『波段指南针量化短线』指标,高收益率短线策略
量化系列指标实战用法,加载该指标后,系统将显示部分精选信号持有五根K线的历史胜率。胜率统计起始日期为最近三十天,若数据不足则取自合约上市至今。建议优先选择胜率处于百分之六十至八十之间的品种。请注意,胜率不等同于收益率,使用前可将代码调整为文华T8或T9模型进行回测,以过滤收益为负或交易次数过少的品种。此外,加载指标后,请至少压缩显示三十天K线数据,通过键盘方向下键操作,确保统计准确性。
友情提示:本指标为公益性指标,仅供研究学习与参考,不构成任何投资建议,亦不作为投资依据。感谢您的支持。
LOWV:=EMA(LLV(LOW,34),3);HIGHV:=EMA(HHV(HIGH,34),3);RSV:=EMA((CLOSE-LOWV)/(HIGHV-LOWV)*100,3);K:=SMA(RSV,8,1);D:=SMA(K,6,1);J:3*K-2*D,RGB(128,0,255);J1:=MA(J,3);PARTLINE1(J1>REF(J1,1),J1),COLORRED,LINETHICK2;PARTLINE1(J1< REF(J1,1),J1),COLORGREEN,LINETHICK2;A1:=BARSLAST(REF(CROSS(J,J1),1));DBL:=REF(CLOSE,A1+1)>CLOSE AND J>REF(J,A1+1) AND CROSS(J,J1) AND J< 20;STICKLINE(DBL,0,25,COLORMAGENTA,0);KTEXT(DBL>0,0,30,1,COLORWHITE,'买进');A2:=BARSLAST(REF(CROSS(J1,J),1));SBL:=REF(CLOSE,A2+1)< CLOSE AND REF(J1,A2+1)>J1 AND CROSS(J1,J) AND J>80;KTEXT(SBL>0,0,75,1,COLORGREEN,'卖出');STICKLINE(SBL,100,80,COLORGREEN,0);DWJC:=CROSS(J,J1) AND J<=0 AND J1<=0;STICKLINE(DWJC,0,25,COLORRED,0);KTEXT(DWJC,0,30,1,COLORWHITE,'M');GWSC:=CROSS(J1,J) AND J>=100 AND J1>=100;STICKLINE(GWSC,100,80,COLORGREEN,0);KTEXT(GWSC,0,75,1,COLORWHITE,'M');100;50;0;XG1:=DBL>0;NN:=BARSLAST(DATE< >REF(DATE,1) )+1;C1:=VALUEWHEN(DATE< >REF(DATE,1),REF(NN,1));X_1:= BARSCOUNT(C);X_2:=C1*29+NN;X_:=IF(X_1>X_2,X_2,X_1);ZBGS1:=BARSLAST(BARSLAST(XG1)=5);ZBGS2:=BARSLAST(FILTER(XG1,5));ZBGS3:=CROSS(ZBGS2< ZBGS1,0.5),COLORRED;ZBGS4:=CROSS(ZBGS2>ZBGS1,0.5),COLORGREEN;ZBGS5:=IF(ZBGS4=1 AND C>REF(C,5),1,0);ZBGS6:=SUM(ZBGS5,X_);ZBGS7:=SUM(IF(ZBGS4=1 ,1,0),X_);买进持有5K胜率:ZBGS6/ZBGS7*100,NODRAW,COLORRED;XA_1:=SBL>0;XA_2:=BARSCOUNT(C);XA_3:=C1*29+NN;XA_4:=IF(XA_2>XA_3,XA_3,XA_2);XA_5:=BARSLAST(BARSLAST(XA_1)=5);XA_6:=BARSLAST(FILTER(XA_1,5));XA_7:=CROSS(XA_6< XA_5,0.5),COLORRED;XA_8:=CROSS(XA_6>XA_5,0.5),COLORGREEN;XA_9:=IF(XA_8=1 AND C< REF(C,5),1,0);XA_10:=SUM(XA_9,XA_4);XA_11:=SUM(IF(XA_8=1 ,1,0),XA_4);卖出持有5K胜率:XA_10/XA_11*100,NODRAW,COLORGREEN;