//MF4-28A3 N=2， 自创的海龟，源于一个偶然的灵感，平仓不全平，加仓但不是复利，也能有十倍以上的收益 2H:焦炭、螺纹 铝 银 橡胶 1H:铜
FUND:=10000000; //资金
TC:=INTPART(FUND*0.4/(C*MARGIN*UNIT+FEE));//
TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));//
ATR := MA(TR,26);//求N个周期内的TR的简单移动平均
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);
//////////////////////////////////////////////
LEN:CONDBARS(CROSSUP(DIFF,DEA),CROSSDOWN(DIFF,DEA));//最近一次满足DIFF上穿DEA与DIFF下穿DEA之间的周期数
//描述MACD之鱼【带鱼都是盈利的，短鱼都是亏损的】
//1、带鱼
DDAI:=C>REF(C,LEN) AND CROSSDOWN(DIFF,DEA); //当前死叉，前一次金叉，多带鱼
KDAI:=C<REF(C,LEN) AND CROSSUP(DIFF,DEA); //当前金叉，前一次死叉，空带鱼
//2、短鱼
DDUAN:=C<REF(C,LEN) AND CROSSDOWN(DIFF,DEA); //当前死叉，前一次金叉，多短鱼
KDUAN:=C>REF(C,LEN) AND CROSSUP(DIFF,DEA); //当前金叉，前一次死叉，空短鱼
DRAWTEXT(DDAI ,H ,'多带'),VALIGN2,FONTSIZE18,COLORWHITE;
DRAWTEXT(DDUAN ,H ,'多短'),VALIGN2,FONTSIZE18,COLORWHITE;
DRAWTEXT(KDAI ,L,'空带'),VALIGN2,FONTSIZE18,COLORWHITE;
DRAWTEXT(KDUAN ,L ,'空短'),VALIGN2,FONTSIZE18,COLORWHITE;
//MACD柱VA鱼
DYT:=MACDV;
KYT:=MACDA;
FBPK := DYT AND COUNT(DYT, BARSLAST(KYT))=1;
FSPK := KYT AND COUNT(KYT, BARSLAST(DYT))=1;
BPKC := IF(FBPK , C, REF(C, BARSLAST(FBPK)));
SPKC := IF(FSPK , C, REF(C, BARSLAST(FSPK)));
LEN1 := CONDBARS(FBPK, FSPK);
DDAI1 := C>REF(C,LEN1) AND FSPK;
KDAI1 := C<REF(C,LEN1) AND FBPK;
DDUAN1 := C<=REF(C,LEN1) AND FSPK;
KDUAN1 := C>=REF(C,LEN1) AND FBPK;
//记录带鱼的次数
DDAICS := -1*COUNT(DDAI,0);//多带鱼次数
VADDAICS := COUNT(DDAI1,0);
//带鱼的方向
DDK : IF(BARSLAST(DDAI )<BARSLAST(KDAI), 1, -1);
VADDK : IF(BARSLAST(DDAI1 )<BARSLAST(KDAI1), 1, -1);
MDDK : IF(MACD>=REF(MACD, 1), 1, -1);
DDK2 : IF(DIFF>DEA, 1, -1);
LEN11 : BARSLAST(CROSSUP(DIFF,DEA) OR CROSSDOWN(DIFF,DEA));
VCS:=COUNT(MACDV, LEN11);
ACS:=COUNT(MACDA, LEN11);
BKXH : IF(DDK+VADDK+MDDK+DDK2>0, 1, -1);
BPXH : IF(DDK+VADDK+MDDK+DDK2=0, 1, -1);
SKXH : IF(DDK+VADDK+MDDK+DDK2<0, 1, -1);
BKXH=1, BPK(TC);
BKVOL>0 AND BPXH=1, SP(1);
SKXH=1, SPK(TC);
SKVOL>0 AND BPXH=1, BP(1);
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