MACD交易系统TB代码.docx

MACD交易系统TB代码MACD交易系统 Params Numeric FastLength(12); Numeric SlowLength(26); Numeric MACDLength(9); Vars NumericSeries MACDValue; NumericSeries AvgMACD; NumericSeries MACDDiff; Begin MACDValue = XAverage( Close, FastLength ) - XAverage( Close, SlowLength ) ; AvgMACD = XAverage(MACDValue,MACDLength); /DEA MACDDiff = MACDValue - AvgMACD; If(MACDDiff>0 && AvgMACD>0 && CrossOver(MACDValue,AvgMACD) && MarketPosition!=1) Buy(1,High); Else If(MACDDiff>0 && AvgMACD>0 && CrossUnder(MACDValue,AvgMACD) && MarketPosition=1) sell(0,low); If(MACDDiff<0 && AvgMACD<0 && CrossUnder(MACDValue,AvgMACD) && MarketPosition!=-1) SellShort(1,Low); Else If(MACDDiff<0 && AvgMACD<0 && CrossOver(MACDValue,AvgMACD) && MarketPosition=-1) buytocover(0,high); End 1.DIF0且DEA0时，大盘处于牛市行情。DIF向上突破DEA说明上涨启动，发出买入信号，向下突破DEA则说明行情回落，发出卖出信号。 2.DIF0且DEA0时，大盘属于调整市行情，此时操作宜慎重。DIF向上突破DEA只能认为是反弹行情，向下突破DEA则说明行情继续下行，发出卖出信号。