这个指标是一个综合量化交易系统,主要功能是通过多维度条件计算买卖信号。核心逻辑分三块:
量能分析:通过ZYG29计算实时成交量强度,并设置动态阈值(0.5-1.6倍)来调节信号权重
趋势判断:
短期看5日均线突破(ZYG6)
中期看55日斜率均线(ZYG1)
长期看20日均线(ZYG2)
配合RSI金叉/死叉、周线MACD共振增强信号
操作策略:
当买入评分(ZYG12)>卖出评分(ZYG28)时建仓,重点把握:
① 三线突破(5/55/20日)
② 量价配合(放量涨/缩量稳)
③ 指标共振(日RSI+周MACD)
出现放量下跌、三线跌破或指标死叉时离场。通过动态量能系数调节信号强度,避免追涨杀跌。
ZYG29:=V/(REF(V,1)*FROMOPEN/240);
量能阈值:=IF(ZYG29 < 0.6, 0.5, IF(ZYG29 < 1.2, 1.0, IF(ZYG29 < 2.5, 1 + (ZYG29-1.2)*0.4, 1.6)));
ZYG1:=EMA(SLOPE(MA(C,2),21)*20+MA(C,2),55);
ZYG2:=MA(ZYG1,20);
ZYG3:=IF(C>ZYG1,C*0.98,REF(C,1));
ZYG4:=MA(ZYG3,5);
ZYG5:=MA(ZYG4,5);
ZYG6:=CROSS(C,ZYG5);
ZYG7:=CROSS(C,ZYG1);
ZYG8:=CROSS(C,ZYG2);
ZYG9:=C>REF(C,1) AND (C/REF(C,1)-1)*100< 3.1;
ZYG10:=V>MA(V,5)*1.2 AND C>REF(C,1);
ZYG11:=(C-ZYG1)/ZYG1< -0.05;
ZYG13:=CROSS(ZYG5,C);
ZYG14:=CROSS(ZYG1,C);
ZYG15:=CROSS(ZYG2,C);
ZYG16:=C/REF(C,1)< 0.98;
ZYG17:=V< MA(V,5)*0.8 AND C< REF(C,1);
ZYG18:=(C-ZYG1)/ZYG1>0.05;
ZYG30:=MTM(12);
ZYG31:=ROC(14);
ZYG32:=CROSS(ZYG30,0);
ZYG33:=CROSS(0,ZYG30);
ZYG34:=MA(TR,20);
ZYG35:=STD(C,20);
ZYG36:=ZYG34/REF(ZYG34,1)>1.2;
ZYG37:=ZYG35/REF(ZYG35,1)< 0.8 AND ZYG34>MA(ZYG34,60);
ZYG40:=V< MA(V,5)*0.8 AND C>REF(C,1)*0.99;
ZYG41:=V>MA(V,5)*1.2 AND C< REF(C,1);
LC := REF(CLOSE, 1);
RSI1 := SMA(MAX(CLOSE - LC, 0), 6, 1) / SMA(ABS(CLOSE - LC), 6, 1) * 100;
RSI2 := SMA(MAX(CLOSE - LC, 0), 12, 1) / SMA(ABS(CLOSE - LC), 12, 1) * 100;
RSI_GOLD := CROSS(RSI1, RSI2);
RSI_DEAD := CROSS(RSI2, RSI1);
周线D:=EMA(C#WEEK,12)-EMA(C#WEEK,26);
周线MACD:=EMA(周线D,9);
周线金叉:=CROSS(周线D,周线MACD);
周线死叉:=CROSS(周线MACD,周线D);
周线金叉_确认 := REF(周线金叉,1);
周线金叉_持续 := COUNT(周线金叉,3)>=2;
周线死叉_确认 := REF(周线死叉,1);
周线死叉_持续 := COUNT(周线死叉,3)>=2;
ZYG38:=RSI_GOLD AND (周线金叉_确认 OR 周线金叉_持续);
ZYG39:=RSI_DEAD AND (周线死叉_确认 OR 周线死叉_持续);
ZYG12:=(ZYG6*0.12 + ZYG7*0.10 + ZYG8*0.10 + ZYG9*0.08 + ZYG10*0.12 + ZYG40*0.10 + ZYG11*0.07 + ZYG32*0.08 + ZYG37*0.10 + ZYG38*0.13) * 量能阈值;
ZYG28:=(ZYG13*0.12 + ZYG14*0.10 + ZYG15*0.10 + ZYG16*0.08 + ZYG41*0.12 + ZYG17*0.10 + ZYG18*0.07 + ZYG33*0.08 + ZYG36*0.10 + ZYG39*0.13) * 量能阈值;
DRAWTEXT_FIX(1,0.722,0.05,1,'量化评分'),COLORFF00FF;
DRAWTEXT_FIX(1,0.646,0.12,1,'买 入 条 件'),COLOR0080FF;
DRAWTEXT_FIX(1,0.801,0.12,1,'卖 出 理 由'),COLORGREEN;
DRAWTEXT_FIX(1,0.80,0.05,1,'量能强度比'),COLORYELLOW;
DRAWTEXT_FIX(1,0.600,0.17,1,'短期突破'),COLOR0080FF;
DRAWTEXT_FIX(1,0.600,0.22,1,'中线突破'),COLOR0080FF;
DRAWTEXT_FIX(1,0.600,0.27,1,'长线突破'),COLOR0080FF;
DRAWTEXT_FIX(1,0.595,0.32,1,'收涨'),COLOR0080FF;
DRAWTEXT_FIX(1,0.600,0.37,1,'放量上涨'),COLOR0080FF;
DRAWTEXT_FIX(1,0.600,0.42,1,'缩量企稳'),COLOR0080FF;
DRAWTEXT_FIX(1,0.590,0.47,1,'超卖'),COLOR0080FF;
DRAWTEXT_FIX(1,0.600,0.52,1,'动量金叉'),COLOR0080FF;
