核心逻辑
这是一个综合型趋势跟踪指标,结合了均线系统、布林带原理和波动率分析。核心思想是通过多条均线的配合来判断牛熊市转换:短期5日均线、中期21日均线、长期250日均线(牛熊线)构成多层次趋势判断体系。同时使用34日波动率指标(VAR3)和21日波动率指标(VAR1/VAR2)来捕捉价格的相对高低位置,识别超买超卖状态。当价格站上21日均线("界")时视为多头市场,显示红色K线;跌破则为空头市场,显示黄色K线。
买卖信号
1. **春播(买入)**:ZIG(3,10)指标向上转折且之前处于下降状态,显示"春播"信号,K线变为紫红色 2. **B点(买入)**:VAR2上穿MA(VAR3,6)时,在最低价下方显示"B"买入标记 3. **MA5上穿界**:5日均线上穿21日均线时显示"◇底背离"买入提示 4. **秋收(卖出)**:ZIG(3,10)指标向下转折且之前处于上升状态,显示"秋收"信号,K线变为黄色 5. **S点(卖出)**:MA(VAR3,6)上穿VAR1时,在最高价上方显示"S"卖出标记 6. **止损条件**:股价触及27日均线(止损线)或13日均线(风险线)时考虑清仓
用法
1. **分批建仓**:当出现"春播"信号时开始关注,首次出现B点时买入第一笔,K线翻红且黄色持股线(21日均线)向上时加仓 2. **持有策略**:股价在21日均线上方运行且K线为红色时一路持有 3. **分批减仓**:出现"秋收"信号时减仓,出现S点时继续减仓,股价跌破止损线或黄色持股线消失时清仓 4. **风险控制**:密切关注13日均线(风险线)和27日均线(止损线),有效跌破需严格止损
公式源码
1. 买: 春播(注意买入)、B点(加仓)、黄色持股线出现(加仓)、K线翻红(加仓)分三步逐步加仓; 2. 卖: 秋收(注意风险卖)、S点(派发)、股价触及止损线和黄色持股线消失(清仓)分三步逐步减仓; 3. 红色K线一路持有; MA5:MA(CLOSE,5),pointdot,color000000,linethick1; MA21:=EMA(CLOSE,21); MID:MA(CLOSE,21),color000000,linethick0; 风险线: MA(CLOSE,13),linethick3,COLORGREEN; 止损线: MA(CLOSE,27),linethick0,Coloree00ee; UPPER:MID + 2*STD(C,20),LINETHICK0,COLORFFFFFF; LOWER:MID - 2*STD(C,20),LINETHICK0,COLORFFFFFF; H1:=EMA(SLOPE(CLOSE,34)*20+CLOSE,75); H2:=EMA(CLOSE,8); Var1d:=H2-H1; a:=(3*c+l+o+h)/6; b:=(20*a+19*ref(a,1)+18*ref(a,2)+17*ref(a,3)+16*ref(a,4)+15*ref(a,5)+14*ref(a,6)+13*ref(a,7)+12*ref(a,8)+11*ref(a,9)+10*ref(a,10)+9*ref(a,11)+8*ref(a,12)+7*ref(a,13)+6*ref(a,14)+5*ref(a,15)+4*ref(a,16)+3*ref(a,17)+2*ref(a,18)+ref(a,20))/210; d:=ma(b,10); STICKLINE((MA21 > REF(MA21,1)),MA21,MA21,5,6),LINETHICK2,Color00FFFF; STICKLINE(C>=MID AND C>=O,C,O,5,0),COLORRED; STICKLINE(C>=MID AND C>=O,H,L,0,0),COLORRED; STICKLINE(C>=MID AND C<O,C,O,5,1),COLORRED; STICKLINE(C>=MID AND C<O,O,H,0,0),COLORRED; STICKLINE(C>=MID AND C<O,C,L,0,0),COLORRED; STICKLINE(C<MID AND C>O,C,O,5,1),COLORffff00; STICKLINE(C<MID AND C<=O,C,O,5,1),COLORffff00; STICKLINE(C<MID AND C<=O,H,L,0,1),COLORffff00; STICKLINE(C<MID AND C>O,C,H,0,1),COLORffff00; STICKLINE(C<MID AND C>O,O,L,0,1),COLORffff00; 牛熊线:EMA(C,250),CIRCLEDOT,color999999; 界:MA(CLOSE,21),,pointdot,color000000,linethick0; VAR1:=(100 - ((90 * (HHV(HIGH,21) - CLOSE)) / (HHV(HIGH,21) - LLV(LOW,21)))); VAR2:=(100 - ((90 * (HHV(HIGH,21) - CLOSE)) / (HHV(HIGH,21) - LLV(LOW,21)))); VAR3:=(100 - MA(((100 * (HHV(HIGH,6) - CLOSE)) / (HHV(HIGH,6) - LLV(LOW,6))),34)); DRAWICON(crOSS(VAR2,MA(VAR3,6)),(LOW * 0.95),4),linethick3; DRAWICON(CROSS(MA(VAR3,6),VAR1),(HIGH * 1.05),5),linethick3; DRAWTEXT(CROSS(VAR2,MA(VAR3,6)),(LOW * 0.988),'B'),coloryellow,linethick3; DRAWTEXT(CROSS(MA(VAR3,6),VAR1),(HIGH * 1.02),'S'),colorFFFF34,linethick3; STICKLINE(C>=界 AND C>=O,C,O,5,0),COLORRED; STICKLINE(C>=界 AND C>=O,H,L,0,0),COLORRED; STICKLINE(C>=界 AND C<O,C,O,5,1),COLORRED; STICKLINE(C>=界 AND C<O,O,H,0,0),COLORRED; STICKLINE(C>=界 AND C<O,C,L,0,0),COLORRED; STICKLINE(C<界 AND C>O,C,O,5,1),COLORffff00; STICKLINE(C<界 AND C<=O,C,O,5,1),COLORffff00; STICKLINE(C<界 AND C<=O,H,L,0,1),COLORffff00; STICKLINE(C<界 AND C>O,C,H,0,1),COLORffff00; STICKLINE(C<界 AND C>O,O,L,0,1),COLORffff00; DRAWTEXT(CROSS(MA5,界),(LOW * 0.90),'◇底背离'),COLORWHITE; VAR11:=(ZIG(3,10) < REF(ZIG(3,10),1)) AND (REF(ZIG(3,10),1) > REF(ZIG(3,10),2)); VAR22:=(ZIG(3,10) > REF(ZIG(3,10),1)) AND (REF(ZIG(3,10),1) < REF(ZIG(3,10),2)); DRAWTEXT(VAR11,HIGH*1.05,'秋收'),COLORYELLOW; DRAWTEXT(VAR22 AND (DATE < 1070804),LOW*0.97,'春播'),COLORFF00FF; STICKLINE(VAR11 AND (DATE < 1070804),CLOSE,OPEN,5,0),COLORYELLOW; STICKLINE(VAR11 AND (DATE < 1070804),HIGH,LOW,0.5,0),COLORYELLOW; STICKLINE(VAR22 AND (DATE < 1070804),CLOSE,OPEN,5,0),COLORFF00FF; STICKLINE(VAR22 AND (DATE < 1070804),HIGH,LOW,0.5,0),COLORFF00FF;