• DMS量化交易
  • 0分
  • 安装: 适用:全部 新鲜度:2018/08/28
  • 分类:含买卖点 上传者:Clem**** 当前版本:v.1 
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指标说明

msd。。。。。。。。。。。。。。。。。。。。


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成功率统计

绝密顶底的成功率跑赢65%的指标成功率。

54只股票,成功率39.75%,交易次数1366次,平均收益率6.72%。成功率详细报告>>

指标源码

DIFF:100*(EMA(CLOSE,12)-EMA(CLOSE,26)),NODRAW; DEA:EMA(DIFF,9),NODRAW; MACD:(DIFF-DEA)*2,NODRAW; 死叉:=CROSS(DEA,DIFF); N1:=BARSLAST(死叉); N2:=REF(BARSLAST(死叉),N1+1); N3:=REF(BARSLAST(死叉),N2+N1+2); CL1:=LLV(LOW,N1+1); DIFL1:=LLV(DIFF,N1+1); CL2:=REF(CL1,N1+1); DIFL2:=REF(DIFL1,N1+1); CL3:=REF(CL2,N1+1); DIFL3:=REF(DIFL2,N1+1); PDIFL2:=IF(DIFL2>0,INTPART(LOG(DIFL2))-1,INTPART(LOG(-DIFL2))-1); MDIFL2:=INTPART(DIFL2/POW(10,PDIFL2)); PDIFL3:=IF(DIFL3>0,INTPART(LOG(DIFL3))-1,INTPART(LOG(-DIFL3))-1); MDIFL3:=INTPART(DIFL3/POW(10,PDIFL3)); MDIFB2:=INTPART(DIFF/POW(10,PDIFL2)); MDIFB3:=INTPART(DIFF/POW(10,PDIFL3)); 直接底部结构:=(CL1<CL2 ) AND (MDIFB2>MDIFL2) AND (MACD<0 AND REF(MACD,1)<0) AND MDIFB2<=REF(MDIFB2,3); 隔峰底部结构:=(CL1<CL3 AND CL3<CL2 ) AND (MDIFB3>MDIFL3) AND (MACD<0 AND REF(MACD,1)<0) AND MDIFB3<=REF(MDIFB3,3); BG:((MDIFB2>REF(MDIFB2,2))*REF(直接底部结构,3)) OR ((MDIFB3>REF(MDIFB3,2))*REF(隔峰底部结构,3)),NODRAW; P:=CROSS(DIFF,DEA); DRAWTEXT(FILTER(BG AND P,MACD>0),L*0.99,'●底部结构'),colormagenta; 金叉:=CROSS(DIFF,DEA); M1:=BARSLAST(金叉); M2:=REF(BARSLAST(金叉),M1+1); M3:=REF(BARSLAST(金叉),M2+M1+2); CH1:=HHV(HIGH,M1+1); DIFH1:=HHV(DIFF,M1+1); CH2:=REF(CH1,M1+1); DIFH2:=REF(DIFH1,M1+1); CH3:=REF(CH2,M1+1); DIFH3:=REF(DIFH2,M1+1); PDIFH2:=IF(DIFH2>0,INTPART(LOG(DIFH2))-1,INTPART(LOG(-DIFH2))-1); MDIFH2:=INTPART(DIFH2/POW(10,PDIFH2)); PDIFH3:=IF(DIFH3>0,INTPART(LOG(DIFH3))-1,INTPART(LOG(-DIFH3))-1); MDIFH3:=INTPART(DIFH3/POW(10,PDIFH3)); MDIFT2:=INTPART(DIFF/POW(10,PDIFH2)); MDIFT3:=INTPART(DIFF/POW(10,PDIFH3)); 直接顶部结构:=(CH1>CH2 ) AND (MDIFT2<MDIFH2) AND (MACD>0 AND REF(MACD,1)>0) AND MDIFT2>=REF(MDIFT2,3); 隔峰顶部结构:=(CH1>CH3 AND CH3>CH2 ) AND (MDIFT3<MDIFH3) AND (MACD>0 AND REF(MACD,1)>0) AND MDIFT3>=REF(MDIFT3,3); TG:((MDIFT2<REF(MDIFT2,2))*REF(直接顶部结构,3)) OR ((MDIFT3<REF(MDIFT3,2))*REF(隔峰顶部结构,3)),NODRAW; Q:=CROSS(DEA,DIFF); DRAWTEXT(FILTER(TG AND Q,MACD<0),H*1.02,'●顶部结构'),colorgreen; W1:=FILTER(IF(HHVBARS(HIGH,13),0,1),13); DRAWTEXT(W1,H*1.01,'时间'),coloryellow; W2:=FILTER(IF(LLVBARS(LOW,13),0,1),13); DRAWTEXT(W2,H*1.01,'时间'),coloryellow; A1:=C>REF(C,4); NT:=BARSLASTCOUNT(A1); TJ11:=NT=9; TJ13:=ISLASTBAR AND BETWEEN(NT,5,8); AY:=(BACKSET(TJ11>0,9) OR BACKSET(TJ13>0,NT))*NT; DRAWTEXT(NT=9,H*1.007,'▲高点'),colorgreen; B1:=C<REF(C,4); NT0:=BARSLASTCOUNT(B1); TJ21:=NT0=9 ; TJ23:=ISLASTBAR AND BETWEEN(NT0,5,8); AY1:=(BACKSET(TJ21>0,9) OR BACKSET(TJ23>0,NT0))*NT0; DRAWTEXT(NT0=9,L*0.994,'▲低点'),colorred; A1A:=EMA(CLOSE, 9); A1B:=((A1A - EMA(CLOSE, 5)) < 0); A1C:=((A1A - EMA(CLOSE, 5)) > 0); A1D:=BARSLAST(A1B); A1E:=BARSLAST(A1C); A1F:=IF((A1E > 0),(CLOSE - REF(CLOSE, 1)) / REF(CLOSE, 1) * 100,0); A20:=SUM(A1F,0); A21:=IF((A1D > 0),(0 - 2),0); A22:=IF((A1E > 0),SUM((CLOSE - REF(CLOSE, 1)) / REF(CLOSE, 1) * 100,A1E),0); A23:=A22 / A1E; A25:=EMA(EMA(EMA(CLOSE, 3), 3), 3); 上升通道:((A25 - REF(A25, 1)) + A25),colorred; 反转通道:MA(上升通道, 15),colorgreen; DRAWTEXT(CROSS(C,反转通道),L*0.994,'↑多头'),colorlired; DRAWTEXT(CROSS(反转通道,C),H*1.01,'↓空头'),colorblue;

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