主题：1-X技术分析测试程序代码帖 -- 牛义缂

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家园
1-X技术分析测试程序代码帖
考虑了一下，程序代码还是公布给大家好。也没有什么大用处，懂程序的看着玩吧。
以后的代码都会贴在本帖下，不另开新帖了。
小牛也不保留什么版权，也不保证程序没有错误。使用者自担风险吧！
如果有人改进了代码，也可以贴在这儿给大家分享一下。
顺便感谢自荐测试程序的河友！
通宝推：工大流浪者,

本帖一共被 2 帖引用 (帖内工具实现)
- 1-3初级技术分析的验证-双均线vs单均线
- 看了有点晕，我来整理下。
- 复 1-X技术分析测试程序代码帖
  家园 【代码】KDJ（没有做J线）
  看到还有人对代码感兴趣，就把以前做的KDJ中的KD线的代码贴在这儿，其实是没什么用的。
  Option Compare Database
  Option Explicit
  '数组RD1()存储交易记录，如果程序提示下标越界，需要增加第二维的下标
  Public DP1 As Variant, RD1(2, 999) As Variant, U1 As Long, TIMES As Long, MA1() As Currency, MA2() As Currency, TRATE As Currency, CODE As String
  Sub INITIALIZE()
  Dim R1 As Variant, M1 As Long, M2 As Long, M3 As Long, B As Long, S As Long, ST As Date, ET As Date, TX As Currency, MX As Currency
  R1 = Array("DATE", "CLOSE", "OPEN", "HIGH", "LOW")
  'ST:测试区域的开始日期（注意您的机器上的日期格式）
  '注意:开始日期前面要留足计算均线的日期。例如，如果你要用到200日均线，开始日期前面要有至少200条数据。
  ST = #7/2/2005#
  'ET:测试区域的终止日期（注意您的机器上的日期格式）
  ET = #7/2/2010#
  'TX:总手续费（只作用于卖价）
  TX = 0.008
  'CODE:数据表名称
  CODE = "600649"
  Call READ1(R1)
  Debug.Print " RSV", "K", "D", "FROM", "TO", "手续费", "总收益", "交易次数"
  MX = 0
  B = 0
  S = 0
  'M3:RSV
  For M3 = 5 To 120 Step 5
  'M1:K线
  For M1 = 10 To 200 Step 10
  'M2:D线
  For M2 = 10 To 200 Step 10
  Call MACL(M1, M2, M3)
  Call DEAL(B, S, ST, ET, TX)
  '填True时显示所有结果，填False显示特定结果
  If False Then
  Debug.Print M3, M1, M2, ST, ET, TX * 100 & "%", TRATE, Int(TIMES / 2)
  Else
  'TRATE>MX:最后一行结果为总收益最大值
  'TRATE>5:显示所有总收益大于5的结果
  If TRATE > MX Then
  Debug.Print M3, M1, M2, ST, ET, TX * 100 & "%", TRATE, Int(TIMES / 2)
  MX = TRATE
  End If
  End If
  Next
  'If M1 = 1 Then M1 = 0
  Next
  Next
  '填True时显示循环中最后一对双均线的交易记录，填False不显示
  If False Then
  Debug.Print "日期", "正买负卖", "每次收益"
  For B = 0 To TIMES - 1
  For S = 0 To 2
  Debug.Print RD1(S, B),
  Next
  Debug.Print
  Next
  End If
  End Sub
  Sub READ1(R1 As Variant)
  Dim CN1 As ADODB.Connection, RST1 As ADODB.Recordset, SPath As String
  SPath = Application.VBE.ActiveVBProject.FileName
  Set CN1 = New ADODB.Connection
  Set RST1 = New ADODB.Recordset
  CN1.CursorLocation = adUseClient
  CN1.Open "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" & SPath & ";"
  
  RST1.Open "SELECT * FROM " & CODE & " ORDER BY DATE;", CN1, adOpenForwardOnly, adLockReadOnly, adCmdText
  RST1.MoveFirst
  DP1 = RST1.GetRows(, , R1)
  U1 = UBound(DP1, 2)
  RST1.Close
  CN1.Close
  Set RST1 = Nothing
  Set CN1 = Nothing
  End Sub
  Sub MACL(M1 As Long, M2 As Long, M3 As Long)
  Dim I As Long, T As Long, TMP1 As Long, LW As Currency, HT As Currency
  ReDim MA2(U1)
  'TEMP RSV-MA2()
  For T = 0 To M3 - 1
  HT = DP1(3, T)
  LW = DP1(4, T)
  For I = T To 0 Step -1
