# MACD平滑異同移動平均線方法 > 來源：https://uqer.io/community/share/55a4e581f9f06c6dd0e17efa 策略思路： MACD（Moving Average Convergence and Divergence)是Geral Appel 于1979年提出的，利用收盤價的短期（常用為12日）指數移動平均線與長期（常用為26日）指數移動平均線之間的聚合與分離狀況，對買進、賣出時機作出研判的技術指標。 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 參數：SHORT(短期)、LONG(長期)、M天數，一般為12、26、9。指數加權平滑系數為： + 短期EMA平滑系數： 2/(SHORT+1) + 長期EMA平滑系數： 2/(LONG+1) + DEA線平滑系數： 2/(M+1) 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。 ```py import pandas as pd start = datetime(2013, 1, 1) end = datetime(2015, 7, 13) benchmark = 'HS300' #universe = ['601398.XSHG', '600028.XSHG', '601988.XSHG', '600036.XSHG', '600030.XSHG', #'601318.XSHG', '600000.XSHG', '600019.XSHG', '600519.XSHG', '601166.XSHG'] universe = set_universe('SH50') capital_base = 200000 refresh_rate = 1 window = 1 initMACD = -10000.0 histMACD = pd.DataFrame(initMACD, index = universe, columns = ['preShortEMA', 'preLongEMA', 'preDIF', 'preDEA']) shortWin = 26 # 短期EMA平滑天數 longWin = 52 # 長期EMA平滑天數 macdWin = 15 # DEA線平滑天數 longest_history = window def initialize(account): account.amount = 10000 account.universe = universe account.days = 0 def handle_data(account): account.days = account.days+1 for stk in account.universe: all_close_prices = account.get_attribute_history('closePrice', 1) prices = all_close_prices[stk] if prices is None: continue preShortEMA = histMACD.at[stk, 'preShortEMA'] preLongEMA = histMACD.at[stk, 'preLongEMA'] preDIF = histMACD.at[stk, 'preDIF'] preDEA = histMACD.at[stk, 'preDEA'] if preShortEMA == initMACD or preLongEMA == initMACD: histMACD.at[stk, 'preShortEMA'] = prices[-1] histMACD.at[stk, 'preLongEMA'] = prices[-1] histMACD.at[stk, 'preDIF'] = 0 histMACD.at[stk, 'preDEA'] = 0 return shortEMA = preShortEMA*1.0*(shortWin-1)/(shortWin+1) + prices[-1]*2.0/(shortWin+1) longEMA = preLongEMA*1.0*(longWin-1)/(longWin+1) + prices[-1]*2.0/(longWin+1) DIF = shortEMA - longEMA DEA = preDEA*1.0*(macdWin-1)/(macdWin+1) + DIF*2.0/(macdWin+1) histMACD.at[stk, 'preShortEMA'] = shortEMA histMACD.at[stk, 'preLongEMA'] = longEMA histMACD.at[stk, 'preDIF'] = DIF histMACD.at[stk, 'preDEA'] = DEA if account.days > longWin and account.days%1 == 0: #if DIF > 0 and DEA > 0 and preDIF > preDEA and DIF < DEA: if preDIF > preDEA and DIF < DEA: order_to(stk, 0) #if DIF < 0 and DEA < 0 and preDIF < preDEA and DIF > DEA: if preDIF < preDEA and DIF > DEA: amount = account.amount/prices[-1] order_to(stk, amount) ```