# MACD平滑异同移动平均线方法 > 来源：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，利用收盘价的短期（常用为12日）指数移动平均线与长期（常用为26日）指数移动平均线之间的聚合与分离状况，对买进、卖出时机作出研判的技术指标。 公式算法: + 短期EMA： 短期（例如12日）的收盘价指数移动平均值（Exponential Moving Average） + 长期EMA： 长期（例如26日）的收盘价指数移动平均值（Exponential Moving Average） + DIF线：　（Difference）短期EMA和长期EMA的离差值 + DEA线：　（Difference Exponential Average）DIF线的M日指数平滑移动平均线 + MACD线：　DIF线与DEA线的差 参数：SHORT(短期)、LONG(长期)、M天数，一般为12、26、9。指数加权平滑系数为： + 短期EMA平滑系数： 2/(SHORT+1) + 长期EMA平滑系数： 2/(LONG+1) + DEA线平滑系数： 2/(M+1) 策略实现： + DIF从下而上穿过DEA，买进； + 相反，如DIF从上往下穿过DEA，卖出。 ```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平滑天数 longWin = 52 # 长期EMA平滑天数 macdWin = 15 # DEA线平滑天数 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) ```