  If DP1(3, I) > HT Then HT = DP1(3, I)
  If DP1(4, I) < LW Then LW = DP1(4, I)
  Next
  MA2(T) = (DP1(1, T) - LW) / (HT - LW) * 100
  Next
  For T = M3 To U1
  If DP1(3, T) > HT Then
  HT = DP1(3, T)
  Else
  If DP1(3, T - M3) = HT Then
  HT = 0
  For I = T To T - M3 + 1 Step -1
  If DP1(3, I) > HT Then HT = DP1(3, I)
  Next
  End If
  End If
  If DP1(4, T) < LW Then
  LW = DP1(4, T)
  Else
  If DP1(4, T - M3) = LW Then
  LW = 99999
  For I = T To T - M3 + 1 Step -1
  If DP1(4, I) < LW Then LW = DP1(4, I)
  Next
  End If
  End If
  MA2(T) = (DP1(1, T) - LW) / (HT - LW) * 100
  Next
  ReDim MA1(U1)
  'K-MA1()
  MA1(0) = 50
  For I = 1 To U1
  MA1(I) = MA1(I - 1) * (M1 - 1) / M1 + MA2(I) / M1
  Next
  'D-MA2()
  MA2(0) = 50
  For I = 1 To U1
  MA2(I) = MA2(I - 1) * (M2 - 1) / M2 + MA1(I) / M2
  Next
  End Sub
  Sub DEAL(DBUY As Long, DSELL As Long, DT1 As Date, DT2 As Date, TAX As Currency)
  Dim I As Long, J As Long, D1 As Long, D2 As Long, DBOK As Boolean, DSOK As Boolean, BGT As Boolean
  If DT1 > DT2 Then
  MsgBox "日期错误!"
  Exit Sub
  End If
  BGT = False
  TIMES = 0
  TRATE = 1
  D1 = D2N(DT1, "S")
  D2 = D2N(DT2, "E")
  For I = D1 To D2 - 1
  If MA1(I - 1) <= MA2(I - 1) And MA1(I) > MA2(I) Then
  If Not BGT Then
  RD1(0, TIMES) = DP1(0, I + 1)
  RD1(1, TIMES) = DP1(2, I + 1)
  TIMES = TIMES + 1
  BGT = True
  Else
  'Stop
  End If
  Else
  If (MA1(I - 1) >= MA2(I - 1) And MA1(I) < MA2(I)) Then
  If BGT Then
  RD1(0, TIMES) = DP1(0, I + 1)
  RD1(1, TIMES) = -DP1(2, I + 1)
  RD1(2, TIMES) = DP1(2, I + 1) / RD1(1, TIMES - 1) * (1 - TAX)
  TRATE = TRATE * RD1(2, TIMES)
  TIMES = TIMES + 1
  BGT = False
  Else
  'Stop
  End If
  End If
  End If
  Next
  End Sub
  Function D2N(DT As Date, DR As String) As Long
  Dim J As Long, K As Long, M As Long
  J = 0
  K = U1
  M = Int((K - J) / 2) + J
  Do
  Select Case DT
  Case DP1(0, M)
  D2N = M
  Exit Function
  Case Is < DP1(0, M)
  K = M
  M = Int((K - J) / 2) + J
  Case Else
  J = M
  M = Int((K - J) / 2) + J
  End Select
  Loop Until K - J = 1
  If DR = "S" Then
  If DT > DP1(0, J) Then
  D2N = K
  Else
  D2N = J
  End If
  Else
  If DT < DP1(0, K) Then
  D2N = J
  Else
  D2N = K
  End If
  End If
  End Function
- 复 1-X技术分析测试程序代码帖
  家园 非常感谢！等周末看看如何转为Excel，
  因为我没有用过Access。
- 复 1-X技术分析测试程序代码帖
  家园
  【代码】MACD的有效改进
  由于EMA的最优值测试结果比MA（SMA）差很多，小牛开始怀疑EMA均线的优点。于是就试着把MACD作一下改动，把其中的EMA均线全部换成MA均线。
  我们把这种新方法叫做MACD'，那么它的公式就变成了：
  MACD'三个参数：A,B,C
  MACD'中的DIF' = 收盘价的MA(A) - 收盘价的MA(B)
  MACD'中的DEA' = DIF'的MA(C)
  MACD'中的柱线MACD' = (DIF' - DEA') x 2
  结果MACD'的最优值测试结果和MACD相比出人意料的好，谁能解释啊？
  ------------------------
  MACD'-DIF'/DEA'交叉方法描述：
  1.买入策略：MACD'的DIF'线金叉DEA'线时，第二天开盘买入。
  2.卖出策略：MACD'的DIF'线死叉DEA'线时，第二天开盘卖出。
