（图片来源于网络）
MACD Volume
The MACDVolume indicator is a trading system based on the increase in tick volumes in bars, which match the trend.
Indicator Parameters
- Fast Moving Average - period of the fast moving average;
- Slow Moving Average - period of the slow moving average;
- MA method - averaging method of the moving averages (simple averaging, exponential, smoothed and linear-weighted);移动均线
- Apply to - applied price of the moving averages (Close, Open, High for the period, Low for the period, Median, Typical and Linear-Weighted);
- Signal Line - period of the signal line;
- Color Bars (Volume) - change the indicator bar colors when the tick volumes in bars increase.
If set to Color Bars (Volume) = On, the MACD histogram bars are colored when the tick volumes increase: by default, a bullish bar with an increased tick volume is colored in green, while a bearish bar is colored in red. If the volume does not increase, the histogram bars are not colored.
If set 移动均线 to Color Bars (Volume) = Off, only the bar frames are colored according to the MACD trend.
A market entry/exit signal is generated when the trend matches an increase in the tick volumes, i.e. when the bar frame color and the MACDVolume histogram colors are the same.
双均线策略
（图片来源于网络）
均线理论为什么有效？
均线理论的缺陷
均线归根到底是一种平均值，平均值在应用过程中存在最大的问题就是其滞后性。当出现买入卖出信号时，最佳时机早已过去。举例来说，如果A股票最新价格出现了较大的涨幅，股价和均线都上涨，但均线的速度慢于股价上涨速度。此时，从形态上来看，金叉出现，为买入信号。次日，股价回调，股价下降的速度快于均线下降的速度，形成死叉，为卖点。这样一买一卖不仅没有盈利，反而出现亏损。
均线理论的改进
2. 策略逻辑
回测数据: SHFE.rb2101的60s频度bar数据
回测时间: 2020-04-01 到 2020-05-31
回测初始资金：3万