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?來源:程序化99

模型參考：

#IMPORT [MIN,5,KDJ] AS VAR
DIFF := EMA(CLOSE,12) - EMA(CLOSE,26);
DEA? := EMA(DIFF,9);
MACD := 2*(DIFF-DEA);

K:=VAR.K;
J:=VAR.J;
S:=INTPART( MONEY*0.3/(C*MARGIN*UNIT+FEE) );
S1:=INTPART( MONEY*0.55/(C*MARGIN*UNIT+FEE) );
S2:=INTPART( MONEY/(C*MARGIN*UNIT+FEE) );

BB:MONEYTOT /INITMONEY ;
MACD>REF(MACD,1) && J>K &&BB>0.99 ,BK(S);
MACD<REF(MACD,1) && J<K &&BB>0.99 ,SK(S);
MACD>REF(MACD,1) && J>K &&BB<0.99 &&BB>0.84 ,BK(S1);
MACD<REF(MACD,1) && J<K &&BB<0.99 &&BB>0.84 ,SK(S1);
MACD>REF(MACD,1) && J>K &&BB<0.84 ,BK(S2);
MACD<REF(MACD,1) && J<K &&BB<0.84 ,SK(S2);

C>BKPRICE+4*MINPRICE,SP(BKVOL);
C<BKPRICE-5*MINPRICE,SP(BKVOL);
C<SKPRICE-4*MINPRICE,BP(SKVOL);
C>SKPRICE+5*MINPRICE,BP(SKVOL);

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?來源: www.kzuj.com.cn

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