  ------------------------
  注：
  1.通达信类软件中，可以通过修改/创建公式来显示MACD'。
  2.通达信类软件中，需要缩小K线图至显示全部历史数据，然后再放大到观察点，软件才能正确计算MACD'。
  ------------------------
  表结构
  字段名类型备注
  DATE 日期
  OPEN 货币开盘价
  HIGH 货币最高价
  LOW 货币最低价
  CLOSE 货币收盘价
  VOL 长整型成交量
  ----------------------------------------
  'VBA模块1（要设置的参数都在INITIALIZE()子程序中注释出来了）
  Option Compare Database
  Option Explicit
  '数组RD1()存储交易记录，如果程序提示下标越界，需要增加第二维的下标
  Public DP1 As Variant, RD1(2, 499) As Variant, U1 As Long, TIMES As Long, MA1() As Currency, MA2() As Currency, TRATE As Currency, CODE As String
  Sub INITIALIZE()
  Dim R1 As Variant, M1 As Long, M2 As Long, M3 As Long, B As Long, S As Long, ST As Date, ET As Date, TX As Currency, MX As Currency
  R1 = Array("DATE", "CLOSE", "OPEN")
  'ST:测试区域的开始日期（注意您的机器上的日期格式）
  '注意:开始日期前面要留足计算均线的日期。例如，如果你要用到200日均线，开始日期前面要有至少200条数据。
  ST = #12/2/1997#
  'ET:测试区域的终止日期（注意您的机器上的日期格式）
  ET = #7/2/2010#
  'TX:总手续费（只作用于卖价）
  TX = 0.008
  'CODE:数据表名称
  CODE = "999999"
  Call READ1(R1)
  Debug.Print " MA1", "MA2", "MA3", "FROM", "TO", "手续费", "总收益", "交易次数"
  MX = 0
  B = 0
  S = 0
  'M3:DEA'均线值
  For M3 = 5 To 300 Step 5
  'M1:快MA均线值
  For M1 = 5 To 150 Step 5
  'M2:慢MA均线值
  For M2 = M1 + 15 To 300 Step 5
  Call MACL(M1, M2, M3)
  Call DEAL(B, S, ST, ET, TX)
  '填True时显示所有结果，填False显示特定结果
  If False Then
  Debug.Print M1, M2, M3, ST, ET, TX * 100 & "%", TRATE, Int(TIMES / 2)
  Else
  'TRATE>MX:最后一行结果为总收益最大值
  'TRATE>5:显示所有总收益大于5的结果
  If TRATE > MX Then
  Debug.Print M1, M2, M3, ST, ET, TX * 100 & "%", TRATE, Int(TIMES / 2)
  MX = TRATE
  End If
  End If
  Next
  Next
  Next
  '填True时显示循环中最后一对双均线的交易记录，填False不显示
  If False Then
  Debug.Print "日期", "正买负卖", "每次收益"
  For B = 0 To TIMES - 1
  For S = 0 To 2
  Debug.Print RD1(S, B),
  Next
  Debug.Print
  Next
  End If
  End Sub
  Sub READ1(R1 As Variant)
  Dim CN1 As ADODB.Connection, RST1 As ADODB.Recordset, SPath As String
  SPath = Application.VBE.ActiveVBProject.FileName
  Set CN1 = New ADODB.Connection
  Set RST1 = New ADODB.Recordset
  CN1.CursorLocation = adUseClient
  CN1.Open "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" & SPath & ";"
  
  RST1.Open "SELECT * FROM " & CODE & " ORDER BY DATE;", CN1, adOpenForwardOnly, adLockReadOnly, adCmdText
  RST1.MoveFirst
  DP1 = RST1.GetRows(, , R1)
  U1 = UBound(DP1, 2)
  RST1.Close
  CN1.Close
  Set RST1 = Nothing
  Set CN1 = Nothing
  End Sub
  Sub MACL(M1 As Long, M2 As Long, M3 As Long)
  Dim I As Long, T As Long, TMP1 As Currency
  ReDim MA1(U1)
  ReDim MA2(U1)
  'TEMP MA1()
  TMP1 = 0
  For I = 0 To M1 - 2
  TMP1 = TMP1 + DP1(1, I)
  MA1(I) = 0
  Next
  TMP1 = TMP1 + DP1(1, M1 - 1)
  MA1(M1 - 1) = TMP1 / M1
  For I = M1 To U1
  TMP1 = TMP1 + DP1(1, I) - DP1(1, I - M1)
