该策略结合了多重技术指标,旨在通过高低点的动态波动分析,提供精准的买入、卖出信号及市场强弱判断。
本策略适用于:
中短期股市交易者,帮助判断市场的进出场时机。
高频交易和量化交易系统中的信号生成模块。
在波动较大的市场中,特别是大盘震荡时,可以参考此策略来抓住市场的反转点。
强烈建议结合其他技术指标(如MACD、RSI等)进行辅助验证,以提高交易信号的准确性。
公式VAR1:=EMA(HHV(HIGH,500),21);VAR2:=EMA(HHV(HIGH,250),21);VAR3:=EMA(HHV(HIGH,90),21);VAR4:=EMA(LLV(LOW,500),21);VAR5:=EMA(LLV(LOW,250),21);VAR6:=EMA(LLV(LOW,90),21);VAR7:=EMA((VAR4*0.96+VAR5*0.96+VAR6*0.96+VAR1*0.558+VAR2*0.558+VAR3*0.558)/6,21);VAR8:=EMA((VAR4*1.25+VAR5*1.23+VAR6*1.2+VAR1*0.55+VAR2*0.55+VAR3*0.65)/6,21);VAR9:=EMA((VAR4*1.3+VAR5*1.3+VAR6*1.3+{AI量化交易研究所}VAR1*0.68+VAR2*0.68+VAR3*0.68)/6,21);VARA:=EMA((VAR7*3+VAR8*2+VAR9)/6*1.738,21);VARB:=REF(LOW,1);VARC:=SMA(ABS(LOW-VARB),3,1)/SMA(MAX(LOW-VARB,0),3,1)*100;VARD:=EMA(IF(CLOSE*1.35<=VARA,VARC*10,VARC/10),3);VARE:=LLV(LOW,30);VARF:=HHV(VARD,30);VAR10:=IF(MA(CLOSE,58),1,0);VAR11:=EMA(IF(LOW<=VARE,(VARD+VARF*2)/2,0),3)/618*VAR10;VAR12:=IF(VAR11>40,10,VAR11);STICKLINE(VAR12>8,0,VAR12,3,1),COLORMAGENTA;VAR13:=HHV(HIGH,30);VAR14:=LLV(LOW,30);D: EMA((CLOSE-VAR14)/(VAR13-VAR14)*100,5), , COLORRED LINETHICK2;K: EMA((CLOSE-VAR14)/(VAR13-VAR14)*100,20), , LINETHICK2 COLORFF9933;K1:=BACKSET(K>REF(K,1),2);强K:IF(K1,K,DRAWNULL),COLOR33FFFF,LINETHICK2;底: 5, ,POINTDOT LINETHICK2 COLORMAGENTA;DRAWTEXT(CROSS(底,D),D+10,'机会'),COLORWHITE;强弱分界: 50 ,POINTDOT ;DRAWTEXT(FILTER(D>90,13),D-10,'风险'), COLORWHITE;DRAWTEXT(CROSS(K,D) AND D>55,D-10,'死叉'), COLORWHITE ;DRAWTEXT(CROSS(D,K) AND D<34,D+10,'金叉'), COLORYELLOW;0, POINTDOT LINETHICK2 COLORMAGENTA;选股VAR1:=EMA(HHV(HIGH,500),21);VAR2:=EMA(HHV(HIGH,250),21);VAR3:=EMA(HHV(HIGH,90),21);VAR4:=EMA(LLV(LOW,500),21);VAR5:=EMA(LLV(LOW,250),21);VAR6:=EMA(LLV(LOW,90),21);VAR7:=EMA((VAR4*0.96+VAR5*0.96+VAR6*0.96+VAR1*0.558+VAR2*0.558+VAR3*0.558)/6,21);VAR8:=EMA((VAR4*1.25+VAR5*1.23+VAR6*1.2+VAR1*0.55+VAR2*0.55+VAR3*0.65)/6,21);VAR9:=EMA((VAR4*1.3+VAR5*1.3+VAR6*1.3+VAR1*0.68+VAR2*0.68+VAR3*0.68)/6,21);VARA:=EMA((VAR7*3+VAR8*2+VAR9)/6*1.738,21);VARB:=REF(LOW,1);VARC:=SMA(ABS(LOW-VARB),3,1)/SMA(MAX(LOW-VARB,0),3,1)*100;VARD:=EMA(IF(CLOSE*1.35<=VARA,VARC*10,VARC/10),3);VARE:=LLV(LOW,30);VARF:=HHV(VARD,30);VAR10:=IF(MA(CLOSE,58),1,0);VAR11:=EMA(IF(LOW<=VARE,(VARD+VARF*2)/2,0),3)/618*VAR10;VAR12:=IF(VAR11>40,10,VAR11);VAR13:=HHV(HIGH,30);VAR14:=LLV(LOW,30);D:= EMA((CLOSE-VAR14)/(VAR13-VAR14)*100,5), , COLORRED LINETHICK2;K:= EMA((CLOSE-VAR14)/(VAR13-VAR14)*100,20), , LINETHICK2 COLORFF9933;K1:=BACKSET(K>REF(K,1),2);强K:=IF(K1,K,DRAWNULL),COLOR33FFFF,LINETHICK2;强弱分界:={AI量化交易研究所} 50 , ;XG:CROSS(D,K) AND D<34;