DRAWTEXT_FIX(1,0.619,0.57,1,'波动率低位机会'),COLOR0080FF;
DRAWTEXT_FIX(1,0.619,0.62,1,'日RSI周MACD金振'),COLOR0080FF;
DRAWTEXT_FIX(1,0.646,0.67,1,'买入评分'),COLOR0080FF;
DRAWTEXT_FIX(1,0.755,0.17,1,'短线跌破'),COLORGREEN;
DRAWTEXT_FIX(1,0.755,0.22,1,'中线跌破'),COLORGREEN;
DRAWTEXT_FIX(1,0.755,0.27,1,'长线跌破'),COLORGREEN;
DRAWTEXT_FIX(1,0.750,0.32,1,'收跌'),COLORGREEN;
DRAWTEXT_FIX(1,0.755,0.37,1,'缩量阴跌'),COLORGREEN;
DRAWTEXT_FIX(1,0.755,0.42,1,'放量下跌'),COLORGREEN;
DRAWTEXT_FIX(1,0.750,0.47,1,'超买'),COLORGREEN;
DRAWTEXT_FIX(1,0.755,0.52,1,'动量死叉'),COLORGREEN;
DRAWTEXT_FIX(1,0.788,0.57,1,'波动率高位风险'),COLORGREEN;
DRAWTEXT_FIX(1,0.806,0.62,1,'日RSI周MACD死振'),COLORGREEN;
DRAWTEXT_FIX(1,0.80,0.67,1,'卖出评分'),COLORGREEN;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.17,1,ZYG6),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.22,1,ZYG7),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.27,1,ZYG8),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.32,1,ZYG9),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.37,1,ZYG10),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.42,1,ZYG40),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.47,1,ZYG11),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.62,1,ZYG38),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.67,1,ZYG12),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.17,1,ZYG13),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.22,1,ZYG14),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.27,1,ZYG15),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.32,1,ZYG16),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.37,1,ZYG17),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.47,1,ZYG18),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.42,1,ZYG41),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.62,1,ZYG39),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.67,1,ZYG28),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.85,0.05,1,ZYG29),COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.52,1,ZYG32),COLOR0080FF;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.52,1,ZYG33),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.855,0.57,1,ZYG36),COLOR00FF00;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.695,0.57,1,ZYG37),COLOR0080FF;
DRAWRECTREL(900,90,950,495,0);
DRAWRECTREL(900,CONST(495-ZYG12*50),950,495,95);
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.965,0.05,1,(ZYG12-ZYG28)*10),COLORRED;
DRAWTEXT_FIX(1,0.91,0.05,1,'综合评分'),COLOR8000FF;
DRAWICON(ZYG6,L*0.998,42);
DRAWICON(ZYG13,H*1.002,43);