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策略核心代码-通达信
ring520 edited this page 2025-02-28 21:09:25 +08:00
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// 基础参数 X_1 := LLV(LOW, 10); // 10日最低价 X_2 := HHV(HIGH, 25); // 25日最高价 X_5 := 3.5; // 固定阈值3.5 X_6 := REF(EMA((CLOSE - X_1)/(X_2 - X_1) * 4, 4), 1); // 标准化价格波动率滞后1日 X_7 := IF(EXIST(CROSS(X_6, X_5), 5), 0, 1); // 过去5日是否有上穿3.5

// 动量计算 X_10 := (REF(CLOSE, 1) - REF(CLOSE, 2)) / REF(CLOSE, 2) * 100; // 前两日涨跌幅 X_43 := SUM(X_10, 2) * X_7; // 近两日涨幅总和(过滤无效信号)

// 复合指标 X_11 := 2*(REF(CLOSE+HIGH+LOW, 1)+OPEN)100; X_12 := (X_11/EMA(X_11,4)-1)100; X_13 := X_7X_12; X_14 := DMA(EMA(OPEN,12),SUM(REF(VOL,1),5)/3/CAPITAL); X_15 := X_7(OPEN - X_14)/X_14200; X_16 := 0-(HHV(EMA(OPEN,5),14)-OPEN)/OPEN5000; X_38 := (X_7*(IF(MA(OPEN,3)>MA(OPEN,13) AND MA(OPEN,34)>=REF(MA(OPEN,34),1),2,0) + IF((EMA(OPEN,12)-EMA(OPEN,50))>0,2,0) + (OPEN/REF(CLOSE,1)-1)/10 + X_16/1000)*100 + 25; X_39 := X_13 + X_15 + X_38; // 核心复合指标

// 动态过滤 X_40 := NOT(NAMELIKE(313) OR NAMELIKE(314) OR NAMELIKE(315) OR VOL=0);

// 斜率计算 X_41 := SLOPE(X_39, 2); // 复合指标2日斜率 X_42 := SLOPE(X_6, 2); // 波动率指标2日斜率

// 最终信号 土 := IF( X_43 > 8 AND X_40, // 动量+过滤条件 (X_410.02 - X_42X_7) * X_7, // 双斜率组合公式 DRAWNULL ), COLORCYAN;