股指期貨IF專用MACD交易模型源碼

DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26);

DEA:=EMA(DIFF,9);

MACD:=2*(DIFF-DEA);//MACD

F:=REF(AVPRICE,BARSBK); //調用買開那根K的線的均線價格

G:=REF(AVPRICE,BARSSK);//程序化交易 www.tumamayizhan.com

BK1:=MACD>REF(MACD,1) AND REF(MACD,1)>REF(MACD,2);

BK2:=MACD<=-0.5 AND REF(MACD,2)<=LLV(MACD,10);

BK1 AND BK2,BK;

SP1:=L<=BKPRICE-5;//買開后，最低價低于買開價5個點以上止損

SP2:=MACD>=0.5 AND REF(MACD,1)>=HHV(MACD,10) AND MACD<=REF(MACD,1);//程序化交易 www.tumamayizhan.com

SP1 OR SP2,SP;

SK1:=MACD<REF(MACD,1) AND REF(MACD,1)<REF(MACD,2);//

SK2:=MACD>=0.5 AND REF(MACD,2)>=HHV(MACD,10);

SK1 AND SK2,SK;

BP1:=C>=G+5;

BP2:=MACD<=-0.5 AND REF(MACD,1)<=LLV(MACD,10) AND MACD>=REF(MACD,1);

BP1 OR BP2,BP;

AUTOFILTER;//贏順這行去掉

源碼解析：

DIFF賦值:收盤價的12日指數移動平均 - 收盤價的26日指數移動平均
DEA賦值:DIFF的9日指數移動平均
MACD賦值:2*(DIFF-DEA)
MACDF賦值:BARSBK日前的AVPRICE
線的均線價格G賦值:BARSSK日前的AVPRICE
BK1賦值:MACD>昨日MACD AND 昨日MACD>2日前的MACD
BK2賦值:MACD<=-0.5 AND 2日前的MACD<=10日內MACD的最低值
BK1 AND BK2,BK
SP1賦值:最低價<=BKPRICE-5
隕現顧餝P2賦值:MACD>=0.5 AND 昨日MACD>=10日內MACD的最高值 AND MACD<=昨日MACD
//程序化交易 www.tumamayizhan.com SP1 OR SP2,SP
SK1賦值:MACD<昨日MACD AND 昨日MACD<2日前的MACD
SK2賦值:MACD>=0.5 AND 2日前的MACD>=10日內MACD的最高值
SK1 AND SK2,SK
BP1賦值:收盤價>=G+5
BP2賦值:MACD<=-0.5 AND 昨日MACD<=10日內MACD的最低值 AND MACD>=昨日MACD
BP1 OR BP2,BP
AUTOFILTER
//贏順這行去掉