  MA1(I) = TMP1 / M1
  Next
  'DIFF-MA1()
  TMP1 = 0
  For I = 0 To M2 - 2
  TMP1 = TMP1 + DP1(1, I)
  MA2(I) = 0
  MA1(I) = MA1(I) - MA2(I)
  Next
  TMP1 = TMP1 + DP1(1, M2 - 1)
  MA2(M2 - 1) = TMP1 / M2
  MA1(M2 - 1) = MA1(M2 - 1) - MA2(M2 - 1)
  For I = M2 To U1
  TMP1 = TMP1 + DP1(1, I) - DP1(1, I - M2)
  MA2(I) = TMP1 / M2
  MA1(I) = MA1(I) - MA2(I)
  Next
  'DEA-MA2()
  TMP1 = 0
  For I = 0 To M3 - 2
  TMP1 = TMP1 + MA1(I)
  MA2(I) = 0
  Next
  TMP1 = TMP1 + MA1(M3 - 1)
  MA2(M3 - 1) = TMP1 / M3
  For I = M3 To U1
  TMP1 = TMP1 + MA1(I) - MA1(I - M3)
  MA2(I) = TMP1 / M3
  Next
  End Sub
  Sub DEAL(DBUY As Long, DSELL As Long, DT1 As Date, DT2 As Date, TAX As Currency)
  Dim I As Long, J As Long, D1 As Long, D2 As Long, DBOK As Boolean, DSOK As Boolean, BGT As Boolean
  If DT1 > DT2 Then
  MsgBox "日期错误!"
  Exit Sub
  End If
  BGT = False
  TIMES = 0
  TRATE = 1
  D1 = D2N(DT1, "S")
  D2 = D2N(DT2, "E")
  For I = D1 To D2 - 1
  If MA1(I - 1) <= MA2(I - 1) And MA1(I) > MA2(I) Then
  If Not BGT Then
  RD1(0, TIMES) = DP1(0, I + 1)
  RD1(1, TIMES) = DP1(2, I + 1)
  TIMES = TIMES + 1
  BGT = True
  Else
  'Stop
  End If
  Else
  If (MA1(I - 1) >= MA2(I - 1) And MA1(I) < MA2(I)) Then
  If BGT Then
  RD1(0, TIMES) = DP1(0, I + 1)
  RD1(1, TIMES) = -DP1(2, I + 1)
  RD1(2, TIMES) = DP1(2, I + 1) / RD1(1, TIMES - 1) * (1 - TAX)
  TRATE = TRATE * RD1(2, TIMES)
  TIMES = TIMES + 1
  BGT = False
  Else
  'Stop
  End If
  End If
  End If
  Next
  End Sub
  Function D2N(DT As Date, DR As String) As Long
  Dim J As Long, K As Long, M As Long
  J = 0
  K = U1
  M = Int((K - J) / 2) + J
  Do
  Select Case DT
  Case DP1(0, M)
  D2N = M
  Exit Function
  Case Is < DP1(0, M)
  K = M
  M = Int((K - J) / 2) + J
  Case Else
  J = M
  M = Int((K - J) / 2) + J
  End Select
  Loop Until K - J = 1
  If DR = "S" Then
  If DT > DP1(0, J) Then
  D2N = K
  Else
  D2N = J
  End If
  Else
  If DT < DP1(0, K) Then
  D2N = J
  Else
  D2N = K
  End If
  End If
  End Function
  
  本帖一共被 1 帖引用 (帖内工具实现)
  - 1-6初级技术分析的验证-MACD的有效改进
- 复 1-X技术分析测试程序代码帖
  家园
  【代码】MACD
  MACD-DIF/DEA交叉方法描述：
  1.买入策略：MACD的DIF线金叉DEA线时，第二天开盘买入。
  2.卖出策略：MACD的DIF线死叉DEA线时，第二天开盘卖出。
  ------------------------
  注：
  1.通达信类软件中，需要缩小K线图至显示全部历史数据，然后再放大到观察点，软件才能正确计算MACD。
  2.通达信类软件中，MACD的三个参数的默认设置最大值只有200。可以通过修改公式来设置更大的值。
  ------------------------
  表结构
  字段名类型备注
  DATE 日期
  OPEN 货币开盘价
  HIGH 货币最高价
  LOW 货币最低价
  CLOSE 货币收盘价
  VOL 长整型成交量
  ----------------------------------------
  'VBA模块1（要设置的参数都在INITIALIZE()子程序中注释出来了）
  Option Compare Database
  Option Explicit
  '数组RD1()存储交易记录，如果程序提示下标越界，需要增加第二维的下标
  Public DP1 As Variant, RD1(2, 499) As Variant, U1 As Long, TIMES As Long, MA1() As Currency, MA2() As Currency, TRATE As Currency, CODE As String
