# Simple MACD > 來源：https://uqer.io/community/share/560a3007f9f06c597665ef61 MACD 公式算法: + 短期EMA： 短期（例如12日）的收盤價指數移動平均值（Exponential Moving Average） + 長期EMA： 長期（例如26日）的收盤價指數移動平均值（Exponential Moving Average） + DIF線：　（Difference）短期EMA和長期EMA的離差值 + DEA線：　（Difference Exponential Average）DIF線的M日指數平滑移動平均線 + MACD線：　DIF線與DEA線的差 策略實現： + DIF從下而上穿過DEA，買進； + 相反，如DIF從上往下穿過DEA，賣出。 ## 策略中使用`talib`計算MACD ```py import pandas as pd import numpy as np import talib start = '2012-01-01' end = '2015-09-28' benchmark = 'HS300' universe = set_universe('HS300') capital_base = 1000000 refresh_rate = 5 ## 使用talib計算MACD的參數 short_win = 12 # 短期EMA平滑天數 long_win = 26 # 長期EMA平滑天數 macd_win = 20 # DEA線平滑天數 stk_num = 20 # 持倉股票數量 longest_history = 100 def initialize(account): account.universe = universe def handle_data(account): all_close_prices = account.get_attribute_history('closePrice', longest_history) long_bucket = [] short_bucket = [] for stk in account.universe: prices = all_close_prices[stk] if prices is None: continue try: # talib計算MACD macd_tmp = talib.MACD(prices, fastperiod=short_win, slowperiod=long_win, signalperiod=macd_win) DIF = macd_tmp[0] DEA = macd_tmp[1] MACD = macd_tmp[2] except: continue # 判斷MACD走向 if MACD[-1] > 0 and MACD[-4] < 0: long_bucket.append(stk) elif MACD[-1] < 0 and MACD[-4] > 0: short_bucket.append(stk) hold = [] # 處理持倉中的股票 for stk in account.valid_secpos: # 在short_bucket中的，賣出 if stk in short_bucket: order_to(stk, 0) # 不在short_bucket中的，留著 else: hold.append(stk) buy_list = hold for stk in long_bucket: if stk not in hold: buy_list.append(stk) if len(buy_list) > 0: # 無論buy_list中有多少只股票，都將倉位分成stk_num份，每份買入一只股票 amount_per_stk = account.referencePortfolioValue/stk_num for stk in buy_list: amount = int(amount_per_stk/account.referencePrice[stk] / 100.0) * 100 order_to(stk, amount) ```