文華指標(biāo)公式源碼短線量化交易策略

DEA  :=EMA(DIFF,9);//DIFF的M個周期指數(shù)平滑移動平均

MACD:=2*(DIFF-DEA),COLORSTICK;//DIFF減DEA的2倍畫柱狀線

M50:=MA(C,50),COLORYELLOW,LINETHICK2;

DIF1:=EMA(CLOSE,12)-EMA(CLOSE,26);

DEA1:=EMA(DIF1,9);

//STICKLINE(MACD>=0,M50,M50+MACD*3,0,1),COLORRED;

//STICKLINE(MACD<0,M50,M50+MACD*3,0,1),COLORGREEN;

//STICKLINE(((MACD<REF(MACD,1)) AND (MACD>0)),M50,M50+MACD*3,0,1),COLORRED;

//STICKLINE(((MACD>REF(MACD,1)) AND (MACD<0)),M50,M50+MACD*3,0,1),COLORGREEN;

G:=MA(C,5);

D1:=MA(C,10);

NNH:=BARSLAST(H=HHV(H,7)) ,NODRAW;

NNL:=BARSLAST(L=LLV(L,7)) ,NODRAW;

NN:=IF(REF(G,NNH)>REF(D1,NNH) AND NNH<=4,NNH,IF(REF(G,NNL)<REF(D1,NNL) AND NNL<=4,NNL,5)) ,NODRAW;

N:=IF(ISLASTBAR AND NN>0,NN,5) ,NODRAW;

HH:=REF(H,N)=HHV(H,6);