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量化MACD实战

 红牛2008 2024-04-22 发布于重庆

    DIF:=EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);

    DEA:=EMA(DIF,M);

    MACD:=2*(DIF-DEA),STICK;

    多空分界:MA(C,50),LINETHICK1,COLORCYAN,POINTDOT;

   

    TOZ:=MA(C,50),COLORYELLOW,DOTLINE;

    TMACD:=MA(C,50)+(MACD.MACD)*3;

    HD0:=CROSS(DIF,DEA);

    金收:=REF(L,BARSLAST(HD0)),COLORYELLOW,DOTLINE;

    DRAWNUMBER(ISLASTBAR,金收,金收),COLORCYAN;

    LD0:=CROSS(DEA,DIF);

    死收:REF(H,BARSLAST(LD0)),COLOR00FF00,DOTLINE;

    JCSC:=(M-1)/(M+1)*DEA/(1-2/(M+1));

    DD:=(MACD/2+(DEA*(M-1)/(M+1)))/(1-2/(M+1));

    DIF拐头价:(DIF*(SHORT+1)*(LONG+1)-(LONG+1)*(SHORT-1)*EMA(C,SHORT)+(SHORT+1)*(LONG-1)*EMA(C,LONG))/(2*((LONG+1)-(SHORT+1)))COLORYELLOW,LINETHICK1;

    柱变向价:=(DD*(SHORT+1)*(LONG+1)-(LONG+1)*(SHORT-1)*EMA(C,SHORT)+(SHORT+1)*(LONG-1)*EMA(C,LONG))/(2*((LONG+1)-(SHORT+1))),COLORWHITE,LINETHICK1;

    DRAWBAND(DIF拐头价,RGB(250,250,0),DIF拐头价,RGB(0,0,0));

    DRAWBAND(IF(柱变向价>DIF拐头价,柱变向价,DRAWNULL),RGB(250,0,0),柱变向价,RGB(0,0,0));

    黄铢消失见顶:=IF(柱变向价>=DIF拐头价,DIF拐头价,DRAWNULL),COLORYELLOW,CIRCLEDOT,LINETHICK1;

    金叉:=IF(柱变向价>=DIF拐头价,多空分界,DRAWNULL),COLORYELLOW,CIRCLEDOT,LINETHICK1;

    金死叉价:(JCSC*(SHORT+1)*(LONG+1)-(LONG+1)*(SHORT-1)*EMA(C,SHORT)+(SHORT+1)*(LONG-1)*EMA(C,LONG))/(2*((LONG+1)-(SHORT+1)))COLORCYAN,NODRAW;

    MACD走平时股价:=(((M+1)*(2*REF(DEA,1)*(M-1)+REF(MACD,1)*(M+1)))/(2*(M+1)*(M-1))+(REF(EMA(C,26),1)*(26-1)/(26+1))-(REF(EMA(C,12),1)*(12-1)/(12+1)))*(12+1)*(26+1)/(2*(26-12));

   
    ES:=REF(EMA(C,26),1);

    EP:=REF(EMA(C,12),1);

    DI:=REF(DIF,1);

    DIF穿零价:((12+1)*(26-1)*ES-(26+1)*(12-1)*EP)/(2*(26+1)-2*(12+1)),NODRAW,COLORWHITE;

   

    DRAWTEXT_FIX(1,0.7,0.01,0,STRCAT('金死叉价: ',CON2STR(金死叉价,2))),COLORCYAN;

    ZJ:=DIF>DEA;

    HY:=DIF<DEA;

    XG1:=ZJ AND C>死收 AND C>多空分界;

    STICKLINE(XG1,L,H,0,0),COLOR0000AA;

    STICKLINE(XG1,CLOSE,OPEN,3,0),COLOR000055;

    STICKLINE(XG1,CLOSE,OPEN,2.8,0),COLOR000066;

    STICKLINE(XG1,CLOSE,OPEN,2.5,0),COLOR000077;

    STICKLINE(XG1,CLOSE,OPEN,2.2,0),COLOR000088;