  Sub INITIALIZE()
  Dim R1 As Variant, M1 As Long, M2 As Long, M3 As Long, B As Long, S As Long, ST As Date, ET As Date, TX As Currency, MX As Currency
  R1 = Array("DATE", "CLOSE", "OPEN")
  'ST:测试区域的开始日期（注意您的机器上的日期格式）
  '注意:开始日期前面要留足计算均线的日期。例如，如果你要用到200日均线，开始日期前面要有至少200条数据。
  ST = #12/2/1997#
  'ET:测试区域的终止日期（注意您的机器上的日期格式）
  ET = #7/2/2010#
  'TX:总手续费（只作用于卖价）
  TX = 0.008
  'CODE:数据表名称
  CODE = "999999"
  Call READ1(R1)
  Debug.Print " MA1", "MA2", "MA3", "FROM", "TO", "手续费", "总收益", "交易次数"
  MX = 0
  B = 0
  S = 0
  'M3:DEA均线值
  For M3 = 5 To 300 Step 5
  'M1:快EMA均线值
  For M1 = 5 To 150 Step 5
  'M2:慢EMA均线值
  For M2 = M1 + 15 To 300 Step 5
  Call MACL(M1, M2, M3)
  Call DEAL(B, S, ST, ET, TX)
  '填True时显示所有结果，填False显示特定结果
  If False Then
  Debug.Print M1, M2, M3, ST, ET, TX * 100 & "%", TRATE, Int(TIMES / 2)
  Else
  'TRATE>MX:最后一行结果为总收益最大值
  'TRATE>5:显示所有总收益大于5的结果
  If TRATE > MX Then
  Debug.Print M1, M2, M3, ST, ET, TX * 100 & "%", TRATE, Int(TIMES / 2)
  MX = TRATE
  End If
  End If
  Next
  Next
  Next
  '填True时显示循环中最后一对双均线的交易记录，填False不显示
  If False Then
  Debug.Print "日期", "正买负卖", "每次收益"
  For B = 0 To TIMES - 1
  For S = 0 To 2
  Debug.Print RD1(S, B),
  Next
  Debug.Print
  Next
  End If
  Debug.Print "运行完成!"
  End Sub
  Sub READ1(R1 As Variant)
  Dim CN1 As ADODB.Connection, RST1 As ADODB.Recordset, SPath As String
  SPath = Application.VBE.ActiveVBProject.FileName
  Set CN1 = New ADODB.Connection
  Set RST1 = New ADODB.Recordset
  CN1.CursorLocation = adUseClient
  CN1.Open "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" & SPath & ";"
  
  RST1.Open "SELECT * FROM " & CODE & " ORDER BY DATE;", CN1, adOpenForwardOnly, adLockReadOnly, adCmdText
  RST1.MoveFirst
  DP1 = RST1.GetRows(, , R1)
  U1 = UBound(DP1, 2)
  RST1.Close
  CN1.Close
  Set RST1 = Nothing
  Set CN1 = Nothing
  End Sub
  Sub MACL(M1 As Long, M2 As Long, M3 As Long)
  Dim I As Long, T As Long, TMP1 As Currency
  ReDim MA1(U1)
  'TEMP EMA1-MA1()
  MA1(0) = DP1(1, 0)
  For I = 1 To U1
  MA1(I) = MA1(I - 1) * (M1 - 1) / (M1 + 1) + DP1(1, I) * 2 / (M1 + 1)
  Next
  ReDim MA2(U1)
  'TEMP EMA2-MA2()
  MA2(0) = DP1(1, 0)
  'DIFF-MA1()
  MA1(0) = MA1(0) - MA2(0)
  For I = 1 To U1
  MA2(I) = MA2(I - 1) * (M2 - 1) / (M2 + 1) + DP1(1, I) * 2 / (M2 + 1)
  MA1(I) = MA1(I) - MA2(I)
  Next
  'DEA-MA2()
  MA2(0) = MA1(0)
  For I = 1 To U1
  MA2(I) = MA2(I - 1) * (M3 - 1) / (M3 + 1) + MA1(I) * 2 / (M3 + 1)
  Next
  End Sub
  Sub DEAL(DBUY As Long, DSELL As Long, DT1 As Date, DT2 As Date, TAX As Currency)
  Dim I As Long, J As Long, D1 As Long, D2 As Long, DBOK As Boolean, DSOK As Boolean, BGT As Boolean
  If DT1 > DT2 Then
  MsgBox "日期错误!"
