指标源码的主要功能是通过多指标组合识别股票市场中的量化交易、对冲和套利机会,具体操作策略如下:
量化交易信号:结合价格波动率和均线关系,确认量化交易机会。
对冲策略:通过成交量和价格变化,识别对冲入场时机。
套利机会:结合趋势和波动率指标,确认套利入场点。
HG1:=MA(CLOSE,27);
HG2:=((CLOSE-HG1)/(HG1))*(100);
HG3:=MA(HG2,2);
HG4:=BARSLAST((CROSS((-10),HG3)=1));
HG5:=(HG3<(-10)) AND (HG4>3);
HG6:=CLOSE/REF(MA(CLOSE,36),6)*10;
HG7:=EMA(CLOSE,3);
HG8:=((SMA(MAX((CLOSE - HG7),0),9,1) / SMA(ABS((CLOSE - HG7)),9,1)) * 100);
HG9:=((100 - (3 * SMA((((CLOSE - LLV(LOW,75)) / (HHV(HIGH,75) - LLV(LOW,75))) * 100),30,1))) + (2 * SMA(SMA((((CLOSE - LLV(LOW,75)) / (HHV(HIGH,75) - LLV(LOW,75))) * 100),30,1),21,1)));
HG10:=((100 - (3 * SMA((((OPEN - LLV(LOW,75)) / (HHV(HIGH,75) - LLV(LOW,75))) * 100),30,1))) + (2 * SMA(SMA((((OPEN - LLV(LOW,75)) / (HHV(HIGH,75) - LLV(LOW,75))) * 100),30,1),21,1)));
HG11:=((((HHV(HIGH,21) - CLOSE) / (HHV(HIGH,21) - LLV(LOW,21))) * 100) - 10);
HG12:=(((CLOSE - LLV(LOW,21)) / (HHV(HIGH,21) - LLV(LOW,21))) * 100);
HG13:=SMA(SMA(HG12,16,8),25,8)-SMA(HG11,30,8);
HG14:=IF((HG8< 14) AND LOW<REF(LOW,1) AND HG6<8.8 AND HG13<-65,50,0);
HG15:=IF(HG14>1 AND CLOSE>OPEN,50,0);
HG16:=IF(HG14>1 AND CLOSE/LOW>1.045,50,0);
HG17:=IF(REF(HG14,1)>0 AND HG14=0,10,0);
量化:IF(HG14>3 AND HG5=0,5,0),STICK,COLOR10FFFF,LINETHICK3;
HG18:=IF(MAX(MAX(HG15,HG16),HG17) AND REF(量化,1)>0,30,0);
对冲:IF(HG18>0 AND REF(HG18,1)=0,10,0),STICK,COLORRED,LINETHICK3;
WWWZBGS3COM:=VOL/((HIGH-LOW)*2-ABS(CLOSE-OPEN));
DRAWTEXT(对冲=10,11,'对冲'),COLORRED;
DRAWTEXT(量化=5,6,'量化'),COLOR10FFFF;
套利:IF(HG14>3 AND HG5>0,5,0),STICK,COLORFF00FF,LINETHICK3;
HG19:=IF(MAX(MAX(HG15,HG16),HG17) AND REF(套利,1)>0,10,0);
机会:IF(HG19>1 AND REF(HG19,1)=0,10,0),STICK,COLORRED,,LINETHICK3;
DRAWTEXT(机会=10,11,'机会'),COLORRED;
DRAWTEXT(套利=5,6,'套利'),COLORFF00FF;
HG20:=EMA(CLOSE,2);
HG21:=EMA(CLOSE,150);
HG22:=HG20-HG21;
HG23:=EMA(HG22,100);
HG24:=2*(HG22-HG23);
趋势:(CLOSE-MA(CLOSE,21))/MA(CLOSE,21)*100,COLORMAGENTA,LINETHICK2;
增强:EMA(趋势,3),COLORWHITE,LINETHICK2;
HG25:=LLV(LOW,3)<=LLV(LOW,60);
HG26:=CLOSE>OPEN AND (CLOSE/OPEN>1.03 OR CLOSE/REF(CLOSE,1)>1.03);
李津:IF(HG25 AND HG26,趋势,0),STICK,COLORFFFF00,LINETHICK3;
DRAWTEXT(李津>0 OR 李津<0 ,0.8, '津'),COLORFFFF00,LINETHICK6;
HG27:=CONST(HHV(MAX(MAX(11,李津),李津),120));
HG28:=CONST(LLV(MIN(MIN(11,李津),李津),120));
HG29:=(HG27-HG28)/6;
HG30:=CURRBARSCOUNT;