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金字塔交易系统指标 MACD动量突破
很多都是以前写的指标 现在没事拿来分享的,就没精力去做太多说明啦!我大概就在软件上运行下截图给大家吧!
有兴趣的自己拿去优化
- runmode:0;
- input:p(26,20,100,8);
- input:s(12,5,40,4);
- input:m(9,2,60,6);
- variable:myasset=300000;
- diff:=ema(close,s)-ema(close,p);
- dea:=ema(diff,m);
- macd:=2*(diff-dea);
- entertime:=time>=091000 and time<=145500;
- exittime:=time>=150000;
- buycond:=ref(cross(macd,0),1);
- sellcond:=ref(cross(0,macd),1);
- if holding=0 then begin
- if buycond then
- buy(1,1,limitr,open);
- end
- if holding=0 then begin
- if sellcond then
- buyshort(1,1,limitr,open);
- end
- if holding>0 then begin
- if exittime then
- sell(1,holding,limitr,close);
- if sellcond then begin
- sell(1,holding,limitr,open),orderqueue;
- buyshort(1,1,limitr,open),orderqueue;
- end
- end
- if holding<0 then begin
- if exittime then
- sellshort(1,holding,limitr,close);
-
- if buycond then begin
- sellshort(1,holding,limitr,open),orderqueue;
- buy(1,1,limitr,open),orderqueue;
- end
- end
- if exittime then
- myasset:=asset;
- 收益:myasset,noaxis,colormagenta;
- 次数:totaltrade,linethick0;
- 胜率:percentwin,linethick0;
- 连亏:maxseqloss,linethick0;
- 连赢:maxseqwin,linethick0;
复制代码
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