兄弟們,今天咱來學(xué)習(xí)研究下這個通達信多維度搶反彈指標(biāo),那可真是有點意思,要是放在市場里,說不定能幫大家少走點彎路呢。 一、核心功能:看趨勢+抓機會 它用了一堆不同周期的均線,像3天、10天、20天、30天、60天這些,然后我還搞了個動態(tài)趨勢強度,用EMA(指數(shù)平滑移動平均)來算偏離度,這不就比那種死板的均線判斷方向強多了嘛。 ![]() 而且,它還有個閾值觸發(fā),要是LIJIN13小于8,同時LIJIN27大于95,就冒個藍(lán)色柱子信號,這不就是把趨勢強度和動量給結(jié)合起來了,能更精準(zhǔn)地捕捉到機會。 再看看這波動率通道,也不是普通的布林帶。它在20日均線的基礎(chǔ)上,搞了個標(biāo)準(zhǔn)差通道,還加了個價線,把價格定位到波動率區(qū)間里,弄出個0到100的標(biāo)準(zhǔn)化圖譜。這還不算,它還用趨勢線擬合算法,結(jié)合上下軌突破信號,這波動率通道和趨勢線突破一結(jié)合,驗證起來就更有說服力了。 動量指標(biāo)RSI和乖離率雙因子共振,RSI1用6日周期,要是超過80就發(fā)預(yù)警。乖離率那塊,我通過計算和交叉信號捕捉均值回歸機會,還能搞出個動量反轉(zhuǎn)策略。還有量價背離檢測集合了成交量加權(quán)動量指標(biāo),識別底部背離形態(tài),這不就又多了一種判斷市場反轉(zhuǎn)的手段嘛。 二、指標(biāo)趨勢判斷 再來說說趨勢判斷算法。趨勢確認(rèn)模塊里,我覺得金叉死叉邏輯挺有意思,14日動態(tài)均線(LIJIN29)平衡了靈敏度和穩(wěn)定性,還用均線斜率過濾,避免假突破。趨勢強度評估里,EMA動態(tài)權(quán)重對均線偏離度進行指數(shù)衰減處理,比傳統(tǒng)SMA更敏感。波動率標(biāo)準(zhǔn)化把價格映射到0-100區(qū)間,結(jié)合趨勢線,突破閾值還能觸發(fā)極端行情預(yù)警。在多周期動量共振里,我們可以通過跨周期指標(biāo)融合,分別判斷中期趨勢反轉(zhuǎn)和構(gòu)建底部反轉(zhuǎn)信號,并且我們還可以設(shè)置信號優(yōu)先級機制,避免多周期信號沖突。 三、指標(biāo)技術(shù)創(chuàng)新與應(yīng)用 技術(shù)創(chuàng)新點也挺多的,動態(tài)自適應(yīng)架構(gòu)里,參數(shù)彈性設(shè)計讓LIJIN29(14日)與LIJIN29 * 1.5(21日)形成動態(tài)均線組合,我們驗證趨勢持續(xù)性,避免固定周期參數(shù)的滯后性。波動率自適應(yīng)采用VART3計算標(biāo)準(zhǔn)差,更適應(yīng)波動率聚類特性。 最后說說應(yīng)用場景和局限性。這指標(biāo)在震蕩市里,通過RSI和乖離率底背離組合捕捉反彈機會;在趨勢市里,依賴均線斜率和波動率通道突破信號捕捉主升浪。不過,這指標(biāo)也不是萬能的,市場千變?nèi)f化,不可能有哪個指標(biāo)能一直準(zhǔn)確無誤。大家要是想用這指標(biāo),還是得結(jié)合自己的經(jīng)驗和判斷,別完全依賴它,我們有興趣可以評論區(qū)一起交流交流繼續(xù)研究研究。 ![]() LIJIN1:=MA(C,3); LIJIN2:=MA(C,10); LIJIN3:=MA(C,20); LIJIN4:=MA(C,30); LIJIN5:=MA(C,60); LIJIN6:=ABS(LIJIN1-LIJIN2)/MIN(LIJIN1,LIJIN2); LIJIN7:=ABS(LIJIN1-LIJIN3)/MIN(LIJIN1,LIJIN3); LIJIN8:=ABS(LIJIN1-LIJIN4)/MIN(LIJIN1,LIJIN4); LIJIN9:=ABS(LIJIN3-LIJIN2)/MIN(LIJIN3,LIJIN2); LIJIN10:=ABS(LIJIN4-LIJIN2)/MIN(LIJIN4,LIJIN2); LIJIN11:=ABS(LIJIN3-LIJIN4)/MIN(LIJIN3,LIJIN4); LIJIN12:=MAX(MAX(MAX(LIJIN6,LIJIN7),MAX(LIJIN8,LIJIN9)),MAX(LIJIN10,LIJIN11))*100,LINETHICK2; LIJIN13:=EMA(LIJIN12,3),COLORBLUE; LIJIN14:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100; LIJIN15:=(SMA(LIJIN14,3,1)-18)*1.55; LIJIN16:=(CLOSE-LLV(LOW,100))/(HHV(HIGH,100)-LLV(LOW,100))*100; LIJIN17:=SMA(LIJIN16,10,1); LIJIN18:=(HHV(H,5)-C)/(HHV(H,5)-LLV(L,5))*(-1)+0.9; LIJIN19:=(HHV(H,10)-C)/(HHV(H,10)-LLV(L,10))*(-1)+0.92; LIJIN20:=(HHV(H,15)-C)/(HHV(H,15)-LLV