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兄弟們,今天咱來學(xué)習(xí)研究下這個(gè)通達(dá)信多維度搶反彈指標(biāo),那可真是有點(diǎn)意思,要是放在市場(chǎng)里,說不定能幫大家少走點(diǎn)彎路呢。 一、核心功能:看趨勢(shì)+抓機(jī)會(huì) 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(gè)動(dòng)態(tài)趨勢(shì)強(qiáng)度,用EMA(指數(shù)平滑移動(dòng)平均)來算偏離度,這不就比那種死板的均線判斷方向強(qiáng)多了嘛。 ![]() 而且,它還有個(gè)閾值觸發(fā),要是LIJIN13小于8,同時(shí)LIJIN27大于95,就冒個(gè)藍(lán)色柱子信號(hào),這不就是把趨勢(shì)強(qiáng)度和動(dòng)量給結(jié)合起來了,能更精準(zhǔn)地捕捉到機(jī)會(huì)。 再看看這波動(dòng)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(gè)標(biāo)準(zhǔn)差通道,還加了個(gè)價(jià)線,把價(jià)格定位到波動(dòng)率區(qū)間里,弄出個(gè)0到100的標(biāo)準(zhǔn)化圖譜。這還不算,它還用趨勢(shì)線擬合算法,結(jié)合上下軌突破信號(hào),這波動(dòng)率通道和趨勢(shì)線突破一結(jié)合,驗(yàn)證起來就更有說服力了。 動(dòng)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(jì)算和交叉信號(hào)捕捉均值回歸機(jī)會(huì),還能搞出個(gè)動(dòng)量反轉(zhuǎn)策略。還有量?jī)r(jià)背離檢測(cè)集合了成交量加權(quán)動(dòng)量指標(biāo),識(shí)別底部背離形態(tài),這不就又多了一種判斷市場(chǎng)反轉(zhuǎn)的手段嘛。
二、指標(biāo)趨勢(shì)判斷 再來說說趨勢(shì)判斷算法。趨勢(shì)確認(rèn)模塊里,我覺得金叉死叉邏輯挺有意思,14日動(dòng)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(shì)強(qiáng)度評(píng)估里,EMA動(dòng)態(tài)權(quán)重對(duì)均線偏離度進(jìn)行指數(shù)衰減處理,比傳統(tǒng)SMA更敏感。波動(dòng)率標(biāo)準(zhǔn)化把價(jià)格映射到0-100區(qū)間,結(jié)合趨勢(shì)線,突破閾值還能觸發(fā)極端行情預(yù)警。在多周期動(dòng)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(shì)反轉(zhuǎn)和構(gòu)建底部反轉(zhuǎn)信號(hào),并且我們還可以設(shè)置信號(hào)優(yōu)先級(jí)機(jī)制,避免多周期信號(hào)沖突。 三、指標(biāo)技術(shù)創(chuàng)新與應(yīng)用 技術(shù)創(chuàng)新點(diǎn)也挺多的,動(dòng)態(tài)自適應(yīng)架構(gòu)里,參數(shù)彈性設(shè)計(jì)讓LIJIN29(14日)與LIJIN29 * 1.5(21日)形成動(dòng)態(tài)均線組合,我們驗(yàn)證趨勢(shì)持續(xù)性,避免固定周期參數(shù)的滯后性。波動(dòng)率自適應(yīng)采用VART3計(jì)算標(biāo)準(zhǔn)差,更適應(yīng)波動(dòng)率聚類特性。 最后說說應(yīng)用場(chǎng)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(jī)會(huì);在趨勢(shì)市里,依賴均線斜率和波動(dòng)率通道突破信號(hào)捕捉主升浪。不過,這指標(biāo)也不是萬能的,市場(chǎng)千變?nèi)f化,不可能有哪個(gè)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(yàn)和判斷,別完全依賴它,我們有興趣可以評(píng)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(jià)線:(C-LB1)/(UB-LB)*100,COLORGREEN,LINETHICK1;趨勢(shì):MA(價(jià)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;![]() 風(fēng)險(xiǎn)提示:本指標(biāo)僅供技術(shù)研究與學(xué)習(xí)交流使用。市場(chǎng)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(xiǎn),不構(gòu)成任何投資建議。
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