通达信五阶交易体系指标公式源码
发布日期: 2025-07-06 | 阅读量:11
VAR1:=EMA(SMA((CLOSE-LLV(LOW,19))/(HHV(HIGH,19)-LLV(LOW,19))*100,8,1),3);
ABV:=MA(SUM(IF(CLOSE>REF(CLOSE,1),VOL,IF(CLOSE<REF(CLOSE,1),-VOL,0)),0)/25000,2);
M1:=EMA(ABV,12);
M2:=EMA(ABV,26);
MTM:=CLOSE-REF(CLOSE,1);
MMS:=((100)*(EMA(EMA(MTM,6),6)))/(EMA(EMA(ABS(MTM),6),6));
MMM:=((100)*(EMA(EMA(MTM,12),12)))/(EMA(EMA(ABS(MTM),12),12));
MML:=((100)*(EMA(EMA(MTM,26),26)))/(EMA(EMA(ABS(MTM),26),26));
MMA:=C-REF(C,1);
MMB:=100*EMA(EMA(MMA,9),9)/EMA(EMA(ABS(MMA),9),9);
MMC:=MA(MMB,5);
A:=((VOL)/(CAPITAL))*(100);
S:=((MA(A,30))/(MA(INDEXA,10)))*(MA(INDEXA,60));
Y:=((MA(A,120))/(MA(INDEXA,10)))*(MA(INDEXA,60));
X:=1;{程序化指标官方网址 WWW.WYCXHZB.COM}
V1:=(HIGH+OPEN+LOW+(2)*(CLOSE))/(5);
V2:=REF(V1,1);
V3:=MAX(V1-V2,0);
V4:=ABS(V1-V2);
V5:=SMA(V3,10,1);
V6:=SMA(V4,10,1);
V8:=COUNT(((V5)/(V6)<0.2),5);
V9:=COUNT((LLV(V1,10)=V1),10);
主进:=IF((MMS>REF(MMS,1) AND MMB>REF(MMB,1) AND CROSS(ABV,M2) AND ABV>REF(ABV,1) AND M1>REF(M1,1) AND M2>REF(M2,1)),65,0);
主进主轨:=ABV>M2 AND CROSS(ABV,M1) AND CROSS(MMB,MMC);
精准买卖:=V8>=1 AND V9>=1 AND CLOSE>OPEN AND REF(CLOSE,1)>REF(OPEN,1) AND (VOL>REF(VOL,1)) AND MMS>MML AND CROSS(ABV,M2);
短线买点:=V8>=1 AND V9>=1 AND CLOSE>OPEN AND REF(CLOSE,1)>REF(OPEN,1) AND (VOL>REF(VOL,1)) AND CROSS(MMS,MML) AND ABV>REF(ABV,1);
中线买点:=V8>=1 AND V9>=1 AND CLOSE>OPEN AND REF(CLOSE,1)>REF(OPEN,1) AND (VOL>REF(VOL,1))
AND ABV>REF(ABV,1) AND MMS>MML AND CROSS(MMM,MML) AND MMS>REF(MMS,1) AND MMM>REF(MMM,1) AND MML>REF(MML,1);
主进主买:=ABV>M2 AND MMB>MMC AND CROSS(MMS,MML) AND MMS>REF(MMS,1) AND MMM>REF(MMM,1) AND MML>REF(MML,1);
短中精:=精准买卖 OR 短线买点 OR 中线买点 OR 主进主买;
主买:=IF(短中精,60,0);
主迹:=IF(ABV>M2 AND MMS>MML AND CROSS(MMB,MMC) AND MMB>REF(MMB,1) AND MMC>REF(MMC,1),55,0);
ROC:=(CLOSE-REF(CLOSE,12))/REF(CLOSE,12)*100;
HSL:=100*VOL/CAPITAL;
程序化指标:=IF(CROSS(ROC,16) AND HSL>3.5,40,0);
喝汤: 主买 AND 主迹 ,COLORRED,NODRAW;
STICKLINE(喝汤,95,0,1.5,0),COLORRED;
吃鱼: 主迹 AND 程序化指标, COLORLIRED,NODRAW ;
STICKLINE(吃鱼,70,0,3.5,0),COLORLIRED;
吃鸭: 主买 AND 主迹 AND 程序化指标 ,COLORYELLOW ,NODRAW;
STICKLINE(吃鸭,55,0,5,0),COLORYELLOW;
吃鸡:主进 AND 主买 AND 主迹 COLORFF00FF,NODRAW;
STICKLINE(吃鸡,40,0,6.5,0),COLORFF00FF;
吃肉:主进 AND 主买 AND 主迹 AND 程序化指标 ,COLORWHITE,NODRAW;
STICKLINE(吃肉,25,0,8,0),COLORWHITE;
ABV:=MA(SUM(IF(CLOSE>REF(CLOSE,1),VOL,IF(CLOSE<REF(CLOSE,1),-VOL,0)),0)/25000,2);
M1:=EMA(ABV,12);
M2:=EMA(ABV,26);
MTM:=CLOSE-REF(CLOSE,1);
MMS:=((100)*(EMA(EMA(MTM,6),6)))/(EMA(EMA(ABS(MTM),6),6));
