策略雷達 與 指標 的時間落差

這是指標腳本

 

//進出場訊號

input: FastLength(12), SlowLength(26), MACDLength(9);　　//定義ＭＡＣＤ

input: KDLength(9), RSVt(3), Kt(3);  //定義KD指標

input: ShortLength(6), LongLength(14); //定義RSI指標

variable: price(0), rsv(0), k(0), _d(0);  //定義KD指標

variable: intrabarpersist position(0); // 目前位置

variable: intrabarpersist entry_price(0); // 最後一次進場的價格

 

price = WeightedClose();    

Value1 = 0;  //定義分數

 

//計算MACD的各項數值 

Value2 = XAverage(Price, FastLength) - XAverage(Price, SlowLength);  //DIF線

Value3 = XAverage(Value2, MACDLength) ;  //MACD線

Value4 = Value2 - Value3 ;  //Osc柱狀體

 

if CurrentBar <= SlowLength then

begin

Value2 = 0;

Value3 = 0;

Value4 = 0;

end;

 

//計算KD

//SetTotalBar(maxlist(KDLength,6) * 3);

Stochastic(KDLength, RSVt, Kt, rsv, k, _d);

 

//計算RSI

Value998 = RSI(Close, ShortLength); //RSI短天期的數值

 

//篩選加分的條件 

condition1 = Value4 > 0;

condition2 = Value4[1] < 0;

if condition1 and condition2 then Value1 = Value1 + 5; //MACD出現第一根紅兵

 

condition3 = Value4[2] > 0;

condition4 = Value4[1] > 0;

condition5 = Value4[2] > Value4[1];

condition6 = Value4 > Value4[1];

if condition3 and condition4 and condition5 and condition6 then Value1 = Value1 + 2; //MACD出現紅２兵

 

if Value4 > Value4[1] then Value1 = Value1 + 1; //MACD紅兵持續上漲或綠兵收斂

 

condition7 = k >= 50;

condition8 = k[1] < 50;

if condition7 and condition8 then Value1 = Value1 + 3; //K線突破50向上

 

condition39 = k > k[1];

condition40 = k[1] > k[2];

if condition39 and condition40 then Value1 = Value1 + 1; //K線持續向上

 

condition9 = k >= 80;

condition10 = k[1] < 80;

if condition9 and condition10 then Value1 = Value1 + 4; //KD高檔鈍化剛開始

 

condition11 = k > 20;

condition12 = k[1] <= 20;

if condition11 and condition12 then Value1 = Value1 + 4; //KD低檔鈍化剛結束

 

if Value2 > 5 then Value1 = Value1 + 1; //DIF > 5

 

condition16 = Value998 >= 78;

condition17 = Value998[1] < 78;

if condition16 and condition17 then Value1 = Value1 + 2; //短天期RSI持續向上 > 75

 

condition35 = Value998 >= 50;

condition36 = Value998[1] < 50;

if condition35 and condition36 then Value1 = Value1 + 3; //短天期RSI突破50向上

 

//篩選扣分的條件

condition18 = Value4 < 0;

condition19 = Value4[1] > 0;

if condition18 and condition19 then Value1 = Value1 - 5; //MACD出現第一根綠兵

 

condition20 = Value4[2] < 0;

condition21 = Value4[1] < 0;

condition22 = Value4[2] < Value4[1];

condition23 = Value4 < Value4[1];

if condition20 and condition21 and condition22 and condition23 then Value1 = Value1 - 2; //MACD出現綠２兵

 

if Value4 < Value4[1] then Value1 = Value1 - 1; //MACD紅兵收斂或綠兵持續下跌

 

condition24 = k < 50;

condition25 = k[1] >= 50;

if condition24 and condition25 then Value1 = Value1 - 3; //K線跌破50向下

 

condition41 = k < k[1];

condition42 = k[1] < k[2];

if condition41 and condition42 then Value1 = Value1 - 1; //K線持續向下

 

condition26 = k <= 20;

condition27 = k[1] > 20;

if condition26 and condition27 then Value1 = Value1 - 4; //KD低檔鈍化剛開始

 

condition28 = k < 80;

condition29 = k[1] >= 80;

if condition28 and condition29 then Value1 = Value1 - 4; //KD高檔鈍化剛結束

 

if Value2 < -5 then Value1 = Value1 - 1; //DIF < -5

 

condition33 = Value998 <= 20;

condition34 = Value998[1] > 20;

if condition33 and condition34 then Value1 = Value1 - 2;  //短天期RSI持續向下 < 20

 

condition37 = Value998 < 50;

condition38 = Value998[1] >= 50;

if condition37 and condition38 then Value1 = Value1 - 3; //短天期RSI跌破50向下

 

if position = 0 then

begin

  if Value1 >= 10 then  //進場邏輯

     begin 

       position = 1;

       entry_price = close;

       print("(ENTRY) Date:", Date, " EntryPrice:", entry_price); 

       plot1(low -5, "買進"); 

end;

end  

  else 

     begin

if Value1 <= -10 then //出場邏輯 

   begin

          position = 0;

          entry_price = 0;

          print("(EXIT) Date:", Date);  

     plot2(high +5, "賣出"); 

end;  

     end;