制作趋势交易系统

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

注意：此时，根据收盘价做的趋势交易系统会闪烁。