  Exit Sub
  End If
  BGT = False
  TIMES = 0
  TRATE = 1
  D1 = D2N(DT1, "S")
  D2 = D2N(DT2, "E")
  For I = D1 To D2 - 1
  If MA1(I - 1) <= MA2(I - 1) And MA1(I) > MA2(I) Then
  If Not BGT Then
  RD1(0, TIMES) = DP1(0, I + 1)
  RD1(1, TIMES) = DP1(2, I + 1)
  TIMES = TIMES + 1
  BGT = True
  Else
  'Stop
  End If
  Else
  If (MA1(I - 1) >= MA2(I - 1) And MA1(I) < MA2(I)) Then
  If BGT Then
  RD1(0, TIMES) = DP1(0, I + 1)
  RD1(1, TIMES) = -DP1(2, I + 1)
  RD1(2, TIMES) = DP1(2, I + 1) / RD1(1, TIMES - 1) * (1 - TAX)
  TRATE = TRATE * RD1(2, TIMES)
  TIMES = TIMES + 1
  BGT = False
  Else
  'Stop
  End If
  End If
  End If
  Next
  End Sub
  Function D2N(DT As Date, DR As String) As Long
  Dim J As Long, K As Long, M As Long
  J = 0
  K = U1
  M = Int((K - J) / 2) + J
  Do
  Select Case DT
  Case DP1(0, M)
  D2N = M
  Exit Function
  Case Is < DP1(0, M)
  K = M
  M = Int((K - J) / 2) + J
  Case Else
  J = M
  M = Int((K - J) / 2) + J
  End Select
  Loop Until K - J = 1
  If DR = "S" Then
  If DT > DP1(0, J) Then
  D2N = K
  Else
  D2N = J
  End If
  Else
  If DT < DP1(0, K) Then
  D2N = J
  Else
  D2N = K
  End If
  End If
  End Function
  
  本帖一共被 1 帖引用 (帖内工具实现)
  - 1-5初级技术分析的验证-MACD vs 均线
- 复 1-X技术分析测试程序代码帖
  家园
  【代码】EMA（EXPMA）双均线交叉方法
  以前谈的均线，都是最简单的一种均线，叫做简单平滑移动平均线（SMA）。对简单平均线的改进方法有多种，影响最大的一种是EXPMA（简称EMA），就是指数平滑移动平均线。这种方法对近期价格加高权重，远期价格加低权重，以更多的反映近期的趋势变化。
  注：在通达信类软件中（其它软件没用过），你需要缩小K线图至全部显示，然后再放大到要考察的日期，软件才能正确计算EMA均线。另外，通达信类软件中EMA参数最大只能设置到250日。
  ---------------------------------------
  双EMA均线交叉方法描述：
  1.买入策略：当小均线向上交叉大均线时（金叉），第二天开盘买入。
  2.卖出策略：当小均线向下交叉大均线时（死叉），第二天开盘卖出。
  ----------------------------------
  表结构
  字段名类型备注
  DATE 日期
  OPEN 货币开盘价
  HIGH 货币最高价
  LOW 货币最低价
  CLOSE 货币收盘价
  VOL 长整型成交量
  ----------------------------------------
  'VBA模块1（要设置的参数都在INITIALIZE()子程序中注释出来了）
  Option Compare Database
  Option Explicit
  '数组RD1()存储交易记录，如果程序提示下标越界，需要增加第二维的下标
  Public DP1 As Variant, RD1(2, 499) As Variant, U1 As Long, TIMES As Long, MA1() As Currency, MA2() As Currency, TRATE As Currency, CODE As String
  Sub INITIALIZE()
  Dim R1 As Variant, M1 As Long, M2 As Long, B As Long, S As Long, ST As Date, ET As Date, TX As Currency, MX As Currency
