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【量化追踪】主副图套装 买方意向、量化追踪涨幅换手

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发表于 2024-3-31 16:04:08 | 显示全部楼层 |阅读模式
指标评测步骤:程序评测,大数据回测,每日跟踪,实盘验证。
大家好,我是仓鼠哥,一个专注于大数据模型选股评测,研究半量化交易模式的火鸡科学家,建立了全网唯一的大数据模型/指标个人评测体系。
在这里,仓鼠哥每天分享各种数据复盘、数据模型工具/指标公式、看盘复盘工具软件以及个人实盘验证。
注意工具/指标只能作为一个参考,使用时建议结合技术面(指标共振辅助)及基本面(行业、财务数据等),消息面/情绪周期三位一体进行选股交易。

技术指标/量化追踪
量化追踪系统主副图套装带优化共振信号指标 买方意向、量化追踪涨幅换手 共振选股信号手机电脑通达信通用
指标包括一主图,3幅图,手机电脑通达信通用
640.jpg



使用说明:
KAMA变红色趋势转好 股价站上:L61走强 股价站上L80 加速 ;确认主升的到来
640.jpg
640.jpg
640.jpg
指标源码:
{量化追踪主图}
M:=55;
N1:=5 ;
N2:=30;
DRAWGBK(CLOSE>0,RGB(0,108,108),RGB(88,0,0),0,5,0);
DRAWTEXT_FIX(1,0.03,0.07,0,HYBLOCK),COLORYELLOW;
DRAWTEXT_FIX(1,0.08,0.07,0,DYBLOCK),COLORYELLOW;
DRAWTEXT_FIX(1,0.03,0,0,GNBLOCK),COLORYELLOW;
X_13:=ABS(CLOSE-REF(CLOSE,M));
X_14:=SUM(ABS(CLOSE-REF(CLOSE,1)),M);
X_15:=X_13/X_14;
X_16:=2/(N1+1);
X_17:=2/(N2+1);
X_18:=X_15*(X_16-X_17)+X_17;
X_19:=POW(X_18,2);
王KAMAMA(CLOSE,X_19),COLORRED,LINETHICK2;
NOTEXT1:IF(王KAMA<=REF(王KAMA,1),王KAMA,DRAWNULL),COLORGREEN,LINETHICK2;
X_20:=ABS(CLOSE-REF(CLOSE,20))/SUM(ABS(CLOSE-REF(CLOSE,1)),20)*(2/(2+1)-2/(30+1))+2/(30+1);
X_21:=EMA(DMA(CLOSE,X_20*X_20),2);
STICKLINE(CLOSE>=X_21 AND CLOSE>OPEN,OPEN,CLOSE,(-1),1),COLOR0000DD;
STICKLINE(CLOSE>=X_21 AND CLOSE>OPEN,HIGH,CLOSE,0,0),COLOR0000DD;
STICKLINE(CLOSE>=X_21 AND CLOSE>OPEN,OPEN,LOW,0,0),COLOR0000DD;
STICKLINE(CLOSE>=X_21 AND CLOSE<=OPEN,OPEN,CLOSE,(-1),0),COLOR0000DD;
STICKLINE(CLOSE>=X_21 AND CLOSE<=OPEN,HIGH,OPEN,0,0),COLOR0000DD;
STICKLINE(CLOSE>=X_21 AND CLOSE<=OPEN,CLOSE,LOW,0,0),COLOR0000DD;
STICKLINE(CLOSE<X_21 AND CLOSE>OPEN,OPEN,CLOSE,(-1),1),COLORFFBB00;
STICKLINE(CLOSE<X_21 AND CLOSE>OPEN,HIGH,CLOSE,0,0),COLORFFBB00;
STICKLINE(CLOSE<X_21 AND CLOSE>OPEN,OPEN,LOW,0,0),COLORFFBB00;
STICKLINE(CLOSE<X_21 AND CLOSE<=OPEN,OPEN,CLOSE,(-1),0),COLORFFBB00;
STICKLINE(CLOSE<X_21 AND CLOSE<=OPEN,HIGH,OPEN,0,0),COLORFFBB00;
STICKLINE(CLOSE<X_21 AND CLOSE<=OPEN,CLOSE,LOW,0,0),COLORFFBB00;
AMA20:X_21,COLORFFAA00;
UP:IF(AMA20>REF(AMA20,1),AMA20,DRAWNULL),COLORRED;
X_22:=MAX(MAX(HIGH-LOW,ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
X_23:=SMA(X_22,20,1);
NH20:HHV(HIGH,20),NODRAW;
止盈位:NH20-2*X_23,NODRAW;
X_24:=HHV(HIGH,20);
