指標(biāo)詳見(jiàn)下圖: 信號(hào)效果回測(cè): 源代碼: NN:=35;N:=20;M:=18; A:-( EMA(CLOSE,NN) - EMA(CLOSE,N)); B:=EMA(A,M); MACD:(A-B),COLORSTICK; A1:-(EMA(CLOSE,NN/2) - EMA(CLOSE,N/2)),DOTLINE; B1:EMA(A1,M/2),DOTLINE; MACD1 : 2*(A1-B1)/N/2, COLORSTICK; LIJIN1:=MACD; STICKLINE(LIJIN1< REF(LIJIN1,1)AND LIJIN1>0,0,LIJIN1,2,0),COLOR33DFDD; STICKLINE(LIJIN1< REF(LIJIN1,1)AND LIJIN1< 0,0,LIJIN1,2,0),COLOR00DD00; STICKLINE(LIJIN1>REF(LIJIN1,1)AND LIJIN1< 0,0,LIJIN1,2,0),COLORFFAA00; STICKLINE(LIJIN1>REF(LIJIN1,1)AND LIJIN1>0,0,LIJIN1,2,0),COLOR0000DD;0; 做多買(mǎi)進(jìn):LIJIN1>REF(LIJIN1,1) AND LIJIN1>0,NODRAW; 獲利回吐:LIJIN1< REF(LIJIN1,1)AND LIJIN1>0,NODRAW; 做空賣(mài)出:LIJIN1< REF(LIJIN1,1)AND LIJIN1<0,NODRAW; 空頭回補(bǔ):LIJIN1>REF(LIJIN1,1) AND LIJIN1<0,NODRAW; A2:=EMA(CLOSE,NN/3) - EMA(CLOSE,N/3); B2:=EMA(A2,M/3); MACD2 : 2*(A2-B1)/N/3, COLORSTICK; AA:=A1<REF(A1,1)AND REF(A1,1)>REF(A1,2)AND A1>A AND A1>0.1; DRAWTEXT(CROSS(A1,B1)AND B1<0,B1,''),COLORRED; DRAWICON(CROSS(A2,B2)AND B2<-0.18,A,2); DRAWTEXT(CROSS(A,A2)AND A<0.03,A,'進(jìn)'); DRAWTEXT(COUNT(A>REF(A,1),8)>=7 AND A>0.2 AND A<REF(A,1)OR AA,A,'逃'),COLORGREEN; 選股源代碼:
|
|
來(lái)自: 常熟老李jlr5mr > 《量化對(duì)沖套利李津大局觀》