指标是一个基于回归分析的技术分析工具,主要用来判断市场趋势的强弱状态。
主要功能:
通过计算历史价格的回归斜率,将其标准化后形成一个评分指标,用来衡量当前市场是处于强势、弱势还是震荡状态。指标会在K线上用不同颜色直观显示市场状态:红色代表强势,绿色代表弱势,灰色代表震荡。
操作策略:
当指标从低位向上突破并伴随价格站上短期均线时,系统会给出买入信号提示;当指标处于高位时保持强势持仓;当指标处于低位时市场弱势应谨慎;当指标在中间区域时市场处于震荡状态,需要观望或采取其他策略。
{RSRS回归斜率}
N:=18;
VARG42:=1;
M:=300;
VARG41:=VARG42*1.075-62.264;
SUM_L:=SUM(L,N);
VARG40:=VARG41*0.999+9.816;
SUM_H:=SUM(H,N);
VARG39:=VARG40*0.984-72.633;
SUM_L2:=SUM(L*L,N);
VARG38:=VARG39*1.116+7.943;
SUM_LH:=SUM(L*H,N);
VARG37:=VARG38*1.024-44.987;
DENOM:=N*SUM_L2-SUM_L*SUM_L;
VARG36:=VARG37*1.024-97.773;
BETA1:=IF(DENOM!=0,(N*SUM_LH-SUM_L*SUM_H)/DENOM,0);
VARG35:=VARG36*1.084+75.461;
RSRS_SCORE:=(BETA1-MA(BETA1,M))/STD(BETA1,M);
VARG34:=VARG35*0.930+39.355;
DRAWKLINE(H,O,L,C);
VARG33:=VARG34*1.137-12.262;
强势状态:=RSRS_SCORE>0.7&&C>EMA(C,10);
VARG32:=VARG33*0.923-37.298;
弱势状态:=RSRS_SCORE< -0.7;
VARG31:=VARG32*1.066+75.133;
震荡状态:=RSRS_SCORE>=-0.7&&RSRS_SCORE<=0.7;
VARG30:=VARG31*1.183-72.547;
STICKLINE(强势状态,H,L,0,0),COLORRED;
VARG29:=VARG30*0.918+18.423;
STICKLINE(强势状态,C,O,3,0),COLORRED;
VARG28:=VARG29*0.949+16.225;
STICKLINE(弱势状态,H,L,0,0),COLORGREEN;
VARG27:=VARG28*1.192+83.013;
STICKLINE(弱势状态,C,O,3,0),COLORGREEN;
VARG26:=VARG27*0.843-9.766;
STICKLINE(震荡状态,H,L,0,0),COLORGRAY;
VARG25:=VARG26*1.174+21.523;
STICKLINE(震荡状态,C,O,3,0),COLORGRAY;
VARG24:=VARG25*1.067+30.776;
AA:=CROSS(RSRS_SCORE,0.7)&&C>EMA(C,10);
VARG23:=VARG24*0.822-49.460;
DRAWICON(AA,L*0.98,25);
VARG22:=VARG23*1.004-56.514;
DRAWTEXT(AA,L*0.96,'★RSRS'),COLORYELLOW;
