使用策略:
适用短线操作,上升通道短波段布局,下降通道采用2日策略。
本指标核心参数设定:
1. 短线预警时效性
以T+1交易周期为基准,要求每次操作保留1%净利空间(扣除手续费),符合复利效应优势明显,年化收益可期。
2. 波段空间标准
设置2%基础涨幅阈值,重点监测预警后最高价突破幅度。通过统计N日周期内价格波动空间,验证模型成功率。
测评方法论:
采用开盘价验证机制,重点考察预警后次日开盘至收盘期间的盈利概率。历史数据回测显示,本公式通过动态通道算法,有效捕捉价格突破临界点,规避传统止损策略的机械性风险。
X_1:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
X_2:=SMA(X_1,3,1);
X_3:=SMA(X_2,3,1);
X_4:=3*X_2-2*X_3;
X_5:=(CLOSE-LOW-(HIGH-CLOSE))/(HIGH-LOW)*VOL;
X_6:=SMA(MAX(CLOSE-REF(CLOSE,1),0),3,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),3,1)*100;
X_7:=SMA(MAX(CLOSE-REF(CLOSE,1),0),2,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),2,1)*100;
X_8:=X_7<20 AND REF(X_7,1)>20;
X_9:=X_6<45 AND REF(X_6,1)>45;
X_10:=X_6<20 AND REF(X_6,1)>20;
X_11:=(LOW-REF(LOW,2))/REF(LOW,2);
X_12:=SUM(X_11,1)*100;
X_13:=SMA(LOW,4,3);
X_14:=COUNT(CLOSE>REF(CLOSE,1),6)/6*100;
X_15:=MA(COUNT(CLOSE>REF(CLOSE,1),6)/6*100,3);
X_16:=CROSS(X_14,X_15);
X_17:=AMOUNT/VOL;
X_18:=LOW<X_17*0.9;
X_19:=(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100>1.2;
X_20:=LOW<MA(CLOSE,5)*0.921;
X_21:=VOL<MA(VOL,5)*1.5;
X_22:=X_18 AND X_19 AND X_20 AND X_21;
X_23:=(CLOSE*2+HIGH+LOW)/4;
X_24:=EMA(X_23,4)-EMA(X_23,10);
X_25:=EMA(X_24,5);
X_26:=2*(X_24-X_25)*3.8;
X_27:=REF(X_26,1)<X_26;
X_28:=CLOSE-REF(CLOSE,1);
X_29:=100*EMA(EMA(X_28,6),6)/EMA(EMA(ABS(X_28),6),6);
X_30:=IF(LLV(X_29,2)=LLV(X_29,7) AND COUNT(X_29<0,2) AND CROSS(X_29,MA(X_29,2)),1,0);
X_31:=(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100;
X_32:=(LOW-REF(CLOSE,1))/REF(CLOSE,1)*100;
X_33:=REF(X_31,1)<(-4) AND REF(X_32,1)<(-4) AND X_31>4;
X_34:=REF(X_31,1)+REF(X_31,2);
X_35:=X_34<(-4.9) AND X_31>4;
XG:X_33 OR X_35 AND (REF(X_8,1) AND REF(X_10,1) OR (X_22 AND X_30)) AND X_27 AND X_4>REF(X_4,1) AND X_5>REF(X_5,1);