咨詢內容:
DIFF:EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);//短周期與長周期的收盤價的指數平滑移動平均值做差。 DEA:EMA(DIFF,M);//DIFF的M個周期指數平滑移動平均 2*(DIFF-DEA),COLORSTICK;//DIFF減DEA的2倍畫柱狀線 MA5:MA(C,139); AA:CROSSDOWN(DIFF,DEA)&&COUNT(CROSSDOWN(DIFF,DEA),BARSBK)=1;//MACD死叉并且是BK信號之后第一個死叉 AB:CROSS(DIFF,DEA)&&COUNT(CROSS(DIFF,DEA),BARSSK)=1;//MACD金叉并且是SK信號之后第一個金叉 C>MA5 &&EXIST(CROSSDOWN(DIFF,DEA),BARSBK) AND C>VALUEWHEN(AA,HHV(H,BARSBK)) AND BKVOL=0,BK(1);//多頭加倉 C<MA5 &&EXIST(CROSS(DIFF,DEA),BARSSK) AND C<VALUEWHEN(AB,LLV(L,BARSSK)) AND SKVOL=0,SK(1);//空頭加倉 ISLASTBK &&EXIST(CROSSDOWN(DIFF,DEA),BARSBK) AND C>VALUEWHEN(AA,HHV(H,BARSBK)) AND BKVOL>=1,BK(1);//多頭加倉 ISLASTSK &&EXIST(CROSS(DIFF,DEA),BARSSK) AND C<VALUEWHEN(AB,LLV(L,BARSSK)) AND SKVOL>=1,SK(1);//空頭加倉
文華技術人員:?以開倉條件為例: 首次開倉條件是這樣編寫的:
C>MA5 &&EXIST(CROSSDOWN(DIFF,DEA),BARSBK) AND C>VALUEWHEN(AA,HHV(H,BARSBK)) AND BKVOL=0,BK(1);
其中這兩個條件,是根據BK信號后出現的條件來判斷,而首次出信號之前不可能存在BARSBK,所以首次開倉不能滿足。
這樣調整:
C>MA5 &&(COUNTSIG(BK,BARPOS)=0||(EXIST(CROSSDOWN(DIFF,DEA),BARSBK) AND C>VALUEWHEN(AA,HHV(H,BARSBK)) )) AND BKVOL=0,BK(1);C<MA5&&(COUNTSIG(SK,BARPOS)=0 ||(EXIST(CROSS(DIFF,DEA),BARSSK) AND C<VALUEWHEN(AB,LLV(L,BARSSK)) )) AND SKVOL=0,SK(1);//空頭加倉