量化实战【主升浪启动爆点】量化信号
量化信号指标用法:加载后显示精选主升浪信号持有5天胜率(统计区间2014年1月1日至今)。建议选择胜率60%-80%的交易品种。需注意:胜率≠收益率,请用量化信号指标测试实际收益。同时查看副图主升浪信号数量,人工过滤信号过少或收益为负的品种。
主图源码:
{主升启动爆点}ZBGS1:EMA(C,3),COLORYELLOW;ZBGS2:EMA(C,5),COLOR00FF00;ZBGS3:EMA(ZBGS2,5),COLORWHITE,;ZBGS4:=COUNT(CROSS(ZBGS1,ZBGS3),2)=1;ZBGS5:=COUNT(CROSS(ZBGS2,ZBGS3),2)=1;ZBGS6:=FILTER(ZBGS4 AND ZBGS5,2);DRAWTEXT(ZBGS6,ZBGS3,'主升浪启动'),COLORFF00FF;ZBGS7:=REF(CLOSE,1);ZBGS8:=SMA((CLOSE-ZBGS7),6,1)/SMA(ABS(CLOSE-ZBGS7),6,1)*100;DRAWICON(REF(ZBGS8,1)>81 AND ZBGS8< 80,HIGH,2);DRAWTEXT(REF(ZBGS8,1)>81 AND ZBGS8< 80,HIGH*1.03,'持币观望'),COLORBLUE;ZBGS9:=MA(CLOSE,60)-MA(CLOSE,5)/3.2;ZBGS10:=SMA(MAX(CLOSE-REF(C,1),0),6,1)/SMA(ABS(CLOSE-REF(C,1)),6,1)*100;DRAWICON(CROSS(82,ZBGS10),HIGH,2);DRAWTEXT(CROSS(82,ZBGS10),HIGH,'短线离场'),COLORCYAN ;ZBGS11:=(HIGH+LOW+OPEN+2*CLOSE)/5;ZBGS12:=REF(ZBGS11,1);ZBGS13:=SMA(MAX(ZBGS11-ZBGS12,0),10,1)/SMA(ABS(ZBGS11-ZBGS12),10,1)*100;ZBGS14:=IF(COUNT(ZBGS13< 20,5)>=1 AND COUNT(ZBGS11=LLV(ZBGS11,10),10)>=1 AND CLOSE>=OPEN*1.038 AND VOL>MA(VOL,5)*1.2,1,0);DDTX2:=COUNT(ZBGS13< 20,5)>=1 AND COUNT(ZBGS11=LLV(ZBGS11,10),10)>=1 AND CLOSE>=OPEN*1.038 AND VOL>MA(VOL,5)*1.2;DRAWTEXT(ZBGS14,LOW,'良机莫失'),COLORRED;ZBGS15:=MA(VOL,5)/MA(VOL,60),COLORRED,,LINETHICK2;ZBGS16:=MA(ZBGS15,5),COLORGREEN,,LINETHICK2;ZBGS17:=(CLOSE-MA(CLOSE,5))/MA(CLOSE,5)*100;ZBGS18:=MA(ZBGS15,121);ZBGS19:=(CLOSE-LLV(LOW,45))/(HHV(HIGH,45)-LLV(LOW,45))*100;ZBGS20:=SMA(ZBGS19,15,1);ZBGS21:=SMA(ZBGS20,15,1);ZBGS22:=3*ZBGS20-2*ZBGS21;ZBGS23:=REF(CLOSE,1);ZBGS24:=SMA(MAX(CLOSE-ZBGS23,0),6,1)/SMA(ABS(CLOSE-ZBGS23),6,1)*100;DRAWTEXT(CROSS(84,ZBGS24) , HIGH*1.06,'及时撤退'),COLORYELLOW ;ZBGS25:=IF((ZBGS22< 11 AND ZBGS17>-11 AND CROSS( ZBGS15,ZBGS18) AND (ZBGS15-ZBGS18)>0.010),2,0),STICK,LINETHICK3,COLORGREEN;DRAWTEXT(ZBGS25=2,LOW,'高度关注'), COLORGREEN;ZBGS26:HHV(MA(H,13),13),COLORRED,LINETHICK2;ZBGS27:LLV(MA(H,13),1),COLORBLUE,LINETHICK2;ZBGS28:=MA(CLOSE,20);DRAWTEXT((CLOSE< ZBGS28),ZBGS28,'*'),COLOR00FF00,LINETHICK5;DRAWTEXT((CLOSE>ZBGS28),ZBGS28,'*'),COLOR0000FF,LINETHICK5;ZBGS29:=REF(ZBGS13,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);ZBGS30