“量化波段趋势”副图指标，趋势吃大段 震荡赚小钱 背离吃拐点 风控靠铁律​

{量化波段趋势交易}

{参数设置}

ADX阈值:=20;    {ADX趋势强度阈值}

调整幅度:=10;   {动态阈值调整范围}

RSI周期:=14;    {RSI计算周期}

ATR周期:=14;    {ATR计算周期}

ADX_N:=12; {ADX计算的N值}

ADX_M:=6;  {ADX平滑的M值}

量能周期:=20;   {量能参考周期}

ATR乘数:=1.5;   {ATR突破/跌破的倍数}

{ADX}

TR1:=MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW));

HD:=HIGH-REF(HIGH,1);

LD:=REF(LOW,1)-LOW;

DMP:=SUM(IF(HD>0 AND HD>LD,HD,0),ADX_N);

DMM:=SUM(IF(LD>0 AND LD>HD,LD,0),ADX_N);

MTR:=SUM(TR1,ADX_N);

PDI:=DMP*100/MTR;

MDI:=DMM*100/MTR;

ADX:MA(ABS(MDI-PDI)/(MDI+PDI)*100,ADX_M),COLOR00EEEE,LINETHICK2;

ADXR:(ADX+REF(ADX,ADX_M))/2,COLORFFFFFF,LINETHICK2;

DRAWBAND(ADX,RGB(200,0,200),ADXR,RGB(150,150,150));

多空控盘:PDI-MDI,COLORSTICK;

关注线1:20,COLORF0F000;

关注线2:40,COLOR0000FF;

LC:=REF(CLOSE,1);

RSI:SMA(MAX(CLOSE-LC,0),RSI周期,1)/SMA(ABS(CLOSE-LC),RSI周期,1)*100,COLORBLUE;

抗钝化RSI:IF(ADX>ADX阈值,RSI,RSI*0.7+50*0.3),COLOR00FFFF,LINETHICK1;

ATR值:=MA(TR1,ATR周期);

波动率:=STD(CLOSE,量能周期);

最大波动率:=HHV(波动率,250);

波动因子:IF(最大波动率>0.001,波动率/最大波动率,0);

平均量:=MA(VOL,量能周期);

最大平均量:=HHV(平均量,250);

量能因子:IF(最大平均量>0.001,平均量/最大平均量,0);

综合因子:=(波动因子+量能因子)/2;

动态超卖线:30-综合因子*调整幅度,COLORGREEN,LINETHICK1;

动态超买线:70+综合因子*调整幅度,COLORRED,LINETHICK1;

固定参考线1:30,DOTLINE;

固定参考线2:70,DOTLINE;

波动过滤:=ATR值>REF(MA(ATR值,5),1)*1.2;

波动率相对强度:ATR值/REF(MA(ATR值,20),1)*50,COLORGRAY;

STICKLINE(波动过滤,50,55,1,0),COLORYELLOW;

五日前低点:=LLV(LOW,5);

五日前高点:=HHV(HIGH,5);

趋势买入:=CROSS(抗钝化RSI,动态超卖线) AND ADX>ADX阈值 AND 波动过滤;

趋势卖出:=CROSS(动态超买线,抗钝化RSI) AND ADX>ADX阈值 AND 波动过滤;

趋势结束:=CROSS(ADXR,ADX) AND ADX>40;

震荡买入:=CROSS(RSI,动态超卖线) AND ADX<=ADX阈值 AND 波动过滤;

震荡卖出:=CROSS(动态超买线,RSI) AND ADX<=ADX阈值 AND 波动过滤;

看涨背离:=LOW< REF(LLV(LOW,10),1) AND RSI>REF(RSI,1);

看跌背离:=HIGH>REF(HHV(HIGH,10),1) AND RSI< REF(RSI,1);

ATR突破:=波动过滤 AND CROSS(RSI,30) AND CLOSE>五日前低点+ATR值*ATR乘数;

ATR跌破:=波动过滤 AND CROSS(70,RSI) AND CLOSE< 五日前高点-ATR值*ATR乘数;

低吸:=RSI< 动态超卖线 AND RSI>=REF(RSI,1) AND REF(RSI,1)< REF(RSI,2) AND MA(V,5)>MA(V,34) AND NOT(NAMELIKE('ST')) AND NOT(NAMELIKE('*ST')) AND V>1 AND DYNAINFO(39)>0;

DRAWICON(趋势买入,RSI-5,1);

DRAWICON(趋势卖出,RSI+5,2);

DRAWICON(趋势结束,RSI+10,23);

DRAWICON(震荡买入,RSI-5,7);

DRAWICON(震荡卖出,RSI+5,8);

DRAWICON(看涨背离,RSI-5,1);

DRAWICON(看跌背离,RSI+5,2);

DRAWICON(ATR突破,RSI-5,11);

DRAWICON(ATR跌破,RSI+5,12);

DRAWTEXT(低吸,RSI-5,'低吸'),COLOR80FFFF;

DRAWTEXT(趋势买入,动态超卖线-8,'趋势买'),COLORGREEN;

DRAWTEXT(趋势卖出,动态超买线+8,'趋势卖'),COLORRED;

DRAWTEXT(ATR突破,30-8,'ATR突破'),COLORGREEN;

DRAWTEXT(ATR跌破,70+8,'ATR跌破'),COLORRED;

DRAWTEXT(看涨背离,RSI-10,'底背离'),COLORCYAN;

DRAWTEXT(看跌背离,RSI+10,'顶背离'),COLORMAGENTA;

DRAWNUMBER(ISLASTBAR,动态超卖线,动态超卖线),COLORGREEN;

DRAWNUMBER(ISLASTBAR,动态超买线,动态超买线),COLORRED;