開多：15分鐘macd的diff大于dea，且3分鐘macd，diff上穿dea開多，dea下穿diff平多

開空：15分鐘macd的dea大于diff，且3分鐘macd，dea下穿diff開孔，diff上穿dea平空

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inputs:? FastLength( 12 ), SlowLength( 26 ), MACDLength( 9 ) ;

variables:? diff1( 0,data1 ), diff2(0,data2), dea1( 0, data1 ), dea2(0, data2);

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diff1 = MACD( Close, FastLength, SlowLength ) data1 ;

dea1 = XAverage( diff1, MACDLength ) data1;

diff2 = MACD( Close, FastLength, SlowLength ) data2 ;

dea2 = XAverage( diff2, MACDLength ) data2;

if diff2>dea2 and diff1 cross over dea1 then

buy next bar at market;

if diff2>dea2 and marketposition=1 and dea1 cross under diff1 then

sell next bar at market;

if dea2>diff2 and dea1 cross under diff1 then

sellshort next bar at market;

if dea2>diff2 and marketposition=-1 and diff1 cross over dea1 then

buytocover next bar at market;

您需要打開一個3分鐘周期的商品合約，另外再插入一個15分鐘周期的商品合約

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謝謝管理員，但是和我想的不一樣，平單后還自動同方向開單，沒有空倉期

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按照您的策略來寫的，您可以自己再進一步修改完善！

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按照您的策略來寫的，您可以自己再進一步修改完善！

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