在選股策略腳本中同時有不同頻率的條件

204
最後發表 BABAHOO 2017 九月 28

BABAHOO 發文於 2017/09/28

請問怎麼在一個選股策略中同時有不同頻率的條件，例如我要選週MACD黃金交叉+日頻率中的MA10>MA20 我直接寫的話，出現的股票都是以週為頻率來選股，變成週MACD金叉+週MA10>MA20

#文章連結
0

1 評論

GammaCEO 發文於 2017/09/28

小弟之前有撰寫過一個跨頻率的選股策略，把它稍微修改後供大大參考。(不適用別罵我)

input: FastLength(9), SlowLength(18), MACDLength(5);
variable: price(0);

SetInputName(1, "DIF短天數");
SetInputName(2, "DIF長天數");
SetInputName(3, "MACD天數");

price = WeightedClose();

Value1 = xf_XAverage("w",price, FastLength) - xf_XAverage("w",price, SlowLength);
Value2 = xf_XAverage("w",Value1, MACDLength) ;
Value3 = Value1 - Value2 ;
Value4 = XAverage(price, FastLength) - XAverage(price, SlowLength);
Value5 = XAverage(Value4, MACDLength) ;
Value6 = Value4 - Value5 ;
value7 = average(value6,10);
value8 = average(value6,20);

condition1 = xf_CrossOver("W",value1,value2);
condition2 = value7 > value8;

if condition1=true then
begin
Value100 = 1;
end else
begin
value100 = 0;

end;

ret= value100>0 and condition2=true;

outputfield(1,value7,"MA10");
outputfield(2,value8,"MA20");