指标设计原理
价格严重偏离均值后开始回归
通过多层状态判断,识别股价短期波动模式;
再通过趋势线交叉,突破行为,寻找趋势起始点;
最后结合价格偏离度、布林通道,定义了一个超跌反弹信号;
因为超跌,释放了大部分的风险,相对稳定性较高,控制好止损,机会大于风险
极易捕捉大妖
ZD1:=SMA(SMA(SMA(MA(C,1),2,1),2,1),2,1);
ZD2:=((C>REF(C,1)) AND (C>REF(C,2)));
ZD3:=((REF(ZD2,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD4:=((REF(ZD3,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD5:=((REF(ZD4,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD6:=((REF(ZD5,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD7:=((REF(ZD6,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD8:=((REF(ZD7,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD9:=((REF(ZD8,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD10:=((REF(ZD9,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD11:=((REF(ZD10,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD12:=((REF(ZD11,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD13:=((REF(ZD12,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD14:=((C<REF(C,1)) AND (C<REF(C,2)));
ZD15:=((REF(ZD14,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD16:=((REF(ZD15,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD17:=((REF(ZD16,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD18:=((REF(ZD17,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD19:=((REF(ZD18,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD20:=((REF(ZD19,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD21:=((REF(ZD20,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD22:=((REF(ZD21,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD23:=((REF(ZD22,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD24:=((REF(ZD23,1) AND (C<=REF(C,1))) AND (C>=REF(C,2)));
ZD25:=((REF(ZD24,1) AND (C>=REF(C,1))) AND (C<=REF(C,2)));
ZD26:=(((ZD14 OR ZD15) OR ZD16) OR ZD17);
ZD27:=(((ZD26 OR ZD18) OR ZD19) OR ZD20);
ZD28:=(((ZD27 OR ZD21) OR ZD22) OR ZD23);
ZD29:=(REF(((ZD28 OR ZD24) OR ZD25),1) AND ZD2);
ZD30:=(((ZD2 OR ZD3) OR ZD4) OR ZD5);
ZD31:=(((ZD30 OR ZD6) OR ZD7) OR ZD8);
ZD32:=(((ZD31 OR ZD9) OR ZD10) OR ZD11);
ZD33:=(REF(((ZD32 OR ZD12) OR ZD13),1) AND ZD14);
ZD34:=CROSS((MA((H+L)/5,4))-(MA((H+L)/5,34)),0);
ZD35:=CROSS(0,(MA((H+L)/5,4))-(MA((H+L)/5,34)));
ZD36:=BARSLAST(REF(ZD34,1));
ZD37:=BARSLAST(REF(ZD35,1));
ZD38:=IF((ZD36<ZD37),(REF((HHV(H,2)),ZD36)),(REF((LLV(L,2)),ZD37)));
ZD39:=(((REF(C,1))<=(REF(ZD38,1))) AND (C>ZD38)) AND (BARSLAST(ZD34)<BARSLAST(ZD35));
ZD40:=(((REF(C,1))>=(REF(ZD38,1))) AND (C<ZD38)) AND (BARSLAST(ZD35)<BARSLAST(ZD34));
ZD41:=ZD39 AND ((COUNT(ZD39,BARSLAST(ZD34)))=1);
ZD42:=ZD40 AND ((COUNT(ZD40,BARSLAST(ZD35)))=1);
ZD43:=ZD41 AND ((REF(BARSLAST(ZD42),1))<(REF(BARSLAST(ZD41),1)));
ZD44:=(C-MA(AMOUNT/(V),13))/(MA(AMOUNT/(V),13))*100;
ZD45:=MA(C,22)+2*STD(C,22);
ZD46:=MA(C,22)-2*STD(C,22);
ZD86:=(C-ZD46)/(ZD45-ZD46);
ZD88:=(REF(ZD44,1)<-15 AND REF(ZD86,1)<0 AND ZD44>REF(ZD44,1));
BARSLASTCOUNT(ZD88>0)=2 OR BARSLASTCOUNT(COUNT(ZD88>0,5)=2)=1;