颠覆传统MACD!独创"四维背离研判体系",通过价格与指标差异精准捕捉趋势拐点:
【底部擒牛战术】
直接底背离:价格新低+DIF线抬高=下跌动能衰竭
隔峰底背离:三次探底最深点+DIF高于首底=中长期底部
量化确认:钝化提示入场观察,红柱结构形成即分批建仓
【顶部逃顶策略】
直接顶背离:价格新高+DIF线走低=上涨控盘减弱
隔峰顶背离:三次冲顶最高点+DIF低于首顶=中期顶部
智能离场:绿柱结构形成即启动减仓,消失信号出现保持空仓
核心优势:
量化顶底背离:消除主观判断误差
多空动能可视化:DIF数值精准定位衰竭点
结构确认机制:红绿柱标记明确交易节点
适配多周期:1分钟-日线全周期覆盖
让"MACD量子引擎"成为您趋势交易的智能导航,用量化技术重塑顶底研判规则!
DIF:100*(EMA(CLOSE,12)-EMA(CLOSE,26));
DEA:EMA(DIF,9);
MACD:(DIF-DEA)*2,COLORSTICK;{底部结构预警}
死叉:=CROSS(DEA,DIF);N1:=BARSLAST(死叉),NODRAW;{最近一次死叉的位置}
N2:=REF(BARSLAST(死叉),N1+1),NODRAW;{倒数第二次死叉与倒数第一次死叉的区间}
N3:=REF(BARSLAST(死叉),N2+N1+2),NODRAW;{倒数第三次死叉与倒数第二次死叉的区间}
CL1:=LLV(C,N1+1),NODRAW;{最近一次死叉后,最低收盘价}
DIFL1:=LLV(DIF,N1+1),NODRAW;
CL2:=REF(CL1,N1+1),NODRAW;{倒数第二次死叉与倒数第一次死叉之间的最低收盘价}
DIFL2:=REF(DIFL1,N1+1),NODRAW;CL3:=REF(CL2,N1+1),NODRAW;{倒数第三次死叉与倒数第二次死叉之间的最低收盘价}
DIFL3:=REF(DIFL2,N1+1),NODRAW;
PDIFL2:=IF(DIFL2>0,INTPART(LOG(DIFL2))-1,INTPART(LOG(-DIFL2))-1);
MDIFL2:=INTPART(DIFL2/POW(10,PDIFL2));
PDIFL3:=IF(DIFL3>0,INTPART(LOG(DIFL3))-1,INTPART(LOG(-DIFL3))-1);
MDIFL3:=INTPART(DIFL3/POW(10,PDIFL3));
MDIFB2:=INTPART(DIF/POW(10,PDIFL2));
MDIFB3:=INTPART(DIF/POW(10,PDIFL3));
直接底背离:=(CL1< CL2 ) AND (MDIFB2>MDIFL2) AND (MACD< 0 AND REF(MACD,1)< 0) AND MDIFB2<=REF(MDIFB2,1);
隔峰底背离:=(CL1< CL3 AND CL3< CL2 ) AND (MDIFB3>MDIFL3) AND (MACD< 0 AND REF(MACD,1)< 0) AND MDIFB3<=REF(MDIFB3,1);
B:直接底背离 OR 隔峰底背离,NODRAW;
BG:((MDIFB2>REF(MDIFB2,1))*REF(直接底背离,1)) OR ((MDIFB3>REF(MDIFB3,1))*REF(隔峰底背离,1)),NODRAW;
底背离消失:=(REF(直接底背离,1) AND DIFL1<=DIFL2 ) OR (REF(隔峰底背离,1) AND DIFL1<=DIFL3);
DRAWTEXT(TFILTER(B,MACD>0,1),(DIF+MACD),'钝化'),COLORRED;
STICKLINE(B OR BG,DIF,DEA,1,0),COLORRED;
DRAWTEXT(TFILTER(底背离消失,B,1),(DIF+MACD),'消失'),COLORYELLOW;
DRAWTEXT(TFILTER(BG,MACD>0,1),DIF*1.1,'结构形成'),COLORMAGENTA;
{顶部结构预警}
金叉:=CROSS(DIF,DEA);M1:=BARSLAST(金叉),NODRAW;{最近一次金叉的位置}
M2:=REF(BARSLAST(金叉),M1+1),NODRAW;{倒数第二次金叉与倒数第一次金叉的区间}
M3:=REF(BARSLAST(金叉),M2+M1+2),NODRAW;{倒数第三次金叉与倒数第二次金叉的区间}
CH1:=HHV(C,M1+1),NODRAW;{最近一次金叉后,最高收盘价}
DIFH1:=HHV(DIF,M1+1),NODRAW;
CH2:=REF(CH1,M1+1),NODRAW;{倒数第二次金叉与倒数第一次金叉之间的最高收盘价}
DIFH2:=REF(DIFH1,M1+1),NODRAW;CH3:=REF(CH2,M1+1),NODRAW;{倒数第三次金叉与倒数第二次金叉之间的最高收盘价}
DIFH3:=REF(DIFH2,M1+1),NODRAW;
PDIFH2:=IF(DIFH2>0,INTPART(LOG(DIFH2))-1,INTPART(LOG(-DIFH2))-1);
MDIFH2:=INTPART(DIFH2/POW(10,PDIFH2));
PDIFH3:=IF(DIFH3>0,INTPART(LOG(DIFH3))-1,INTPART(LOG(-DIFH3))-1);
MDIFH3:=INTPART(DIFH3/POW(10,PDIFH3));
MDIFT2:=INTPART(DIF/POW(10,PDIFH2));
MDIFT3:=INTPART(DIF/POW(10,PDIFH3));
直接顶背离:=(CH1>CH2 ) AND (MDIFT2< MDIFH2) AND (MACD>0 AND REF(MACD,1)>0) AND MDIFT2>=REF(MDIFT2,1);
隔峰顶背离:=(CH1>CH3 AND CH3>CH2 ) AND (MDIFT3< MDIFH3) AND (MACD>0 AND REF(MACD,1)>0) AND MDIFT3>=REF(MDIFT3,1);
T:直接顶背离 OR 隔峰顶背离,NODRAW;
TG:((MDIFT2< REF(MDIFT2,1))*REF(直接顶背离,1)) OR ((MDIFT3< REF(MDIFT3,1))*REF(隔峰顶背离,1)),NODRAW;
顶背离消失:=(REF(直接顶背离,1) AND DIFH1>=DIFH2 ) OR (REF(隔峰顶背离,1) AND DIFH1>=DIFH3);
DRAWTEXT(TFILTER(T,MACD< 0,1),(DIF+MACD),'钝化'),COLORGREEN;
DRAWTEXT(TFILTER(顶背离消失,T,1),(DIF+MACD),'消失'),COLORYELLOW;
STICKLINE(T OR TG,DIF,DEA,1,0),COLORGREEN;
DRAWTEXT(TFILTER(TG,MACD< 0,1),DIF*1.02,'结构形成'),COLORMAGENTA;