大盘指数交易法-测试数据

QRVA-20200618文华指数VA5

利润 11亿，胜率41.85% 盈亏比2.22 胜率盈亏34.75

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#CALL[7186,QR]AS VAR1     // 调用文华指数数据
#CALL[7186,QR]AS VAR2
#CALL[7186,QR]AS VAR3
FUND := 10000000;
LOTS := INTPART(FUND*0.4/(MARGIN*CLOSE*UNIT+FEE));


QDIFF := VAR2.DIFF;
QDEA:= VAR3.DEA;
QMACD:=2*(QDIFF-QDEA);//

DIFF := EMA(CLOSE, 12) - EMA(CLOSE, 26);//
DEA  := EMA(DIFF, 9);//
MACD:=2*(DIFF-DEA);//

MACDV:=MACD>REF(MACD,1) AND REF(MACD,2)>REF(MACD,1);
MACDA:=MACD<REF(MACD,1) AND REF(MACD,2)<REF(MACD,1);


QMACDV:=QMACD>REF(QMACD,1) AND REF(QMACD,2)>REF(QMACD,1);
QMACDA:=QMACD<REF(QMACD,1) AND REF(QMACD,2)<REF(QMACD,1);


  QMACDV && DIFF>DEA , BPK(LOTS);//
QMACDA && DIFF<DEA, SPK(LOTS);//
(DIFF>DEA) && SKVOL>0 , BP(SKVOL);//
( DIFF<DEA) && BKVOL>0 , SP(BKVOL);
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