Events
OnBar(ArrayRef<Integer> indexs)
{
// 计算80日均线
MA = Average(Close, MALength);
// 计算MACD指标
MACDLine = XAverage(Close, FastLength) - XAverage(Close, SlowLength);
SignalLine = XAverage(MACDLine, SignalLength);
// 判断多头入场条件
LongCondition = (Close[1] > MA[1] And CrossOver(MACDLine, SignalLine));
// 判断空头入场条件
ShortCondition = (Close[1] < MA[1] And CrossUnder(MACDLine, SignalLine));
// 判断多头出场条件
ExitLongCondition = (MarketPosition == 1 And CrossUnder(MACDLine, SignalLine));
CrossOver(MACDLine, SignalLine));
MACD不是回溯的