才入门,我自己买,用系统的MACD策略不能进行自动卖出。所以请老师发一个MACD的DIF小于DEA就卖出的策略。万分感谢。
您好,复制系统的MACD指标代码,再适当改一改就可以写出来。但您只说开仓,不给平仓规则,策略实际是不完整的。建议您看看官网量化零基础的视频: https://old.tbquant.net/train?id=26
您说的只做空的代码,我给个学习用例供你参考下
Params
Numeric Lots(1);
Numeric FastLength(12);
Numeric SlowLength(26);
Numeric MACDLength(9);
Vars
Series<Numeric> Diff(0,2);
Series<Numeric> DEA(0,2);
Series<Numeric> MACD(0,2);
Events
OnBar(ArrayRef<Integer> indexs)
{
Diff = XAverage( Close, FastLength ) - XAverage( Close, SlowLength ) ;
DEA = XAverage(Diff,MACDLength);
MACD = (Diff - DEA) * 2;
PlotNumeric(\"Diff\",Diff);
PlotNumeric(\"DEA\",DEA);
If (MACD >= 0)
PlotAuto(\"MACD\",MACD,0,Red,Enum_Bar);
Else
PlotAuto(\"MACD\",MACD,0,Green,Enum_Bar);
PlotNumeric(\"零线\",0);
If(MarketPosition <> -1 And MACD[1] < 0) SellShort(Lots,Open);
If(MarketPosition == -1 And MACD[1] > 0) BuyToCover(0,Open);
}