〖超跌V型反转〗突破 量化基于波动率底部过滤
今天我们学习融合多周期的波动率验证系统，借助波动率挖掘底部区间过滤，精准抓住超跌V型反转突破信号。
一、指标的动量逻辑
我们以27EMA为基准，计算2日离差并平滑处理，实现短期趋势标准化；再记录最后一次下穿-10的时间间隔，结合超跌指标确认超跌状态。该设计借鉴RSI动态超跌策略，将参数调整为更敏感的-10，提升超跌信号捕捉效率。
二、指标的波动率区间
波动率分析中，我们采用上涨波动率与总体波动率的比值，形成0-100的标准化波动率指数；再引入75日高低点做标准化处理，精准识别波动率底部变化情况。
三、综合指标共振
因此，我们结合波动率变动、价格新低、成交量萎缩及动量背离四大要素，构成高确定性超跌V型反转信号；通过信号持续性验证超跌区间，要求四大要素同时满足，才能确定超跌区间，避免单个信号干扰。
总体来看，该超跌指标可帮助我们快速发现市场极值区间，助力捕捉超跌V型反转机会。但市场复杂性多样，希望本次学习能让大家学有所获。
超跌V型反转突破指标
ZBGS1:=MA(CLOSE,27);
ZBGS2:=((CLOSE-ZBGS1)/(ZBGS1))*(100);
ZBGS3:=MA(ZBGS2,2);
ZBGS4:=BARSLAST((CROSS((-10),ZBGS3)=1));
ZBGS5:=(ZBGS3<(-10)) AND (ZBGS4>3);
ZBGS6:=CLOSE/REF(MA(CLOSE,36),6)*10;
ZBGS7:=EMA(CLOSE,3);
ZBGS8:=((SMA(MAX((CLOSE - ZBGS7),0),9,1) / SMA(ABS((CLOSE - ZBGS7)),9,1)) * 100);
ZBGS9:=((100 - (3 * SMA((((CLOSE - LLV(LOW,75)) / (HHV(HIGH,75) - LLV(LOW,75))) * 100),30,1))) + (2 * SMA(SMA((((CLOSE - LLV(LOW,75)) / (HHV(HIGH,75) - LLV(LOW,75))) * 100),30,1),21,1)));
ZBGS10:=((100 - (3 * SMA((((OPEN - LLV(LOW,75)) / (HHV(HIGH,75) - LLV(LOW,75))) * 100),30,1))) + (2 * SMA(SMA((((OPEN - LLV(LOW,75)) / (HHV(HIGH,75) - LLV(LOW,75))) * 100),30,1),21,1)));
ZBGS11:=((((HHV(HIGH,21) - CLOSE) / (HHV(HIGH,21) - LLV(LOW,21))) * 100) - 10);
ZBGS12:=(((CLOSE - LLV(LOW,21)) / (HHV(HIGH,21) - LLV(LOW,21))) * 100);
ZBGS13:=SMA(SMA(ZBGS12,16,8),25,8)-SMA(ZBGS11,30,8);
ZBGS14:=IF((ZBGS8< 14) AND LOW<REF(LOW,1) AND ZBGS6<8.8 AND ZBGS13<-65,50,0);
ZBGS15:=IF(ZBGS14>1 AND CLOSE>OPEN,50,0);
ZBGS16:=IF(ZBGS14>1 AND CLOSE/LOW>1.045,50,0);
ZBGS17:=IF(REF(ZBGS14,1)>0 AND ZBGS14=0,10,0);
量化:IF(ZBGS14>3 AND ZBGS5=0,5,0),STICK,COLOR10FFFF,LINETHICK3;
ZBGS18:=IF(MAX(MAX(ZBGS15,ZBGS16),ZBGS17) AND REF(量化,1)>0,30,0);
对冲:IF(ZBGS18>0 AND REF(ZBGS18,1)=0,10,0),STICK,COLORRED,LINETHICK3;
www70822com:=VOL/((HIGH-LOW)*2-ABS(CLOSE-OPEN));
DRAWTEXT(对冲=10,11,'对冲'),COLORRED;
DRAWTEXT(量化=5,6,'量化'),COLOR10FFFF;
套利:IF(ZBGS14>3 AND ZBGS5>0,5,0),STICK,COLORFF00FF,LINETHICK3;
ZBGS19:=IF(MAX(MAX(ZBGS15,ZBGS16),ZBGS17) AND REF(套利,1)>0,10,0);
机会:IF(ZBGS19>1 AND REF(ZBGS19,1)=0,10,0),STICK,COLORRED,,LINETHICK3;
DRAWTEXT(机会=10,11,'机会'),COLORRED;
DRAWTEXT(套利=5,6,'套利'),COLORFF00FF;
ZBGS20:=EMA(CLOSE,2);
ZBGS21:=EMA(CLOSE,150);
ZBGS22:=ZBGS20-ZBGS21;
ZBGS23:=EMA(ZBGS22,100);
ZBGS24:=2*(ZBGS22-ZBGS23);
趋势:(CLOSE-MA(CLOSE,21))/MA(CLOSE,21)*100,COLORMAGENTA,LINETHICK2;
增强:EMA(趋势,3),COLORWHITE,LINETHICK2;
ZBGS25:=LLV(LOW,3)<=LLV(LOW,60);
ZBGS26:=CLOSE>OPEN AND (CLOSE/OPEN>1.03 OR CLOSE/REF(CLOSE,1)>1.03);
李津:IF(ZBGS25 AND ZBGS26,趋势,0),STICK,COLORFFFF00,LINETHICK3;
DRAWTEXT(李津>0 OR 李津<0 ,0.8, '津'),COLORFFFF00,LINETHICK6;
ZBGS27:=CONST(HHV(MAX(MAX(11,李津),李津),120));
ZBGS28:=CONST(LLV(MIN(MIN(11,李津),李津),120));
ZBGS29:=(ZBGS27-ZBGS28)/6;
ZBGS30:=CURRBARSCOUNT;