:=REF(ZBGS29,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);ZBGS31:=REF(ZBGS30,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);ZBGS32:=REF(ZBGS31,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);ZBGS33:=REF(ZBGS32,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);ZBGS34:=REF(ZBGS33,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);ZBGS35:=REF(ZBGS5,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);ZBGS36:=CLOSE< REF(CLOSE,1) AND CLOSE< REF(CLOSE,2);ZBGS37:=REF(ZBGS36,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);ZBGS38:=REF(ZBGS37,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);ZBGS39:=REF(ZBGS38,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);ZBGS40:=REF(ZBGS39,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);ZBGS41:=REF(ZBGS40,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);ZBGS42:=REF(ZBGS41,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);ZBGS43:=REF(ZBGS42,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);ZBGS44:=REF(ZBGS43,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);ZBGS45:=REF(ZBGS44,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);ZBGS46:=REF(ZBGS45,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);ZBGS47:=REF(ZBGS46,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);ZBGS48:=REF(ZBGS36 OR ZBGS37 OR ZBGS38 OR ZBGS39 OR ZBGS40 OR ZBGS41 OR ZBGS42 OR ZBGS43 OR ZBGS44 OR ZBGS45 OR ZBGS46 OR ZBGS47,1) AND ZBGS11;ZBGS49:=REF(ZBGS11 OR ZBGS12 OR ZBGS13 OR ZBGS29 OR ZBGS30 OR ZBGS31 OR ZBGS32 OR ZBGS33 OR ZBGS34 OR ZBGS4 OR ZBGS5 OR ZBGS35,1) AND ZBGS36;STICKLINE(CLOSE< REF(CLOSE,1),HIGH,LOW,0,0 ),COLOR00DD00;STICKLINE(CLOSE< REF(CLOSE,1),OPEN,CLOSE,3.2,0 ),COLORFF33FF;STICKLINE(CLOSE< REF(CLOSE,1),OPEN,CLOSE,2.7,0 ),COLORFF55FF;STICKLINE(CLOSE< REF(CLOSE,1),OPEN,CLOSE,2.1,0 ),COLORFF77FF;STICKLINE(CLOSE< REF(CLOSE,1),OPEN,CLOSE,1.5,0 ),COLORFF99FF;STICKLINE(CLOSE< REF(CLOSE,1),OPEN,CLOSE,0.9,0 ),COLORFFBBFF;STICKLINE(CLOSE< REF(CLOSE,1),OPEN,CLOSE,0.3,0 ),COLORFFDDFF;STICKLINE(CLOSE> REF(CLOSE,1),HIGH,LOW,0,0 ),COLOR000DDD;STICKLINE(CLOSE> REF(CLOSE,1),OPEN,CLOSE,3.2,0 ),COLOR003333;STICKLINE(CLOSE> REF(CLOSE,1),OPEN,CLOSE,2.7,0 ),COLOR005555;STICKLINE(CLOSE> REF(CLOSE,1),OPEN,CLOSE,2.1,0 ),COLOR007777;STICKLINE(CLOSE> REF(CLOSE,1),OPEN,CLOSE,1.5,0 ),COLOR009999;STICKLINE(CLOSE> REF(CLOSE,1),OPEN,CLOSE,0.9,0 ),COLOR00BBBB;STICKLINE(CLOSE> REF(CLOSE,1),OPEN,CLOSE,0.3,0 ),COLOR00DDDD;STICKLINE(ZBGS11 OR ZBGS12 OR ZBGS13 OR ZBGS29 OR ZBGS30 OR ZBGS31 OR ZBGS32 OR ZBGS33 OR ZBGS34 OR ZBGS4 OR ZBGS5 OR ZBGS35,CLOSE,REF(CLOSE,1),3.2,0),COLOR000555;STICKLINE(ZBGS11 OR ZBGS12 OR ZBGS13 OR ZBGS29 OR ZBGS30 OR ZBGS31 OR ZBGS32 OR ZBGS33 OR ZBGS34 OR ZBGS4 OR ZBGS5 OR ZBGS35,CLOSE,REF(CLOSE,1),2.7,0),COLOR000777;STICKLINE(ZBGS11 OR ZBGS12 OR ZBGS13 OR ZBGS29 OR ZBGS30 OR ZBGS31 OR ZBGS32 OR ZBGS33 OR ZBGS34 OR ZBGS4 OR ZBGS5 OR ZBGS35,CLOSE,REF(CLOSE,1),2.1,0),COLOR000999;STICKLINE(ZBGS11 OR ZBGS12 OR ZBGS13 OR ZBGS29 OR ZBGS30 OR ZBGS31 OR ZBGS32 OR ZBGS33 OR ZBGS34 OR ZBGS4 OR ZBGS5 OR ZBGS35,CLOSE,REF(CLOSE,1),1.5,0),COLOR000BBB;STICKLINE(ZBGS11 OR ZBGS12 OR ZBGS13 OR ZBGS29 OR ZBGS30 OR ZBGS31 OR ZBGS32 OR ZBGS33 OR ZBGS34 OR ZBGS4 OR ZBGS5 OR ZBGS35,CLOSE,REF(CLOSE,1),0.9,0),COLOR000DDD;STICKLINE(ZBGS11 OR ZBGS12 OR ZBGS13 OR ZBGS29 OR ZBGS30 OR ZBGS31 OR ZBGS32 OR ZBGS33 OR ZBGS34 OR ZBGS4 OR ZBGS5 OR ZBGS35,CLOSE,REF(CLOSE,1),0.3,0),COLOR000FFF;STICKLINE(ZBGS36 OR ZBGS37 OR ZBGS38 OR ZBGS39 OR ZBGS40 OR ZBGS41 OR ZBGS42 OR ZBGS43 OR ZBGS44 OR ZBGS45 OR ZBGS46 OR ZBGS47,CLOSE,REF(CLOSE,1),3.2,0),COLOR005500;STICKLINE(ZBGS36 OR ZBGS37 OR ZBGS38 OR ZBGS39 OR ZBGS40 OR ZBGS41 OR ZBGS42 OR ZBGS43 OR ZBGS44 OR ZBGS45 OR ZBGS46 OR ZBGS47,CLOSE,REF(CLOSE,1),2.7,0),COLOR007700;STICKLINE(ZBGS36 OR ZBGS37 OR ZBGS38 OR ZBGS39 OR ZBGS40 OR ZBGS41 OR ZBGS42 OR ZBGS43 OR ZBGS44 OR ZBGS45 OR ZBGS46 OR ZBGS47,CLOSE,REF(CLOSE,1),2.1,0),COLOR009900;STICKLINE(ZBGS36 OR ZBGS37 OR ZBGS38 OR ZBGS39 OR ZBGS40 OR ZBGS41 OR ZBGS42 OR ZBGS43 OR ZBGS44 OR ZBGS45 OR ZBGS46 OR ZBGS47,CLOSE,REF(CLOSE,1),1.5,0),COLOR00BB00;STICKLINE(ZBGS36 OR ZBGS37 OR ZBGS38 OR ZBGS39 OR ZBGS40 OR ZBGS41 OR ZBGS42 OR ZBGS43 OR ZBGS44 OR ZBGS45 OR