核心逻辑
这是一个基于**自适应均线系统**的复合指标,核心原理是: 1. **王KAMA(自适应移动平均)**:通过计算价格变动效率(收盘价变化幅度与波动幅度的比值),自动调整均线的敏感度。效率越高,均线跟踪越紧密;效率越低,均线越平滑。 2. **AMA20(双重自适应均线)**:使用20日参数的自适应均线,比普通EMA更智能地应对趋势和震荡行情。 3. **变色K线**:当价格站在AMA20之上时显示蓝色(多头趋势),之下显示黄色(空头趋势)。 4. **止盈位计算**:基于20日最高价和平均真实波幅(ATR)动态计算止盈位置。 5. **黄金分割支撑**:计算256日高低点的0.809和0.618位置作为支撑参考。
买卖信号
1. **买入信号**: - 王KAMA向上拐头(绿色转红色) - AMA20向上(红色显示) - 价格突破20日高点(HH20) - 突破0.809黄金分割位且放量(X_36条件) - 放量突破后回踩不破再次启动(X_42条件) 2. **卖出信号**: - 王KAMA向下(绿色显示) - AMA20向下 - 价格跌破止盈位
用法
1. **趋势判断**:以AMA20为多空分界线,蓝色K线表示多头趋势,黄色表示空头趋势 2. **买入时机**:当出现蓝色K线 + AMA20向上 + 价格突破20日高点时,是强势买入信号 3. **止盈止损**:动态止盈位 = NH20 - 2*ATR20,当价格跌破止盈位或 AMA20 向下时考虑卖出 4. **风险提示**:0.809黄金分割位突破需要放量配合(成交量大于前一日2倍以上),可提高信号可靠性
公式源码
M:=55;N1:=5;N2:=30; X_13:=Abs(CLOSE-REF(CLOSE,M)); X_14:=SUM(ABS(CLOSE-REF(CLOSE,1)),M); X_15:=X_13/X_14; X_16:=2/(N1+1); X_17:=2/(N2+1); X_18:=X_15*(X_16-X_17)+X_17; X_19:=POW(X_18,2); 王KAMA:DMA(CLOSE,X_19),COLORRED,LINETHICK2; NOTEXT1:IF(王KAMA<=REF(王KAMA,1),王KAMA,DRAWNULL),COLORGREEN,LINETHICK2; X_20:=ABS(CLOSE-REF(CLOSE,20))/SUM(ABS(CLOSE-REF(CLOSE,1)),20)*(2/(2+1)-2/(30+1))+2/(30+1); X_21:=EMA(DMA(CLOSE,X_20*X_20),2); STICKLINE(CLOSE>=X_21 AND CLOSE>OPEN,OPEN,CLOSE,(-1),1),COLOR0000DD; STICKLINE(CLOSE>=X_21 AND CLOSE>OPEN,HIGH,CLOSE,0,0),COLOR0000DD; STICKLINE(CLOSE>=X_21 AND CLOSE>OPEN,OPEN,LOW,0,0),COLOR0000DD; STICKLINE(CLOSE>=X_21 AND CLOSE<=OPEN,OPEN,CLOSE,(-1),0),COLOR0000DD; STICKLINE(CLOSE>=X_21 AND CLOSE<=OPEN,HIGH,OPEN,0,0),COLOR0000DD; STICKLINE(CLOSE>=X_21 AND CLOSE<=OPEN,CLOSE,LOW,0,0),COLOR0000DD; STICKLINE(CLOSE<X_21 AND CLOSE>OPEN,OPEN,CLOSE,(-1),1),COLORFFBB00; STICKLINE(CLOSE<X_21 AND CLOSE>OPEN,HIGH,CLOSE,0,0),COLORFFBB00; STICKLINE(CLOSE<X_21 AND CLOSE>OPEN,OPEN,LOW,0,0),COLORFFBB00; STICKLINE(CLOSE<X_21 AND CLOSE<=OPEN,OPEN,CLOSE,(-1),0),COLORFFBB00; STICKLINE(CLOSE<X_21 AND CLOSE<=OPEN,HIGH,OPEN,0,0),COLORFFBB00; STICKLINE(CLOSE<X_21 AND CLOSE<=OPEN,CLOSE,LOW,0,0),COLORFFBB00; AMA20:X_21,COLORFFAA00; UP:IF(AMA20>REF(AMA20,1),AMA20,DRAWNULL),COLORRED; X_22:=MAX(MAX(HIGH-LOW,ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW)); X_23:=SMA(X_22,20,1); NH20:HHV(HIGH,20),NODRAW; 止盈位:NH20-2*X_23,NODRAW; X_24:=HHV(HIGH,20); X_25:=HHVBARS(HIGH,20); X_26:=BARSLAST(CURRBARSCOUNT=CONST(X_25)+1); HH20:DRAWLINE(X_26=0,HIGH,ISLASTBAR,REF(HIGH,X_25),0),DOTLINE,COLORYELLOW; DRAWNUMBER(X_26=0,HIGH,HIGH),COLORYELLOW,LINETHICK9; ●:IF(X_26=0,HIGH,DRAWNULL),POINTDOT,COLORRED,LINETHICK4; X_27:=MAX(MAX(HIGH-LOW,ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW))/REF(CLOSE,1)*100; X_28:=ABS(HIGH-LOW)/REF(CLOSE,1)*100; ATR20:SMA(X_22,20,1),NODRAW; X_29:=SMA(X_27,20,1); AMA20乖离:(OPEN-AMA20)/AMA20*100,NODRAW; MA5抵扣:REF(CLOSE,5),NODRAW,COLORCYAN; MA20抵扣:REF(CLOSE,20),NODRAW,COLORFFBB00; X_30:=ABS(CLOSE-REF(CLOSE,20)); X_31:=SUM(ABS(CLOSE-REF(CLOSE,1)),20); 效率系数:SUM(ABS(X_30/X_31),1),NODRAW; X_32:=FILTER(BACKSET(MA(CLOSE,5) AND ISLASTBAR,5),5); X_33:=FILTER(BACKSET(MA(CLOSE,20) AND ISLASTBAR,20),20); STICKLINE(X_32=1,HIGH+(HIGH-LOW),LOW-(HIGH-LOW),0,(-1)),COLORYELLOW; STICKLINE(X_33=1,HIGH+1.5*(HIGH-LOW),LOW-1.2*(HIGH-LOW),0,(-1)),COLORYELLOW; M512:MA(CLOSE,512); M1024:MA(CLOSE,1024),COLORBLUE; X_34:=HHV(HIGH,256); X_35:=LLV(LOW,256); L80%:0.809*X_34+0.191*X_35,COLORMAGENTA; L61%:0.618*X_34+0.382*X_35,COLORYELLOW; X_36:=crOSS(CLOSE,L80%) AND CLOSE/REF(HIGH,1)>1.04; STICKLINE(X_36,LOW,HIGH*0.965,3,0),COLORYELLOW; X_37:=MA(vol,2)/REF(MA(VOL,2),3)>=2; X_38:=VOL=HHV(VOL,21); X_39:=X_37 AND X_38; X_40:=BARSLAST(X_36); X_41:=REF(HIGH,X_40); X_42:=HIGH>X_41 AND CLOSE>X_36 AND COUNT(X_39,2)>0 AND CLOSE/REF(CLOSE,1)>1.05; STICKLINE(X_42,HIGH,HIGH*0.95,3,0),COLORMAGENTA;