次开仓的基础上下跌0.5倍ATR,在手数不超过4倍TC的时候,卖出加仓TC手
这样改下:
DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA),COLORSTICK;
TR:=MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//真实波幅
ATR:MA(TR,26); //求26个周期内真实波幅的简单移动平均
TC..INTPART((MONEYTOT*0.01/(UNIT*ATR)));//根据权益的1%计算下单手数
MTC..4*TC; //总的持仓头寸
C>=BKPRICE+0.5*ATR&&BKVOL<MTC&&BKVOL>0,BK(TC);//价格在上次开仓的基础上上涨0.5倍ATR,在手数不超过4倍TC的时候,买入加仓TC手
C<=SKPRICE-0.5*ATR&&SKVOL<MTC&&SKVOL>0,SK(TC);//价格在上次开仓的基础上下跌0.5倍ATR,在手数不超过4倍TC的时候,卖出加仓TC手
CROSS(DIFF,DEA)&&BKVOL=0,BPK(TC);
CROSSDOWN(DIFF,DEA)&&SKVOL=0,SPK(TC);


