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strategy_backtest/strategies/OCZ策略.txt

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{参数}
N:=30; {阻力回望长度}
B:=60; {实体占比%}
V1:=1.5; {放量倍数}
TOL:=1.5; {回踩容错%}
R:=4; {收盘涨幅门槛 %}
ATR周期:=14; {ATR周期}
VOL30:=MA(VOL,30); {30日均量}
{1. 关键阻力 = 最近 N 日最高}
阻力:HHV(H,N),NODRAW;
{2. ONE CANDLE 突破}
实体:=ABS(C-O);
总幅:=H-L;
突破:=C>REF(阻力,1) AND 实体/总幅*100>B AND (C/REF(C,1)-1)*100>=R AND VOL>MA(VOL,N)*V1;
DRAWICON(突破,L*0.96,34);
{3. 波动率过滤2.5%-8%}
真实波幅:=MA(H-L,30);
波动率:=真实波幅/C*100;
波动够:波动率>=2.5 AND 波动率<=8.0,NODRAW;
{4. 市值过滤30亿-120亿}
流通市值:=FINANCE(40)/10000; {单位:亿}
市值合适:=流通市值>=30 AND 流通市值<=120;
{3. 画阻力线}
{阻力线:阻力,COLORYELLOW,DOTLINE;}
DRAWSL(突破,REF(阻力,1),0,5,2)COLORYELLOW;
DRAWICON(突破,H*1.05,1); {洋红箭头}
{4. 首次回踩}
BAR突:=BARSLAST(突破);
D2ZL:=REF(阻力,2),NODRAW;
回踩区:=BETWEEN(L,D2ZL*0.985,D2ZL*1.015); {±1.5% 区间}
{回踩区:=BETWEEN(L,阻力*(1-TOL/100),阻力*(1+TOL/100));}
收回:=C>D2ZL;
{回踩成交量}
缩量:=VOL<REF(VOL,BAR突) ; { BAR突=突破日距今天数 }
回踩信号:BAR突=1 AND 收回 AND 回踩区 AND 缩量 ,NODRAW ;