文华MACD日内交易模型 系统源码


MACD日内交易模型 交易系统参数如下:

//参数[N1,4.000000,4.000000,4.000000]
//参数[N2,8.000000,8.000000,8.000000]
//参数[N3,14.000000,16.000000,14.000000]
//参数[N4,19.000000,22.000000,20.000000]

源码如下:


M5:=EMA2(HIGH,4);
M10:=EMA2(HIGH,8);
M15:=EMA2(HIGH,14);
M20:=EMA2(HIGH,20);
ZYZS:=IF((M5 > M15),M5,M15);
DIFF:=EMA(HIGH,14) - EMA(HIGH,19);
DEA:=EMA(DIFF,10);
A:=2*(DIFF-DEA);
ML5:=EMA2(LOW,N1);
ML10:=EMA2(LOW,N2);
ML15:=EMA2(LOW,14);
ML20:=EMA2(LOW,20);
ZL:=IF((ML5 > ML15),ML5,ML15);
DL:=EMA(LOW,14) - EMA(LOW,19);
DEAL:=EMA(DL,10);
AL:=2*(DL-DEAL);
TIME>0929&&TIME<1440&&M5>M10&&HIGH>M20&&A>0&&ZYZS=M5,BK;
TIME>0929&&TIME<1440&&ML5<ML10&&LOW<ML20&&AL<0&&ZL<>ML5,SK;
TIME>0909&&AL<0&&ML10<ML20,SP;
TIME>0909&&A>0&&M10>M20,BP;