指标融合了多种技术手段,用于识别市场中的低吸机会与高风险逃顶信号。一方面,通过加权价格偏离均线的程度构建“量化对冲套利”线,并结合类似KDJ的动量指标与多周期均线乖离综合判断超跌区域;当多个条件共振显示市场处于深度调整状态时,发出“机会”提示。另一方面,利用RSI高位回落作为预警,一旦进入超买区并拐头向下,即标记“逃顶”信号。操作上,可在出现“机会”信号时分批布局,在“逃啊”信号出现时及时减仓或离场。
量化对冲套利:EMA((CLOSE-MA((2*CLOSE+HIGH+LOW)/4,30))/MA((2*CLOSE+HIGH+LOW)/4,30)*100,3),COLORWHITE;
0,COLORRED;
STICKLINE(量化对冲套利<-10,0,量化对冲套利,0,0),COLORGREEN;
STICKLINE(量化对冲套利>10,0,量化对冲套利,0,0),COLORYELLOW;
RSV:=(((CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9)))*100);
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);
J:=((3*K)-(2*D));
HG1:=(((CLOSE-MA(CLOSE,6))/MA(CLOSE,6))*100);
HG2:=(((CLOSE-MA(CLOSE,12))/MA(CLOSE,12))*100);
HG3:=(((CLOSE-MA(CLOSE,24))/MA(CLOSE,24))*100);
HG4:=(((HG1+(2*HG2))+(3*HG3))/6);
HG5:=MA(HG4,3);
STICKLINE((CROSS(J,0)&&(HG5<=(0-7))),0,35,8,0),COLOR780000;
STICKLINE((CROSS(J,0)&&(HG5<=(0-7))),0,35,6,0),COLOR9D0000;
STICKLINE((CROSS(J,0)&&(HG5<=(0-7))),0,35,5,0),COLORFF0000;
STICKLINE((CROSS(J,0)&&(HG5<=(0-7))),0,35,2,0),COLOR7AB500;
DRAWTEXT((CROSS(J,0)&&(HG5<=(0-7))),15,'←机会'),COLOR0000FF;
机会:CROSS(J,0)&&(HG5<=(0-7)),COLORRED;
LC:=REF(CLOSE,1);
RSI:=SMA(MAX(CLOSE-LC,0),6,1)/SMA(ABS(CLOSE-LC),6,1)*100;
预警:CROSS(80,RSI)*35,LINETHICK2,COLORGREEN;
DRAWTEXT(CROSS(80,RSI),1.2,'逃'),COLORGREEN;
逃啊:预警,COLORFFFF00;
啊:IF(逃啊>REF(逃啊,1),35,0),COLORFFFF00;
DRAWTEXT(啊=35,35,'←逃啊'),COLORFFFF00;