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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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