〖超跌V型反转〗突破 量化基于波动率底部过滤

gspt1:=MA(CLOSE,27);

gspt2:=((CLOSE-gspt1)/(gspt1))*(100);

gspt3:=MA(gspt2,2);

gspt4:=BARSLAST((CROSS((-10),gspt3)=1));

gspt5:=(gspt3<(-10)) AND (gspt4>3);

gspt6:=CLOSE/REF(MA(CLOSE,36),6)*10;

gspt7:=EMA(CLOSE,3);

gspt8:=((SMA(MAX((CLOSE - gspt7),0),9,1) / SMA(ABS((CLOSE - gspt7)),9,1)) * 100);

gspt9:=((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)));

gspt10:=((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)));

gspt11:=((((HHV(HIGH,21) - CLOSE) / (HHV(HIGH,21) - LLV(LOW,21))) * 100) - 10);

gspt12:=(((CLOSE - LLV(LOW,21)) / (HHV(HIGH,21) - LLV(LOW,21))) * 100);

gspt13:=SMA(SMA(gspt12,16,8),25,8)-SMA(gspt11,30,8);

gspt14:=IF((gspt8< 14) AND LOW<REF(LOW,1) AND gspt6<8.8 AND gspt13<-65,50,0);

gspt15:=IF(gspt14>1 AND CLOSE>OPEN,50,0);

gspt16:=IF(gspt14>1 AND CLOSE/LOW>1.045,50,0);

gspt17:=IF(REF(gspt14,1)>0 AND gspt14=0,10,0);

量化:IF(gspt14>3 AND gspt5=0,5,0),STICK,COLOR10FFFF,LINETHICK3;

gspt18:=IF(MAX(MAX(gspt15,gspt16),gspt17) AND REF(量化,1)>0,30,0);

对冲:IF(gspt18>0 AND REF(gspt18,1)=0,10,0),STICK,COLORRED,LINETHICK3;

www70822com:=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(gspt14>3 AND gspt5>0,5,0),STICK,COLORFF00FF,LINETHICK3;

gspt19:=IF(MAX(MAX(gspt15,gspt16),gspt17) AND REF(套利,1)>0,10,0);

机会:IF(gspt19>1 AND REF(gspt19,1)=0,10,0),STICK,COLORRED,,LINETHICK3;

DRAWTEXT(机会=10,11,'机会'),COLORRED;

DRAWTEXT(套利=5,6,'套利'),COLORFF00FF;

gspt20:=EMA(CLOSE,2);

gspt21:=EMA(CLOSE,150);

gspt22:=gspt20-gspt21;

gspt23:=EMA(gspt22,100);

gspt24:=2*(gspt22-gspt23);

趋势:(CLOSE-MA(CLOSE,21))/MA(CLOSE,21)*100,COLORMAGENTA,LINETHICK2;

增强:EMA(趋势,3),COLORWHITE,LINETHICK2;

gspt25:=LLV(LOW,3)<=LLV(LOW,60);

gspt26:=CLOSE>OPEN AND (CLOSE/OPEN>1.03 OR CLOSE/REF(CLOSE,1)>1.03);

李津:IF(gspt25 AND gspt26,趋势,0),STICK,COLORFFFF00,LINETHICK3;

DRAWTEXT(李津>0 OR 李津<0 ,0.8, '津'),COLORFFFF00,LINETHICK6;

gspt27:=CONST(HHV(MAX(MAX(11,李津),李津),120));

gspt28:=CONST(LLV(MIN(MIN(11,李津),李津),120));

gspt29:=(gspt27-gspt28)/6;

gspt30:=CURRBARSCOUNT;