X_25:=HHVBARS(HIGH,20);
X_26:=BARSLAST(CURRBARSCOUNT=CONST(X_25)+1);
DRAWNUMBER(X_26=0,HIGH,HIGH),COLORYELLOW,LINETHICK9;
●:IF(X_26=0,HIGH,DRAWNULL),POINTDOT,COLORRED,LINETHICK4;
X_27:=MAX(MAX(HIGH-LOW,ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW))/REF(CLOSE,1)*100;
X_28:=ABS(HIGH-LOW)/REF(CLOSE,1)*100;
ATR20:SMA(X_22,20,1),NODRAW;
X_29:=SMA(X_27,20,1);
AMA20乖离OPEN-AMA20)/AMA20*100,NODRAW;
MA5抵扣:REF(CLOSE,5),NODRAW,COLORCYAN;
MA20抵扣:REF(CLOSE,20),NODRAW,COLORFFBB00;
X_30:=ABS(CLOSE-REF(CLOSE,20));
X_31:=SUM(ABS(CLOSE-REF(CLOSE,1)),20);
效率系数:SUM(ABS(X_30/X_31),1),NODRAW;
M512:MA(CLOSE,512);
M1024:MA(CLOSE,1024),COLORBLUE;
X_34:=HHV(HIGH,256);
X_35:=LLV(LOW,256);
L80%:0.809*X_34+0.191*X_35,COLORMAGENTA;
L61%:0.618*X_34+0.382*X_35,COLORYELLOW;
X_36:=CROSS(CLOSE,L80%) AND CLOSE/REF(HIGH,1)>1.04;
STICKLINE(X_36,LOW,HIGH*0.965,3,0),COLORYELLOW;
X_37:=MA(VOL,2)/REF(MA(VOL,2),3)>=2;
X_38:=VOL=HHV(VOL,21);
X_39:=X_37 AND X_38;
X_40:=BARSLAST(X_36);
X_41:=REF(HIGH,X_40);
X_42:=HIGH>X_41 AND CLOSE>X_36 AND COUNT(X_39,2)>0 AND CLOSE/REF(CLOSE,1)>1.05;
STICKLINE(X_42,HIGH,HIGH*0.95,3,0),COLORMAGENTA;
{买卖意向副图}
DRAWGBK(CLOSE>0,RGB(0,108,108),RGB(88,0,0),0,5,0);
CYC∞:=DMA(CLOSE,VOL/CAPITAL) ,LINETHICK9,COLORLIMAGENTA;
AA1:=REF(EMA((HIGH+LOW+CLOSE)/3,10),1),NODRAW;
BB1:=EMA(HHV(HIGH,10),3),NODRAW;
CC1:=EMA(LLV(LOW,10),3),NODRAW;
买方意向:EMA(AA1*2-CC1,8),NODRAW,COLORRED;
STICKLINE(C>买方意向,0,C,3.4,0),COLOR0000AA;
STICKLINE(C>买方意向,0,C,2.5,0),COLOR0000BB;
STICKLINE(C>买方意向,0,C,1.2,0),COLOR0000CC;
STICKLINE(C>买方意向,0,C,0.5,0),COLOR0000DD;
STICKLINE(C>买方意向,0,C,0.15,0),COLOR0000EE;
STICKLINE(C>买方意向,0,C,0.05,0),COLOR0000FF;
STICKLINE(C<买方意向,0,C,3.4,1),COLOR118811;
STICKLINE(C<买方意向,0,C,2.5,1),COLOR11AA11;
STICKLINE(C<买方意向,0,C,1.5,1),COLOR11BB11;
STICKLINE(C<买方意向,0,C,0.5,1),COLOR11DD11;
{DRAWRECTREL(0,250,175,999.4,IF(120,RGB(10,0,0),0));}
超B:=L2_AMO(0,2)/10000.0;
大B:=L2_AMO(1,2)/10000.0;
中B:=L2_AMO(2,2)/10000.0;
小B:=L2_AMO(3,2)/10000.0;
超S:=L2_AMO(0,3)/10000.0;
大S:=L2_AMO(1,3)/10000.0;
中S:=L2_AMO(2,3)/10000.0;
小S:=L2_AMO(3,3)/10000.0;
净流入:=(超B+大B+中B+小B)-(超S+大S+中S+小S),NODRAW;
超大单:=(超B)-(超S),NODRAW;
大单:=(大B)-(大S),NODRAW;
中单:=(中B)-(中S),NODRAW;
小单:=(小B)-(小S),NODRAW;
DAZHI:=CONST(MAX(ABS(净流入),MAX(ABS(超大单),MAX(ABS(大单),MAX(ABS(中单),ABS(小单)))))),NODRAW;
