对于机械量化交易 指标不要多 一个就好
围绕MACD做量化 美化 组合
指标很简单所以执行起来也简单
指标多了有时候会打架 让人犹豫不决
SHORT:=12;
LONG:=26;
M:=9;
DIF:=(EMA(CLOSE,12) - EMA(CLOSE,26)),COLORSTICK;
DEA:=EMA(DIF,9);
MACD:=(2 * (DIF - DEA)),COLORSTICK;
STICKLINE((DIF>0),DIF,0,0,-1)COLOR0000CC;
STICKLINE((DIF<0),DIF,0,0,-1)COLORGREEN;
J:=DIF;
STICKLINE(J>REF(J,1),HHV(J,3),LLV(J,3),0,0),COLOR000088;
STICKLINE(J>REF(J,1),J,REF(J,1),3,0),COLOR0000AA;
STICKLINE(J>REF(J,1),J,REF(J,1),2,0),COLOR0000CC;
STICKLINE(J>REF(J,1),J,REF(J,1),1,0),COLOR0000EE;
STICKLINE(J<REF(J,1),HHV(J,3),LLV(J,3),0,0),COLORFFAA00;
STICKLINE(J<REF(J,1),J,REF(J,1),3,0),COLORFF4400;
STICKLINE(J<REF(J,1),J,REF(J,1),2,0),COLORFF8800;
STICKLINE(J<REF(J,1),J,REF(J,1),1,0),COLORFFAA00;
STICKLINE(CROSS(J,0),J,REF(J,1),3,0),COLORMAGENTA;
STICKLINE(CROSS(0,J),J,REF(J,1),3,0),COLORGREEN;
JCSC:=(M-1)/(M+1)*DEA/(1-2/(M+1));{计算出金叉死叉时的DIFF值}
DD:=(MACD/2+(DEA*(M-1)/(M+1)))/(1-2/(M+1));{计算出明日MACD=MACD时的DIFF值}
DIF拐头价:=(DIF*(SHORT+1)*(LONG+1)-(LONG+1)*(SHORT-1)*EMA(C,SHORT)+(SHORT+1)*(LONG-1)*EMA(C,LONG))/(2*((LONG+1)-(SHORT+1)))COLORCYAN,LINETHICK3;
柱变向价:=(DD*(SHORT+1)*(LONG+1)-(LONG+1)*(SHORT-1)*EMA(C,SHORT)+(SHORT+1)*(LONG-1)*EMA(C,LONG))/(2*((LONG+1)-(SHORT+1))),COLORGREEN;
黄铢消失见顶:=IF(柱变向价>=DIF拐头价,DEA/2,DRAWNULL),COLORMAGENTA,CIRCLEDOT,LINETHICK1;
{DRAWNUMBER(DIF>DEA,DIF,BARSLAST(CROSS(DIF,DEA))+1),COLORRED;
DRAWNUMBER(DIF<DEA,DEA,BARSLAST(CROSS(DEA,DIF))+1),COLORGREEN;}
股息率:FINANCE(45)COLORRED,NODRAW;
每股收益年:=FINANCE(33);
净资产:=FINANCE(34);
年ROE:FINANCE(33)/FINANCE(34),COLORRED,NODRAW;
PE:=DYNAINFO(39),COLORRED,NODRAW;
PB:CONST(DYNAINFO(7) / FINANCE(34))COLOREE3AB2,NODRAW;
投资回报率:年ROE/PB*100,COLOR0099FF,NODRAW;{每股收益年/C AND 1/PE;};
回本时间:C/每股收益年,NODRAW;
毛利:(1-FINANCE(21)/FINANCE(20))*100,COLORCYAN,NODRAW;{毛利太小的股票,我的看法经营已经偏离投资价值}
资产负债率:FINANCE(9)COLORRED,NODRAW;
现金流:FINANCE(26)/100000000,COLORRED,NODRAW;
DIFF:=(EMA(CLOSE,12) - EMA(CLOSE,26)),DOTLINE;
交叉价格:=351/28*(EMA(DIFF,9)-11/13*EMA(C,12)+25/27*EMA(C,26)),COLORLIBLUE,NODRAW;
DRAWTEXT_FIX(1,0.5,1,0,STRCAT('交叉价格: ',CON2STR(交叉价格,2))),COLORGREEN;
DRAWTEXT_FIX(1,0.6,0.94,0,STRCAT('拐点价格: ',CON2STR(DIF拐头价,2))),COLORYELLOW;
DRAWTEXT_FIX(1,0.0,0.0,0,'守住一个级别 直到下零轴,0上死叉碰0轴反弹不过新高再死叉走人')COLORFF00FF;
{柱变与交叉临界}
开盘价格:=O,COLORYELLOW,NODRAW;
收盘价格:=C,COLORYELLOW,NODRAW;
最高价格:=H,COLORYELLOW,NODRAW;
最低价格:=L,COLORYELLOW,NODRAW;
振幅:=(H-L)/REF(C,1)*100,COLORYELLOW,NODRAW;
柱变临界:REF((EMA(CLOSE,12)*1134-EMA(CLOSE,26)*910-DEA*702)/224,1),COLORLIMAGENTA,NODRAW;
交叉临界:351/28*(EMA(REF(DIFF,1),9)-11/13*EMA(REF(C,1),12)+25/27*EMA(REF(C,1),26)),COLORLIMAGENTA,NODRAW;
明日柱变临界:(EMA(CLOSE,12)*1134-EMA(CLOSE,26)*910-DEA*702)/224,COLORLIBLUE,NODRAW;
明日交叉临界:351/28*(EMA(DIFF,9)-11/13*EMA(C,12)+25/27*EMA(C,26)),COLORLIBLUE,NODRAW;
ES:=REF(EMA(C,26),1);
EP:=REF(EMA(C,12),1);
DI:=REF(DIFF,1);
DIF拐点价:((12-1)*EP/(12+1)-(26-1)*ES/(26+1)-DI)*(26+1)*(12+1)/(2*(12+1)-2*(26+1)),COLORYELLOW,NODRAW;