日内回测 macd&&macd<a1

LOTS:=10000000*0.4/(C*MARGIN*UNIT+FEE);

//MACD

DIFF : EMA(CLOSE,12) - EMA(CLOSE,26);

DEA : EMA(DIFF,9);

2*(DIFF-DEA),COLORSTICK;

MACD:2*(DIFF-DEA),COLORSTICK;

LC:=REF(C,1);

TR :MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));

ATR : MA(TR,14);

CROSSUP(DIFF,DEA) AND MACD<A1,BK(LOTS);

CROSSDOWN(DIFF,DEA) ANDMACD<A1,SK(LOTS);

BKVOL>0 ANDCROSSDOWN(DIFF,DEA),SP(BKVOL);

SKVOL>0 AND CROSSUP(DIFF,DEA),BP(SKVOL);

C<=LC-A2*ATR,SP(BKVOL);

C>=LC+A2*ATR,BP(SKVOL);

C<=BKPRICE-A3*MINPRICE,SP(BKVOL);

C>=SKPRICE+A3*MINPRICE,BP(SKVOL);