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