ZBGS46 OR ZBGS47,CLOSE,REF(CLOSE,1),0.9,0),COLOR00DD00;STICKLINE(ZBGS36 OR ZBGS37 OR ZBGS38 OR ZBGS39 OR ZBGS40 OR ZBGS41 OR ZBGS42 OR ZBGS43 OR ZBGS44 OR ZBGS45 OR ZBGS46 OR ZBGS47,CLOSE,REF(CLOSE,1),0.3,0),COLOR00FF00;DRAWTEXT_FIX(1,0.980,20,1,' 公式源码 '),COLOR333333;STICKLINE(ZBGS48,REF(CLOSE,1),REF(CLOSE,2),3.2,0),COLOR550055;STICKLINE(ZBGS48,REF(CLOSE,1),REF(CLOSE,2),2.7,0),COLOR770077;STICKLINE(ZBGS48,REF(CLOSE,1),REF(CLOSE,2),2.1,0),COLOR990099;STICKLINE(ZBGS48,REF(CLOSE,1),REF(CLOSE,2),1.5,0),COLORBB00BB;STICKLINE(ZBGS48,REF(CLOSE,1),REF(CLOSE,2),0.9,0),COLORDD00FF;XG1:=ZBGS6;ZHOUQI1:= BARSCOUNT(C);ZHOUQI2:=BARSLAST(YEAR=2014 AND DAY<>REF(DAY,1));ZHOUQI:=IF(ZHOUQI1>ZHOUQI2,ZHOUQI2,ZHOUQI1);BBQ1:=BARSLAST(BARSLAST(XG1)=5);BBQ2:=BARSLAST(FILTER(XG1,5));BBQ3:=CROSS(BBQ2< BBQ1,0.5),COLORRED;BBQ4:=CROSS(BBQ2>BBQ1,0.5),COLORGREEN;BBQ5:=IF(BBQ4=1 AND C>REF(C,5),1,0);BBQ6:=SUM(BBQ5,ZHOUQI);BBQ7:=SUM(IF(BBQ4=1 ,1,0),ZHOUQI);胜率5:=BBQ6/BBQ7*100;主升浪启动胜率:胜率5,NODRAW;DRAWTEXT_FIX(ISLASTBAR ,0.8,0.6,0,VARCAT(VARCAT('主升浪启动信号持有5日胜率: ',CON2STR(胜率5,2)),'%')),COLORYELLOW;SLAB1:=DDTX2;SLAB2:=BARSCOUNT(C);SLAB3:=BARSLAST(YEAR=2014 AND DAY<>REF(DAY,1));SLAB4:=IF(SLAB2>SLAB3,SLAB3,SLAB2);SLAB5:=BARSLAST(BARSLAST(SLAB1)=5);SLAB6:=BARSLAST(FILTER(SLAB1,5));SLAB7:=CROSS(SLAB6< SLAB5,0.5),COLORRED;SLAB8:=CROSS(SLAB6>SLAB5,0.5),COLORGREEN;SLAB9:=IF(SLAB8=1 AND C>REF(C,5),1,0);SLAB10:=SUM(SLAB9,SLAB4);SLAB11:=SUM(IF(SLAB8=1 ,1,0),SLAB4);SLAB12:=SLAB10/SLAB11*100;良机莫失胜率:SLAB12,NODRAW;DRAWTEXT_FIX(ISLASTBAR ,0.8,0.5,0,VARCAT(VARCAT('买良机莫失持有5日胜率: ',CON2STR(SLAB12,2)),'%')),COLORYELLOW;SLAC1:=ZBGS25;SLAC2:=BARSCOUNT(C);SLAC3:=BARSLAST(YEAR=2014 AND DAY<>REF(DAY,1));SLAC4:=IF(SLAC2>SLAC3,SLAC3,SLAC2);SLAC5:=BARSLAST(BARSLAST(SLAC1)=5);SLAC6:=BARSLAST(FILTER(SLAC1,5));SLAC7:=CROSS(SLAC6< SLAC5,0.5),COLORRED;SLAC8:=CROSS(SLAC6>SLAC5,0.5),COLORGREEN;SLAC9:=IF(SLAC8=1 AND C>REF(C,5),1,0);SLAC10:=SUM(SLAC9,SLAC4);SLAC11:=SUM(IF(SLAC8=1 ,1,0),SLAC4);SLAC12:=SLAC10/SLAC11*100;高度关注:SLAB12,NODRAW;DRAWTEXT_FIX(ISLASTBAR ,0.8,0.4,0,VARCAT(VARCAT('高度关注持有5日胜率: ',CON2STR(SLAC12,2)),'%')),COLORYELLOW;