private void DoDayTradeMACD(List <KLine> KLineData)
{
if (!bDoTrading)
{
return;
}
if (g_bWaitingDeal != waitDealMode.notWaiting)
{
return;
}
KLine _KL = KLineData[KLineData.Count - 2];
double tdiff = (g_CurTime - _KL.datetime).TotalSeconds;
// 發現已經有新K棒剛剛成形
if ((tdiff < (THIRTY_MINUTE + 3)) && (tdiff >= THIRTY_MINUTE))
{
double _ema11 = EMA11.Value();
double _ema22 = EMA22.Value();
double _his = m_iMACD.HistRecords[m_iMACD.HistRecords.Count - 1];
bool bEmaPositive = _ema11 > _ema22;
bool bMACDPositive = _his > 0;
if (g_CurDeposit > 0)
{
// 出場，只要macd方向變就出
if (g_b1MinTradePositive != bMACDPositive)
{
doCleanInventory(_KL, cleanupMode.cleanupMode_KLEnd);
}
}
else
{
// 進場，macd方向跟均線皆同向
if (bMACDPositive == bEmaPositive)
{
doBuildInventory(_KL, bMACDPositive);
}
}
}
}
public void DoTrendFollowingTrade()
{
// 小時線要有方向才做
if (m_KLdata_1Hour.Count < 22)
{
return;
}
if (g_curDeposite > 0)
{
return;
}
KLine _curKL30min = m_KLdata_30Min[m_KLdata_30Min.Count - 1];
// 研判趨勢多空
bool b30minPositive = m_ema11_30Min.Value() > m_ema22_30Min.Value();
bool b30minMacdPositive = m_macd_30Min.HistRecords[m_macd_30Min.HistRecords.Count - 1] > 0;
bool b1hourPositive = m_ema11_1Hour.Value() > m_ema22_1Hour.Value();
bool bTrendFound = (b30minPositive == b30minMacdPositive) && (b30minMacdPositive == b1hourPositive);
// 如果30分K棒發生逆趨勢線生長，進場
bool bDoTrading = false;
if (bTrendFound)
{
double oneThrd = Math.Abs(m_ema11_30Min.Value() - m_ema22_30Min.Value()) / 3.0;
if (b30minPositive)
{
if (_curKL30min.close < m_ema11_30Min.Value() - oneThrd)
{
bDoTrading = true;
}
}
else
{
if (_curKL30min.close > m_ema11_30Min.Value() + oneThrd)
{
bDoTrading = true;
}
}
}
if (bDoTrading)
{
g_curDeposite++;
g_lastDealPrice = _curKL30min.close;
g_lastDealTime = _curKL30min.datetime;
g_bTradePositive = b30minPositive;
totalTradTimes++;
if (g_bTradePositive)
{
Console.WriteLine("建倉買進 時間：" + _curKL30min.datetime.ToString());
}
else
{
Console.WriteLine("建倉賣出 時間：" + _curKL30min.datetime.ToString());
}
}
}