我在格式化[[python 3]]中的MACD策略代码时遇到一些问题,当当前柱线>> 2并且MACD DIFF穿越零时会创建买入信号。我已经定义了指标,并试图在下面编写代码。任何帮助,不胜感激 指标定义:OHLC_DF= OHLC_DF.sort_index()
OHLC_DF['Ema_short'] = OHLC_DF['Close'].ewm(span=6,min_periods=0,adjust=False,ignore_na=False).mean()
OHLC_DF['Ema_long'] = OHLC_DF['Close'].ewm(span=23,min_periods=0,adjust=False,ignore_na=False).mean()
OHLC_DF['MY_MACD'] = OHLC_DF['Ema_short'] - OHLC_DF['Ema_long']
#MACD AVERAGE
OHLC_DF['MACD_AVG'] = OHLC_DF['MY_MACD'].ewm(span=9,min_periods=0,adjust=False,ignore_na=False).mean()
#MACDDiff = MyMACD - MACDAvg;
OHLC_DF['MACD_DIFF'] = OHLC_DF['MY_MACD'] - OHLC_DF['MACD_AVG']
进入交易规则英文交易规则和尝试的代码:
CB > 2 ##check used to avoid spurious cross confirmation at CB = 2 (at CB = 1,
MyMACD and MACDAvg will be the same) }
If CurrentBar > 2 and MACDDiff crosses over 0 then
Buy ( !( "Long" ) ) next bar at market; 100% portfolio
/////////////////////////////////////////////////////////////////////////
##Stop out Rules
IF position(long) and profit >$27:
Execute 0.025 Trailing_stop (for all positions)
Else Execute 0.048 Stop_loss
END
///////////////////////////////////////////////////////////////
我在格式化python 3中的MACD策略代码时遇到一些问题,当当前柱线>> 2并且MACD DIFF越过零时,该策略会创建买入信号。我已经定义了指标,并试图...