    STICKLINE(XG1,CLOSE,OPEN,1.7,0),COLOR000099;

    STICKLINE(XG1,CLOSE,OPEN,1.2,0),COLOR0000AA;

    STICKLINE(XG1,CLOSE,OPEN,0.7,0),COLOR0000CC;

    STICKLINE(XG1,CLOSE,OPEN,0.2,0),COLOR0000FF;

    W1:= C<死收 AND ZJ;

    STICKLINE(W1,H,L,0,1),COLORFF55FF;

    STICKLINE(W1,C,O,3.2,0),COLOR880088;

    STICKLINE(W1,C,O,2.6,0),COLORAA00AA;

    STICKLINE(W1,C,O,1.9,0),COLORCC00CC;

    STICKLINE(W1,C,O,1.1,0),COLOREE00EE;

    STICKLINE(W1,C,O,0.3,0),COLORFF44FF;

    W2:= C<多空分界 AND ZJ;

    STICKLINE(W2,H,L,0,1),COLORFF55FF;

    STICKLINE(W2,C,O,3.2,0),COLOR880088;

    STICKLINE(W2,C,O,2.6,0),COLORAA00AA;

    STICKLINE(W2,C,O,1.9,0),COLORCC00CC;

    STICKLINE(W2,C,O,1.1,0),COLOREE00EE;

    STICKLINE(W2,C,O,0.3,0),COLORFF44FF;

    XG2:=C<DIF拐头价 AND HY;

    STICKLINE(XG2,H,L,0,0),COLOR00FF00;

    STICKLINE(XG2,C,O,3,0),COLOR009900;

    STICKLINE(XG2,C,O,2,0),COLOR00BB00;

    STICKLINE(XG2,C,O,1,0),COLOR00DD00;

    STICKLINE(XG2,C,O,0.3,0),COLOR00FF00;

    XG3:=C>DIF拐头价 AND HY;

    STICKLINE(XG3,H,L,0,0),COLOR00FF00;

    STICKLINE(XG3,C,O,3,0),COLOR009900;

    STICKLINE(XG3,C,O,2,0),COLOR00BB00;

    STICKLINE(XG3,C,O,1,0),COLOR00DD00;

    STICKLINE(XG3,C,O,0.3,0),COLOR00FF00;

    RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;

    K:SMA(RSV,3,1),COLORWHITE,LINETHICK1,NODRAW;

    D:SMA(K,3,1),COLORYELLOW,LINETHICK1,NODRAW;

    LC:=REF(CLOSE,1);

    RSI1:=SMA(MAX(CLOSE-LC,0),6,1)/SMA(ABS(CLOSE-LC),6,1)*100;

    IF(COUNT(RSI1>80,3)=3,H,DRAWNULL),POINTDOT,COLORGREEN,LINETHICK8;

    IF(COUNT(RSI1<20,3)=3,L,DRAWNULL),POINTDOT,COLORYELLOW,LINETHICK8;

    IF(COUNT(K>80,3)=3,H,DRAWNULL),POINTDOT,COLORGREEN,LINETHICK5;

    IF(COUNT(K<20,3)=3,L,DRAWNULL),POINTDOT,COLORFF33FF,LINETHICK5;

    今日空间:=C-REF(金死叉价,1)COLORGREEN,NODRAW;

    尾盘空间:C-金死叉价,NODRAW;

 
    DRAWTEXT_FIX(1,0.6,0.09,0,STRCAT('尾盘5分钟差值: ',CON2STR(尾盘空间,2))),COLORCYAN;

    A0:=最大亏损;

    今日开仓:=A0/今日空间,NODRAW;

    尾盘开仓:A0/尾盘空间,NODRAW;

    DRAWTEXT_FIX(ISLASTBAR,0.0,0.09,0.0,'资金管理:单笔最大损失确定的情况下交易更从容')COLORRED;

    DRAWTEXT_FIX(1,0.7,0.09,0,STRCAT('尾盘最大开仓股数: ',CON2STR(尾盘开仓,2))),COLORMAGENTA;

  

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