先来说明一下:什么是动量反转?动量反转基本概念?
答:动量与反转效应是市场上经常出现的一种情况。所谓动量效应就是在前一段时间强势的股票,在未来一段时间继续保持强势;反转效应就是前一段时间弱的股票,未来一段时间会变强。但问题的关健是这个强势和弱势会保持多长时间和多大幅度,这是动量、反转策略需要考虑的关健问题。
动量策略就是寻找前期强势的股票,判断它将继续强势后买入持有;反转策略就是寻找前期弱势的股票,判断它将出现逆转后买入持有。
{动量反转主图源码如下}
X_1:=1221231;
X_2:=IF(DATE<X_1,1,DRAWNULL);
MA20:MA(CLOSE,20)*X_2,COLORRED,LINETHICK4;
MA60:MA(CLOSE,60)*X_2,COLORBLUE,LINETHICK4;
STICKLINE(CLOSE/REF(CLOSE,2)>1.2,CLOSE,OPEN,1,0),COLORMAGENTA;
STICKLINE(CLOSE>REF(HIGH,2) AND LOW<REF(OPEN,2) AND CLOSE>OPEN,CLOSE,OPEN,1,0),COLORYELLOW;
STICKLINE(LOW<REF(LOW,2) AND HIGH>REF(OPEN,2) AND CLOSE<OPEN,CLOSE,OPEN,1,0),COLORBLUE;
DRAWLINE(HIGH>=HHV(HIGH,5),HIGH,LOW<=LLV(LOW,5),LOW,0),COLORA00000,LINETHICK2;
DRAWLINE(LOW<=LLV(LOW,5),LOW,HIGH>=HHV(HIGH,5),HIGH,0),COLORMAGENTA,LINETHICK2;
X_3:=ZIG(3,6)>REF(ZIG(3,6),1) AND REF(ZIG(3,6),1)<=REF(ZIG(3,6),2) AND REF(ZIG(3,6),2)<=REF(ZIG(3,6),3);
X_4:=ZIG(3,6)<REF(ZIG(3,6),1) AND REF(ZIG(3,6),1)>=REF(ZIG(3,6),2) AND REF(ZIG(3,6),2)>=REF(ZIG(3,6),3);
{动量反转副图源码如下}
X_1:=1221231;
X_2:=IF(DATE<X_1,1,DRAWNULL);
VVOL:IF(CURRBARSCOUNT=1 AND PERIOD=5,VOL*240/FROMOPEN,DRAWNULL),NODRAW;
VOLUME:VOL,VOLSTICK;
X_3:=EMA(VOLUME,240)*X_2;
STICKLINE(VOL<4/5*X_3,VOL,0,0.2,0),COLORYELLOW;
STICKLINE(VOL>2*X_3,VOL,0,0.2,0),COLORMAGENTA;
STICKLINE(VOL>1.1*X_3 AND VOL<2*X_3,VOL,0,0.2,0),COLORRED;
STICKLINE(VOL>4/5*X_3 AND VOL<X_3,VOL,0,0.2,0),COLORBLUE;