  R1 = Array("DATE", "CLOSE", "OPEN")
  'ST:测试区域的开始日期（注意您的机器上的日期格式）
  '注意:开始日期前面要留足计算均线的日期。例如，如果你要用到200日均线，开始日期前面要有至少200条数据。
  ST = #12/2/1997#
  'ET:测试区域的终止日期（注意您的机器上的日期格式）
  ET = #7/2/2010#
  'TX:总手续费（只作用于卖价）
  TX = 0.008
  'CODE:数据表名称
  CODE = "999999"
  Call READ1(R1)
  Debug.Print " MA1", "MA2", "FROM", "TO", "手续费", "总收益", "交易次数"
  MX = 0
  B = 0
  S = 0
  'M1:小均线值
  For M1 = 5 To 125 Step 5
  'M2:大均线值
  For M2 = M1 + 5 To 250 Step 5
  Call MACL(M1, M2)
  Call DEAL(B, S, ST, ET, TX)
  '填True时显示所有结果，填False显示特定结果
  If False Then
  Debug.Print M1, M2, ST, ET, TX * 100 & "%", TRATE, Int(TIMES / 2)
  Else
  'TRATE>MX:最后一行结果为总收益最大值
  'TRATE>5:显示所有总收益大于5的结果
  If TRATE > MX Then
  Debug.Print M1, M2, ST, ET, TX * 100 & "%", TRATE, Int(TIMES / 2)
  MX = TRATE
  End If
  End If
  Next
  Next
  '填True时显示循环中最后一对双均线的交易记录，填False不显示
  If False Then
  Debug.Print "日期", "正买负卖", "每次收益"
  For B = 0 To TIMES - 1
  For S = 0 To 2
  Debug.Print RD1(S, B),
  Next
  Debug.Print
  Next
  End If
  End Sub
  Sub READ1(R1 As Variant)
  Dim CN1 As ADODB.Connection, RST1 As ADODB.Recordset, SPath As String
  SPath = Application.VBE.ActiveVBProject.FileName
  Set CN1 = New ADODB.Connection
  Set RST1 = New ADODB.Recordset
  CN1.CursorLocation = adUseClient
  CN1.Open "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" & SPath & ";"
  
  RST1.Open "SELECT * FROM " & CODE & " ORDER BY DATE;", CN1, adOpenForwardOnly, adLockReadOnly, adCmdText
  RST1.MoveFirst
  DP1 = RST1.GetRows(, , R1)
  U1 = UBound(DP1, 2)
  RST1.Close
  CN1.Close
  Set RST1 = Nothing
  Set CN1 = Nothing
  End Sub
  Sub MACL(M1 As Long, M2 As Long)
  Dim I As Long, T As Long, TMP1 As Currency
  ReDim MA1(U1)
  MA1(0) = DP1(1, 0)
  For I = 1 To U1
  MA1(I) = MA1(I - 1) * (M1 - 1) / (M1 + 1) + DP1(1, I) * 2 / (M1 + 1)
  Next
  ReDim MA2(U1)
  MA2(0) = DP1(1, 0)
  For I = 1 To U1
  MA2(I) = MA2(I - 1) * (M2 - 1) / (M2 + 1) + DP1(1, I) * 2 / (M2 + 1)
  Next
  End Sub
  Sub DEAL(DBUY As Long, DSELL As Long, DT1 As Date, DT2 As Date, TAX As Currency)
  Dim I As Long, J As Long, D1 As Long, D2 As Long, DBOK As Boolean, DSOK As Boolean, BGT As Boolean
  If DT1 > DT2 Then
  MsgBox "日期错误!"