MMM:=((100)*(EMA(EMA(MTM,12),12)))/(EMA(EMA(ABS(MTM),12),12));
MML:=((100)*(EMA(EMA(MTM,26),26)))/(EMA(EMA(ABS(MTM),26),26));
MMA:=C-REF(C,1);
MMB:=100*EMA(EMA(MMA,9),9)/EMA(EMA(ABS(MMA),9),9);
MMC:=MA(MMB,5);
A:=((VOL)/(CAPITAL))*(100);
S:=((MA(A,30))/(MA(INDEXA,10)))*(MA(INDEXA,60));
Y:=((MA(A,120))/(MA(INDEXA,10)))*(MA(INDEXA,60));
X:=1;{程序化指标官方网址 WWW.WYCXHZB.COM}
V1:=(HIGH+OPEN+LOW+(2)*(CLOSE))/(5);
V2:=REF(V1,1);
V3:=MAX(V1-V2,0);
V4:=ABS(V1-V2);
V5:=SMA(V3,10,1);
V6:=SMA(V4,10,1);
V8:=COUNT(((V5)/(V6)<0.2),5);
V9:=COUNT((LLV(V1,10)=V1),10);
主进:=IF((MMS>REF(MMS,1) AND MMB>REF(MMB,1) AND CROSS(ABV,M2) AND ABV>REF(ABV,1) AND M1>REF(M1,1) AND M2>REF(M2,1)),65,0);
主进主轨:=ABV>M2 AND CROSS(ABV,M1) AND CROSS(MMB,MMC);
精准买卖:=V8>=1 AND V9>=1 AND CLOSE>OPEN AND REF(CLOSE,1)>REF(OPEN,1) AND (VOL>REF(VOL,1)) AND MMS>MML AND CROSS(ABV,M2);
短线买点:=V8>=1 AND V9>=1 AND CLOSE>OPEN AND REF(CLOSE,1)>REF(OPEN,1) AND (VOL>REF(VOL,1)) AND CROSS(MMS,MML) AND ABV>REF(ABV,1);
中线买点:=V8>=1 AND V9>=1 AND CLOSE>OPEN AND REF(CLOSE,1)>REF(OPEN,1) AND (VOL>REF(VOL,1))
AND ABV>REF(ABV,1) AND MMS>MML AND CROSS(MMM,MML) AND MMS>REF(MMS,1) AND MMM>REF(MMM,1) AND MML>REF(MML,1);
主进主买:=ABV>M2 AND MMB>MMC AND CROSS(MMS,MML) AND MMS>REF(MMS,1) AND MMM>REF(MMM,1) AND MML>REF(MML,1);
短中精:=精准买卖 OR 短线买点 OR 中线买点 OR 主进主买;
主买:=IF(短中精,60,0);
主迹:=IF(ABV>M2 AND MMS>MML AND CROSS(MMB,MMC) AND MMB>REF(MMB,1) AND MMC>REF(MMC,1),55,0);
ROC:=(CLOSE-REF(CLOSE,12))/REF(CLOSE,12)*100;
HSL:=100*VOL/CAPITAL;
程序化指标:=IF(CROSS(ROC,16) AND HSL>3.5,40,0);
喝汤: 主买 AND 主迹 ,COLORRED,NODRAW;
STICKLINE(喝汤,95,0,1.5,0),COLORRED;
吃鱼: 主迹 AND 程序化指标, COLORLIRED,NODRAW ;
STICKLINE(吃鱼,70,0,3.5,0),COLORLIRED;
吃鸭: 主买 AND 主迹 AND 程序化指标 ,COLORYELLOW ,NODRAW;
STICKLINE(吃鸭,55,0,5,0),COLORYELLOW;
吃鸡:主进 AND 主买 AND 主迹 COLORFF00FF,NODRAW;
STICKLINE(吃鸡,40,0,6.5,0),COLORFF00FF;
吃肉:主进 AND 主买 AND 主迹 AND 程序化指标 ,COLORWHITE,NODRAW;
STICKLINE(吃肉,25,0,8,0),COLORWHITE;

指标公式逻辑介绍
核心逻辑总结
1. 资金流向系统(ABV-M1-M2)
ABV:标准化资金流指标,上涨日成交量记为正,下跌日记为负,2日均线平滑
M1:ABV的12日EMA(短期资金趋势)
M2:ABV的26日EMA(长期资金趋势)
关键信号:
ABV上穿M2:资金开始流入
ABV上穿M1:短期资金加速
2. 动量振荡系统(MMS-MMM-MML)
MMS:6日双重平滑动量(短期)
MMM:12日双重平滑动量(中期)
MML:26日双重平滑动量(长期)
MMB-MMC:9日标准化动量及其5日均线
3. 价格行为过滤(V1-V9)
V5/V6:基于Heiken-Ashi价格的波动率比率
V8:低波动天数计数(V5/V6<0.2)
V9:测试10日低点的次数
4. 多层级交易信号
基础信号:
精准买卖:低波动突破+资金流入
短线买点:动量金叉+量价配合
中线买点:多周期动量确认
增强信号:
主进:资金流与动量同步增强
主迹:标准化动量突破
程序化指标:
ROC突破16%且换手率>3.5%
5. 五阶交易体系
喝汤(红色):基础买点
吃鱼(亮红):带程序化确认
吃鸭(黄色):多信号共振
吃鸡(粉色):主力进场确认
吃肉(白色):最高级别信号