{DRAWRECTREL(0,CONST(830-(ABS(超大单)*500/DAZHI)),30,935,IF(CONST(超大单)>0,RGB(255,0,0),RGB(23,125,255)));
DRAWRECTREL(35,CONST(830-(ABS(大单)*500/DAZHI)),65,935,IF(CONST(大单)>0,RGB(255,0,0),RGB(23,125,255)));
DRAWRECTREL(70,CONST(830-(ABS(中单)*500/DAZHI)),100,935,IF(CONST(中单)>0,RGB(255,0,0),RGB(23,125,255)));
DRAWRECTREL(105,CONST(830-(ABS(小单)*500/DAZHI)),135,935,IF(CONST(小单)>0,RGB(255,0,0),RGB(23,125,255)));
DRAWRECTREL(140,CONST(830-(ABS(净流入)*500/DAZHI)),170,935,IF(CONST(净流入)>0,RGB(255,0,0{255,255,255),RGB(23,125,255)));}
{DRAWTEXT_FIX(CURRBARSCOUNT=1,0.002,0.25,0,'当天资金 (万元)'),COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.002,0.55,0,INTPART(超大单)),COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.035,0.555,0,INTPART(大单)),COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.070,0.550,0,INTPART(中单)),COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.106,0.55,0,INTPART(小单)),COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.145,0.55,0,INTPART(净流入)),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.002,1,0,'超大'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.040,1,0,'大单'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.075,1,0,'中单'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.112,1,0,'小单'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.145,1,0,'净流'),COLORYELLOW;};

{量化追踪涨幅}
DRAWGBK(CLOSE>0,RGB(0,108,108),RGB(88,0,0),0,5,0);
A2:=BARSLAST(((EMA(C,5) * 7 + EMA(C,10) * 3) / 10 > MA(H,30) * (1 + 13 / 100)) <> REF((EMA(C,5) * 7 + EMA(C,10) * 3) / 10 > MA(H,30) * (1 + 13 / 100),1));
A3:=SUM(IF(C >= REF(C,1),(C - REF(C,1)) / REF(C,1) * 100,0),A2 + 1);
A4:=(H + L + O + C) / 4;
A5:=EMA(A4,13) - EMA(A4,34);
A6:=EMA(A5,5);
A7:=(A5 - A6) * 5;
A8:=IF(A7 >= 1000,1000,IF(A7 <= A4,A4,A7));
A9:=FORCAST(FORCAST(A8,32),10);
A10:=(C - EMA(C,13)) / EMA(C,13) * (0 - 100);
A11:=EMA(A10 / 10 + EMA(C,13),8);
A12:=EMA(C,3);
A13:=EMA(SLOPE(C,22) * 20 + C,45);
A14:=IF(PERIOD > 8 AND PERIOD < 11,MA(A13,1),IF(PERIOD = 8,MA(A13,4),IF(PERIOD = 7,MA(A13,8),IF(PERIOD = 6,MA(A13,16),IF(PERIOD = 5,MA(A13,32),0)))));
A15:=A14 * 0.865;
A16:=IF(A12 > A14,A12,A15);
A17:=REVERSE(A16) + 2 * A9;
