java kdj macd_MACD和KDJ相结合-文华财经知识 －程序化交易（CXH99.COM）

文华技术人员：

模型参考：

#IMPORT [MIN,5,KDJ] AS VAR

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

DEA := EMA(DIFF,9);

MACD := 2*(DIFF-DEA);

K:=VAR.K;

J:=VAR.J;

S:=INTPART( MONEY*0.3/(C*MARGIN*UNIT+FEE) );

S1:=INTPART( MONEY*0.55/(C*MARGIN*UNIT+FEE) );

S2:=INTPART( MONEY/(C*MARGIN*UNIT+FEE) );

BB:MONEYTOT /INITMONEY ;

MACD>REF(MACD,1) && J>K &&BB>0.99 ,BK(S);

MACD0.99 ,SK(S);

MACD>REF(MACD,1) && J>K &&BB<0.99 &&BB>0.84 ,BK(S1);

MACD0.84 ,SK(S1);

MACD>REF(MACD,1) && J>K &&BB<0.84 ,BK(S2);

MACD

C>BKPRICE+4*MINPRICE,SP(BKVOL);

C

C

C>SKPRICE+5*MINPRICE,BP(SKVOL);

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