(L,15))*(-1)+0.93; LIJIN21:=(HHV(H,55)-C)/(HHV(H,55)-LLV(L,55))*(-1)+0.94; LIJIN22:=(HHV(H,89)-C)/(HHV(H,89)-LLV(L,89))*(-1)+0.95; LIJIN23:=(HHV(H,120)-C)/(HHV(H,120)-LLV(L,120))*(-1)+0.91; LIJIN24:=(HHV(H,180)-C)/(HHV(H,180)-LLV(L,180))*(-1)+0.96; LIJIN25:=(((LIJIN18+LIJIN19+LIJIN20)*8+LIJIN21+LIJIN22+LIJIN24+LIJIN23)/28-0.1)*185; LIJIN26:=SMA(LIJIN25,3,1); LIJIN27:=(LIJIN15+LIJIN17+LIJIN26*2)/4,COLOR00FFFF; LIJIN28:IF(LIJIN13<8&&LIJIN27>95,LIJIN27,0),STICK,LINETHICK3,COLORFFFFFF; LIJIN29:=14; LIJIN30:=LIJIN29/2; LIJIN31:=MA(C,LIJIN29)>MA(C,LIJIN29*1.5)&&MA(C,LIJIN29*1.5)>MA(C,LIJIN29*3)&&MA(C,3)>MA(C,LIJIN29*6); LIJIN32:=COUNT(C>MA(C,LIJIN29),LIJIN30)=LIJIN30; LIJIN33:=BARSLAST(LIJIN32); STICKLINE(LIJIN32,0,LIJIN30*0.8,5,1),COLORRED; LIJIN34:=CROSS(MA(C,LIJIN29),C); LIJIN35:=MA(C,LIJIN29/2)/MA(C,LIJIN29*2)>=1.05; LIJIN36:=(LIJIN34&&LIJIN33<=3&&LIJIN31&&LIJIN35)*LIJIN29,COLOR00FF00,LINETHICK2; LIJIN37:=COUNT(C<MA(C,LIJIN29),LIJIN30)=LIJIN30; LIJIN38:=BARSLAST(LIJIN37); STICKLINE(LIJIN37,0,LIJIN30*-0.8,5,1),COLOR00FF00; LIJIN39:=CROSS(C,MA(C,LIJIN29)); LIJIN40:=(LIJIN39&&LIJIN38<=3)*LIJIN30,COLORFF00FF,LINETHICK2; LIJIN41:LIJIN32*LIJIN30*0.3,COLORRED; LIJIN42:LIJIN37*LIJIN30*-0.3,COLOR00FF00; LIJIN43:=(EMA(CLOSE,12)-EMA(CLOSE,26))*(100)+50; LIJIN44:=EMA(LIJIN43,9); LIJIN45:=((HHV(HIGH,21)-CLOSE)/(HHV(HIGH,21)-LLV(LOW,21)))*(100)-10; LIJIN46:=((CLOSE-LLV(LOW,21))/(HHV(HIGH,21)-LLV(LOW,21)))*(100); LIJIN47:=SMA(LIJIN46,13,8); LIJIN48:=CEILING(SMA(LIJIN47,13,8)),COLOR00FF00; LIJIN49:=SMA(LIJIN45,21,8); STICKLINE(LIJIN48-LIJIN49>85,100,95,6,1),COLORFFFF00; MID:=MA(C,20); VART1:=POW((C-MID),2); VART2:=MA(VART1,20); VART3:=SQRT(VART2); UPPER:=MID+2*VART3; LOWER:=MID-2*VART3; BOLL:=REF(MID,1); UB:=REF(UPPER,1); LB:=REF(LOWER,1); LOWER1:=MID-VART3; LB1:=REF(LOWER1,1); 價線:(C-LB1)/(UB-LB)*100,COLORGREEN,LINETHICK1; 趨勢:MA(價線,6),COLORRED,LINETHICK3; 90,COLORGREEN,LINETHICK1; 0,COLORWHITE,LINETHICK1; VARC:=SMA(ABS(L-REF(L,1)),3,1)/SMA(MAX(L-REF(L,1),0),3,1); 準(zhǔn)備:EMA(IF(L<=LLV(L,30),VARC,0),3),COLORFF00FF,LINETHICK2; VARO5:=LLV(LOW,27); VARO6:=HHV(HIGH,34); VARO7:=EMA((CLOSE-VARO5)/(VARO6-VARO5)*4,4)*25; BIAS1:=(C-MA(C,6))/MA(C,6)*100; BIAS2:=(C-MA(C,12))/MA(C,12)*100; BIAS3:=(C-MA(C,24))/MA(C,24)*100; BIAS:=(BIAS1+2*BIAS2+3*BIAS3)/6; 乖離1:=MA(BIAS,3); 