TB模型稳定信号的方法

采用前一根k线的收盘价,但是下一根k线有可能跳空。

Params
	Numeric FastLength(12);
	Numeric SlowLength(26);
	Numeric MACDLength(9);
	
	Numeric ALength(60);
Vars
	NumericSeries MACDValue; 
	Numeric AvgMACD;
	Numeric MACDDiff;

	Numeric aV;
Begin
	// 均线
	aV = Average(Close[1], ALength);
	MACDValue = XAverage( Close[1], FastLength ) - XAverage( Close[1], SlowLength ) ;	
	AvgMACD = XAverage(MACDValue,MACDLength);
	// 开多单
	If (Close[1] > aV And MACDValue > AvgMACD)
	{
		Buy(1, Close[1]);
	}
	// 平仓
	If (Close[1] < aV And MACDValue < AvgMACD)
	{
		SellShort(1, Close[1]);
	}
	PlotNumeric("av", aV);
End

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转载自blog.csdn.net/bus_lupe/article/details/84996087