  Exit Sub
  End If
  BGT = False
  TIMES = 0
  TRATE = 1
  D1 = D2N(DT1, "S")
  D2 = D2N(DT2, "E")
  For I = D1 To D2 - 1
  If MA1(I - 1) <= MA2(I - 1) And MA1(I) > MA2(I) Then
  If Not BGT Then
  RD1(0, TIMES) = DP1(0, I + 1)
  RD1(1, TIMES) = DP1(2, I + 1)
  TIMES = TIMES + 1
  BGT = True
  Else
  'Stop
  End If
  Else
  If (MA1(I - 1) >= MA2(I - 1) And MA1(I) < MA2(I)) Then
  If BGT Then
  RD1(0, TIMES) = DP1(0, I + 1)
  RD1(1, TIMES) = -DP1(2, I + 1)
  RD1(2, TIMES) = DP1(2, I + 1) / RD1(1, TIMES - 1) * (1 - TAX)
  TRATE = TRATE * RD1(2, TIMES)
  TIMES = TIMES + 1
  BGT = False
  Else
  'Stop
  End If
  End If
  End If
  Next
  End Sub
  Function D2N(DT As Date, DR As String) As Long
  Dim J As Long, K As Long, M As Long
  J = 0
  K = U1
  M = Int((K - J) / 2) + J
  Do
  Select Case DT
  Case DP1(0, M)
  D2N = M
  Exit Function
  Case Is < DP1(0, M)
  K = M
  M = Int((K - J) / 2) + J
  Case Else
  J = M
  M = Int((K - J) / 2) + J
  End Select
  Loop Until K - J = 1
  If DR = "S" Then
  If DT > DP1(0, J) Then
  D2N = K
  Else
  D2N = J
  End If
  Else
  If DT < DP1(0, K) Then
  D2N = J
  Else
  D2N = K
  End If
  End If
  End Function
  
  本帖一共被 1 帖引用 (帖内工具实现)
  - 1-4初级技术分析的验证-均线的本质和改进
  - 复【代码】EMA（EXPMA）双均线交叉方法
    家园 ema，ma可以简单用
    可以这么简单来判断，假设ma破掉 ema买没破，那么还会有走好。
    如果2个都破基本就挂了。
    实际短期均线干长期线的时候， ma比ema更早破掉，这样信号失误较多，所以可以拿ema辨识，以免被诱惑。
    - 复 ema，ma可以简单用
      家园 多谢提示，小牛有空测试一下你说的两者并用的方法
      不过小牛还是无法想明白，为什么单测EMA比MA差
      - 复多谢提示，小牛有空测试一下你说的两者并用的方法
        家园解释
        MA算法和EMA算法你知道的
        MA累加后无法对近期平滑，因此最终影响线的是远期数据
        EMA对近期数据权重增加，使得更为平滑，但是也有点慢。
        这2个具体类似KDJ与KD的区别。
        所以当MA 5日叉10日可能 EMA还没反应，于是如果作为下跌判断是否逃逸，就可以参考EMA，假设EMA最终5日没破10日，则MA发出信号为假。
        如果连EMA都破位虽然不敢说那不是诱空洗盘，但是起码要在恢复上涨不是几日就行，可能需要相对较长时间。因此有这2个比较后你可以思考自己的进退。
- 复 1-X技术分析测试程序代码帖
  家园 数据是从哪儿来的呢？
  我原来也写过分析程序，不过自己录入数据太痛苦了，就作罢了
  - 复数据是从哪儿来的呢？
    家园 【数据下载】有现成的数据，从股票软件中下载就行，方法：
    1.比如去招商证券网站（其它证券也可以）下载全能版安装（免费的）
    2.从“独立行情”进入（无需登录），然后随便打开哪个股票
    3.使用日线的前复权视图，前复权好像快捷键是CTRL+V
    4.缩小K线（按下箭头）以显示全部数据
    5.“系统”菜单->“数据导出”->EXCEL格式
    6.再把导出的EXCEL文件导入到ACCESS中
    - 复【数据下载】有现成的数据，从股票软件中下载就行，方法：
      家园 咋不直接用VBA+Excel处理数据呢
      处理起来应该差不多吧，为啥把数据导入到ACEESS中？
      - 复咋不直接用VBA+Excel处理数据呢
        家园 EXCEL+VBA也可以，但ACCESS的数据处理功能
        比EXCEL强，又考虑到随时会用到JET，所以。。。
        复 EXCEL+VBA也可以，但ACCESS的数据处理功能
        家园 弱弱的问一句：JET是what?
        复弱弱的问一句：JET是what?
        家园 见下面的链接
        http://www.accessoft.com/article-show.asp?id=1655

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