有戲:IF(CROSS(BIAS,乖離1)&&乖離1<-9,28,0),COLORRED,LINETHICK2; IF(CROSS(BIAS,乖離1)&&乖離1<-9,18,0),COLORRED,LINETHICK2; STICKLINE(CROSS(BIAS,乖離1)&&乖離1<-9,-12,0,8,0),COLORYELLOW; LC:=REF(CLOSE,1); RSI1:=SMA(MAX(CLOSE-LC,0),6,1)/SMA(ABS(CLOSE-LC),6,1)*100; 預(yù)警:CROSS(80,RSI)*88,LINETHICK2,COLORGREEN; CROSS(80,RSI)*58,LINETHICK2,COLORGREEN; DRAWTEXT(CROSS(80,RSI),88,'預(yù)警'),COLORGREEN; LIJINZ1:=MA(C,5); LIJINZ2:=MA(C,10); LIJINZ3:=MA(C,20); LIJINZ4:=MA(C,60); LIJINZ5:=RSI(6); LIJINZ6:=RSI(12); LIJINZ7:=(CLOSE-MA(CLOSE,12))/MA(CLOSE,12)*100; LIJINZ8:=CROSS(LIJINZ7,-6); LIJINZ9:=REF(CLOSE,1); LIJINZ10:=((SMA(MAX((CLOSE-LIJINZ9),0),7,1)/SMA(ABS((CLOSE-LIJINZ9)),7,1))*100); LIJINZ11:=((SMA(MAX((CLOSE-LIJINZ9),0),13,1)/SMA(ABS((CLOSE-LIJINZ9)),13,1))*100); LIJINZ12:=((BARSLAST((LIJINZ11<23))<=3)&&CROSS(LIJINZ10,LIJINZ11)); LIJINZ13:=((((CLOSE-MA(CLOSE,23))/MA(CLOSE,20))*100)<-12.5); LIJINZ14:=LLV(LOW,5); LIJINZ15:=HHV(HIGH,10); LIJINZ16:=EMA((((CLOSE-LIJINZ14)/(LIJINZ15-LIJINZ14))*100),4); LIJINZ17:=EMA(((0.667*REF(LIJINZ16,1))+(0.333*LIJINZ16)),2); LIJINZ18:=LIJINZ12&&LIJINZ13&&CROSS(LIJINZ16,LIJINZ17)&&(LIJINZ16<=25); LIJINZ19:=O/HHV(C,30)<0.78; LIJINZ20:=C/MA(C,50)<0.78; LIJINZ21:=O=LLV(O,30); LIJINZ22:=C/SMA(C,13,1)-1; LIJINZ23:=REF(LIJINZ22,1)<-0.13; LIJINZ24:=REF(LIJINZ22,1)/LIJINZ22>1.1582; LIJINZ25:=COUNT(H>L*1.05,5)>2; LIJINZ26:=LIJINZ19&&LIJINZ20&&LIJINZ21&&LIJINZ23&&LIJINZ24&&LIJINZ25; 初期FT:=(LIJINZ8)||((CROSS(LIJINZ1,LIJINZ2)&&REF(LIJINZ1,1)<REF(LIJINZ2,1)&&REF(LIJINZ2,5)/REF(LIJINZ2,1)>1.05)); 中期FT:=(LIJINZ18)||(CROSS(LIJINZ3,LIJINZ4)&&REF(LIJINZ3,1)<REF(LIJINZ4,1)&&REF(LIJINZ4,20)/REF(LIJINZ4,1)>1.15); 后期FT:=(LIJINZ26)||(CROSS(LIJINZ5,LIJINZ6)&&LIJINZ5<30&&REF(LIJINZ5,3)<20&&COUNT(C<MA(C,60),20)>15); IF(初期FT,30,0),COLORWHITE; IF(中期FT,50,0),COLOR0080FF; IF(后期FT,70,0),COLORYELLOW; DRAWICON(初期FT,30,1); DRAWICON(中期FT,50,1); DRAWICON(后期FT,70,1); STICKLINE(中期FT,0,50,10,0),COLOR0080FF; STICKLINE(后期FT,0,70,10,0),COLORYELLOW; DRAWTEXT(初期FT,30,'初期'),COLORWHITE; DRAWTEXT(中期FT,70,'中期'),COLORYELLOW; DRAWTEXT(后期FT,80,'后期'),COLORGREEN;
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風(fēng)險提示:本指標(biāo)僅供技術(shù)研究與學(xué)習(xí)交流使用。市場具有高度不確定性,任何基于本指標(biāo)的決策都需要自行承擔(dān)風(fēng)險,不構(gòu)成任何投資建議。 學(xué)習(xí)分享 |
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