总涨幅:IF((EMA(C,5) * 7 + EMA(C,10) * 3) / 10 > MA(H,30) * (1 + 13 / 100) AND REF(A17,1) < (EMA(C,5) * 7 + EMA(C,10) * 3) / 10 AND DYNAINFO(17) > 0,A3,0) ,LINETHICK2,COLORMAGENTA ;
VAK1:=(总涨幅 > 0 AND A17 < (EMA(C,5) * 7 + EMA(C,10) * 3) / 10) * 总涨幅 ,COLORRED;
STICKLINE(VAK1,VAK1,0,2,0),COLORRED ;
VAK2:=(总涨幅 > 0 AND 总涨幅 > REF(总涨幅,1) AND A17 < (EMA(C,5) * 7 + EMA(C,10) * 3) / 10) * 总涨幅 / 2 ,COLORFF0000;
STICKLINE(VAK2,VAK2,0,3,0),COLORYELLOW ;{黄色}
VAK3:=(总涨幅 > 0 AND 总涨幅 = REF(总涨幅,1) AND A17 < (EMA(C,5) * 7 + EMA(C,10) * 3) / 10) * 总涨幅 / 3 ,COLORGREEN;
STICKLINE(VAK3,VAK3,0,3,0),COLORGREEN ;{绿色}
VAK4:=CROSS((EMA(C,5) * 7 + EMA(C,10) * 3) / 10,MA(H,30) * (1 + 13 / 100)) * 总涨幅 / 1.5 ,COLORYELLOW;
STICKLINE(VAK4,VAK4,0,3,0),COLORBLUE ;{蓝色}
起稳:IF((EMA(C,5) * 7 + EMA(C,10) * 3) / 10 > A17 AND A17 < (EMA(C,5) * 7 + EMA(C,10) * 3) / 10 AND DYNAINFO(7) > 0 AND (EMA(C,5) * 7 + EMA(C,10) * 3) / 10 < MA(H,30) * (1 + 13 / 100),A3,0) / 150 ,NODRAW,COLORWHITE;

{量化追踪换手}
DRAWGBK(CLOSE>0,RGB(0,108,108),RGB(88,0,0),0,5,0);
总换手: VOL*10000/FINANCE(7),NODRAW;
STICKLINE(总换手,总换手,0,2,1),COLORLIGRAY;
平均换手线:MA(总换手,250),DOTLINE,LINETHICK1,COLORWHITE;
H1:=总换手 *0.9;
无量换手:总换手<=1,COLORWHITE,NODRAW;
STICKLINE(无量换手,0,H1,1,0),COLORWHITE;
地量换手:总换手>1 AND 总换手<=3,COLORBLUE,NODRAW;
STICKLINE(地量换手,0,H1,1,0),COLORBLUE;
小于壹点2亿:=FINANCE(7)<=120000000;
壹点2亿到3亿:=FINANCE(7)<=300000000 AND FINANCE(7)>120000000;
叁亿到5亿:=FINANCE(7)<=500000000 AND FINANCE(7)>300000000;
伍亿到10亿:=FINANCE(7)<1000000000 AND FINANCE(7)>500000000;
大于10亿:=FINANCE(7)>=1000000000;
SYO1:=小于壹点2亿 AND 总换手>=20;
SYO2:=壹点2亿到3亿 AND 总换手>=15;
SYO3:=叁亿到5亿 AND 总换手>=10;
SYO4:=伍亿到10亿 AND 总换手>=7;
SYO5:=大于10亿 AND 总换手>=5;
警惕:SYO1 OR SYO2 OR SYO3 OR SYO4 OR SYO5,NODRAW,COLORYELLOW;
STICKLINE(警惕,0,H1,1,0),COLORYELLOW;
过半换手:总换手>=50,COLORRED,NODRAW;
STICKLINE(过半换手,0,H1,1,0),COLORRED;
死亡换手:总换手>=70,COLORGREEN,NODRAW;
STICKLINE(死亡换手,0,总换手,2,0),COLORGREEN;
入)),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.002,1,0,'超大'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.040,1,0,'大单'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.075,1,0,'中单'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.112,1,0,'小单'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.145,1,0,'净流'),COLORYELLOW;};

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