核心逻辑
这是一个多周期共振的趋势型指标,综合运用了价格偏离度、波动率、成交量等多维度数据。具体原理: 1. **多层次计算**:通过80日、5日、34日、24日、21日、90日等多种周期计算价格偏离程度 2. **加权综合**:将不同周期的VAR类指标(VAR1-VAR29)进行加权平均,得到综合趋势值 3. **趋势判断**:DX1和DX2为短期信号线,ZX为主趋势线,生死线(N=40日)为长期趋势线 4. **乖离率辅助**:通过MM(6日、12日、24日加权乖离率)判断超买超卖状态 该指标的核心用途是判断中长期趋势方向,并在趋势转折点发出信号。
买卖信号
**买入信号:** - `J:=CROSS(DX1,0) AND COUNT(MN<GLL,2)>=1` - DX1上穿0轴,且近2日乖离率MN小于-5 - `CROSS(DX1,ZX) AND COUNT(MN<GLL,2)>=1` - DX1上穿ZX,且近2日乖离率小于-5 - 图标显示:-15位置显示买入图标 **卖出信号:** - `CROSS(生死线,DX1) AND ZX>30 AND DX1<ZX` - 生死线下穿DX1,且ZX>30、DX1<ZX - 图标显示:120位置显示卖出图标 **超买信号:** - `CROSS(100,DX1) OR CROSS(80,DX1)` - DX1上穿80或100时显示超买
用法
1. **趋势判断**:ZX线上穿生死线表示多头趋势,下穿表示空头趋势 2. **买入时机**:当DX1从下方上穿0轴或ZX,且MN(乖离率)处于-5以下时,是较安全的买入点 3. **卖出时机**:当生死线从上方下穿DX1,且ZX处于30以上时,考虑卖出 4. **仓位参考**:ZX<0时显示红色柱状线(可考虑轻仓或观望) 5. **配合其他指标**:该指标较为复杂,建议结合成交量、MACD等指标综合判断
公式源码
GLL:=-5;P:=5;N:=40;
JM:=IF(YEAR>=2003 AND MONTH>12,0,1);
VAR1:=(CLOSE-LLV(LOW,80))/(HHV(HIGH,80)-LLV(LOW,80))*200;
VAR2:=SMA(VAR1,3,1);
VAR3:=SMA(VAR2,3,1);
VAR4:=3*VAR2-2*VAR3;
VAR5:=LLV(LOW,5);
VAR6:=HHV(HIGH,5);
VAR7:=EMA((CLOSE-VAR5)/(VAR6-VAR5)*100,4)*2;
VAR8:=EMA(0.667*REF(VAR7,1)+0.333*VAR7,2);
VAR9:=3*VAR7-2*VAR8;
VARA:=POW(MA(CLOSE,5),2)+MA(CLOSE,5);
VARB:=POW(MA(LOW,5),2)+MA(LOW,5);
VARC:=POW(MA(HIGH,5),2)+MA(HIGH,5);
VARD:=(VARA-LLV(VARB,64))/(HHV(VARC,64)-LLV(VARB,64))*150+65-10;
VARE:=SMA(VARD,3,1)*1.5-100;
VARF:=SMA(VARE,3,1);
VAR10:=3*VARE-2*VARF;
VAR11:=(HIGH+LOW+CLOSE*2)/4;
VAR12:=EMA(VAR11,13);
VAR13:=STD(VAR11,13);
VAR14:=(VAR11-VAR12)*100/VAR13;
VAR15:=EMA(VAR14,5);
VAR16:=EMA(VAR15,13);
VAR17:=EMA(VAR15,13)+200-100;
VAR18:=EMA(VAR17,10);
VAR19:=3*VAR17-2*VAR18;
VAR1A:=VAR2+VAR7+VARE+VAR17;
VAR1B:=VAR3+VAR8+VARF+VAR18;
VAR1C:=VAR4+VAR9+VAR10+VAR19;
VAR1D:=(HIGH+LOW+CLOSE)/3;
VAR1E:=AMOUNT/vol/100;
VAR1F:=SUM(AMOUNT,5)/SUM(VOL,5)/100;
VAR20:=(VAR1D-MA(VAR1D,34))/(0.015*AVEDEV(VAR1D,34));
VAR21:=DMA(AMOUNT/VOL/100,VOL/CAPITAL);
VAR22:=(HIGH+LOW+CLOSE+VAR1D)/4;
VAR23:=EMA(VAR22,24);
VAR24:=STD(VAR22,24);
VAR25:=(VAR22-VAR23)/VAR24*100;
VAR26:=(VAR1D-MA(VAR1D,24))/(0.015*AVEDEV(VAR1D,24));
VAR27:=EMA(VAR25,5);
VAR28:=(VAR1E-MA(VAR1E,21))/(0.015*AVEDEV(VAR1E,21));
VAR29:=(VAR1F-MA(VAR1F,90))/(0.015*AVEDEV(VAR1F,90));
VAR2A:=(({VAR29+VAR28+}VAR27+VAR26+VAR20)/3+165)/4;
VAR2B:=(EMA(EMA(EMA(VAR2A,15),10),5)-25)*2+VAR21;
VAR2C:=(VAR1A+VAR1B+VAR1C*30)/32/5-15;
VAR2D:=EMA(VAR2C,13);{13}
VAR2E:=(VAR2A+VAR2C)/2/1.1;
DXM:= VAR2E*JM ,COLORRED,LINETHICK1;
DX1:EMA(DXM,1),COLORRED,LINETHICK1;
DX2:EMA(DX1,P),COLORYELLOW,LINETHICK1;
ZX:EMA((VAR2B+VAR2D)/2,2) , COLORDDDDDD,LINETHICK2;
生死线:EMA(ZX,N),COLORGREEN;
STICKLINE(ZX-REF(ZX,1)>0 ,ZX,0,1,0),COLORDDDDDD,LINETHICK1,POINTDOT;
STICKLINE(ZX-REF(ZX,1)<0 ,ZX,0,1,0),COLOR999955,POINTDOT;
bias1W :=(CLOSE-MA(CLOSE,6))/MA(CLOSE,6)*100;
BIAS2W :=(CLOSE-MA(CLOSE,12))/MA(CLOSE,12)*100;
BIAS3W :=(CLOSE-MA(CLOSE,24))/MA(CLOSE,24)*100;
MM:=(BIAS1W+2*BIAS2W+3*BIAS3W)/6;
MN:=MA(MM,3),COLORCC0033,LINETHICK1;
STICKLINE(ZX<0,ZX,0,1,0),COLORRED;
DRAWICON(crOSS(生死线,DX1) AND ZX>30 AND DX1<ZX,120,2);
STICKLINE(ZX<0,ZX,0,1,0),COLORRED;
盘出:IF(MN<GLL ,-15,-32)*JM,COLORGREEN,LINETHICK2;
J:=CROSS(DX1,0) AND COUNT(MN<GLL,2)>=1 OR CROSS(DX1,ZX) AND COUNT(MN<GLL,2)>=1;
DRAWICON( J,-15,1);
80,COLORWHITE,POINTDOT;
100,COLORWHITE,POINTDOT;
IF(CROSS(100,DX1) OR CROSS(80,DX1),85,120),COLORRED,LINETHICK2;