|
指標詳見下圖：
信號效果回測：
源代碼： NN:=35;N:=20;M:=18;A:-( EMA(CLOSE,NN) - EMA(CLOSE,N));B:=EMA(A,M);MACD:(A-B),COLORSTICK;A1:-(EMA(CLOSE,NN/2) - EMA(CLOSE,N/2)),DOTLINE;B1:EMA(A1,M/2),DOTLINE;MACD1 : 2*(A1-B1)/N/2, COLORSTICK;LIJIN1:=MACD;STICKLINE(LIJIN1< REF(LIJIN1,1)AND LIJIN1>0,0,LIJIN1,2,0),COLOR33DFDD;STICKLINE(LIJIN1< REF(LIJIN1,1)AND LIJIN1< 0,0,LIJIN1,2,0),COLOR00DD00;STICKLINE(LIJIN1>REF(LIJIN1,1)AND LIJIN1< 0,0,LIJIN1,2,0),COLORFFAA00;STICKLINE(LIJIN1>REF(LIJIN1,1)AND LIJIN1>0,0,LIJIN1,2,0),COLOR0000DD;0;做多買進:LIJIN1>REF(LIJIN1,1) AND LIJIN1>0,NODRAW;獲利回吐:LIJIN1< REF(LIJIN1,1)AND LIJIN1>0,NODRAW;做空賣出:LIJIN1< REF(LIJIN1,1)AND LIJIN1<0,NODRAW;空頭回補:LIJIN1>REF(LIJIN1,1) AND LIJIN1<0,NODRAW;A2:=EMA(CLOSE,NN/3) - EMA(CLOSE,N/3);B2:=EMA(A2,M/3);MACD2 : 2*(A2-B1)/N/3, COLORSTICK;AA:=A1<REF(A1,1)AND REF(A1,1)>REF(A1,2)AND A1>A AND A1>0.1;DRAWTEXT(CROSS(A1,B1)AND B1<0,B1,''),COLORRED;DRAWICON(CROSS(A2,B2)AND B2<-0.18,A,2);DRAWTEXT(CROSS(A,A2)AND A<0.03,A,'進');DRAWTEXT(COUNT(A>REF(A,1),8)>=7 AND A>0.2 AND A<REF(A,1)OR AA,A,'逃'),COLORGREEN;選股源代碼：
|
|
|
來自： 常熟老李jlr5mr > 《量化對沖套利李津大局觀》
