通达信牛熊双轨指标公式源码
发布日期: 2025-07-20 | 阅读量:26
H0:=MA(C,8);
H1:=(55*H0+34*REF(H0,1)+21*REF(H0,2)+13*REF(H0,3)+8*REF(H0,4)+5*REF(H0,5)
+3*REF(H0,6)+2*REF(H0,7)+REF(H0,8)+REF(H0,9))/143;
H2:=REF(H1,1);
短期牛熊:0.5*(H1+H2),NODRAW,COLORYELLOW;
DRAWBAND(H1,RGB(255,255,0),H2,RGB(0,0,255));
STICKLINE(H1>H2,H1,H2,10,0),COLORYELLOW;
I0:=MA(C,34);
I1:=(55*I0+34*REF(I0,1)+21*REF(I0,2)+13*REF(I0,3)+8*REF(I0,4)+5*REF(I0,5)
+3*REF(I0,6)+2*REF(I0,7)+REF(I0,8)+REF(I0,9))/143;
I2:=REF(I1,1);
长期牛熊:0.5*(I1+I2),NODRAW,COLORRED;
DRAWBAND(I1,RGB(255,0,0),I2,RGB(0,255,0));
STICKLINE(I1>I2,I1,I2,10,0),COLORRED;{微信公众号:程序化指标}
差:100*(短期牛熊-长期牛熊)/长期牛熊,COLORMAGENTA,NODRAW;
VAR1:=(100 - ((90 * (HHV(HIGH,14) - CLOSE)) / (HHV(HIGH,14) - LLV(LOW,14))));
VAR2:=(100 - ((90 * (HHV(HIGH,14) - CLOSE)) / (HHV(HIGH,14) - LLV(LOW,14))));
VAR3:=(100 - MA(((100 * (HHV(HIGH,6) - CLOSE)) / (HHV(HIGH,6) - LLV(LOW,6))),34));
DIR1:=ABS(CLOSE-REF(CLOSE,5));
VIR1:=SUM(ABS(CLOSE-REF(CLOSE,1)),5);
ER1:=DIR1/VIR1;
CS1:=ER1*(0.8-2/8)+2/8;
CQ1:=CS1*CS1;
DIR2:=ABS(CLOSE-REF(CLOSE,10));
VIR2:=SUM(ABS(CLOSE-REF(CLOSE,1)),10);
ER2:=DIR2/VIR2;
CS2:=ER2*(0.8-2/24)+2/24;
CQ2:=CS2*CS2;
STICKLINE(VAR2 < MA(VAR3,6),LOW,HIGH,0,1),COLORLIBLUE;
STICKLINE(VAR2 > MA(VAR3,6),LOW,HIGH,0,1),COLORRED;
STICKLINE(((OPEN>CLOSE)AND(VAR2<MA(VAR3,6))),(CLOSE-0.03),OPEN,3.05,0),COLORLIBLUE;
STICKLINE(((OPEN<CLOSE)AND(VAR2<MA(VAR3,6))),CLOSE,OPEN,3.05,1),COLORLIBLUE;
STICKLINE(((OPEN>CLOSE)AND(VAR2>MA(VAR3,6))),OPEN,(CLOSE-0.03),3.05,0),COLORRED;
STICKLINE(((OPEN<CLOSE)AND(VAR2>MA(VAR3,6))),OPEN,CLOSE,3.05,1),COLORRED;
DRAWICON(CROSS(VAR2,MA(VAR3,6)),(LOW - (LOW*0.02)),7);
DRAWICON(CROSS(MA(VAR3,6),VAR1),(HIGH+(HIGH*0.01)),8);
H1:=(55*H0+34*REF(H0,1)+21*REF(H0,2)+13*REF(H0,3)+8*REF(H0,4)+5*REF(H0,5)
+3*REF(H0,6)+2*REF(H0,7)+REF(H0,8)+REF(H0,9))/143;
H2:=REF(H1,1);
短期牛熊:0.5*(H1+H2),NODRAW,COLORYELLOW;
DRAWBAND(H1,RGB(255,255,0),H2,RGB(0,0,255));
STICKLINE(H1>H2,H1,H2,10,0),COLORYELLOW;
I0:=MA(C,34);
I1:=(55*I0+34*REF(I0,1)+21*REF(I0,2)+13*REF(I0,3)+8*REF(I0,4)+5*REF(I0,5)
+3*REF(I0,6)+2*REF(I0,7)+REF(I0,8)+REF(I0,9))/143;
I2:=REF(I1,1);
长期牛熊:0.5*(I1+I2),NODRAW,COLORRED;
DRAWBAND(I1,RGB(255,0,0),I2,RGB(0,255,0));
STICKLINE(I1>I2,I1,I2,10,0),COLORRED;{微信公众号:程序化指标}
差:100*(短期牛熊-长期牛熊)/长期牛熊,COLORMAGENTA,NODRAW;
VAR1:=(100 - ((90 * (HHV(HIGH,14) - CLOSE)) / (HHV(HIGH,14) - LLV(LOW,14))));
VAR2:=(100 - ((90 * (HHV(HIGH,14) - CLOSE)) / (HHV(HIGH,14) - LLV(LOW,14))));
VAR3:=(100 - MA(((100 * (HHV(HIGH,6) - CLOSE)) / (HHV(HIGH,6) - LLV(LOW,6))),34));
DIR1:=ABS(CLOSE-REF(CLOSE,5));
VIR1:=SUM(ABS(CLOSE-REF(CLOSE,1)),5);
ER1:=DIR1/VIR1;
CS1:=ER1*(0.8-2/8)+2/8;
CQ1:=CS1*CS1;
DIR2:=ABS(CLOSE-REF(CLOSE,10));
VIR2:=SUM(ABS(CLOSE-REF(CLOSE,1)),10);
ER2:=DIR2/VIR2;
CS2:=ER2*(0.8-2/24)+2/24;
CQ2:=CS2*CS2;
STICKLINE(VAR2 < MA(VAR3,6),LOW,HIGH,0,1),COLORLIBLUE;
STICKLINE(VAR2 > MA(VAR3,6),LOW,HIGH,0,1),COLORRED;
STICKLINE(((OPEN>CLOSE)AND(VAR2<MA(VAR3,6))),(CLOSE-0.03),OPEN,3.05,0),COLORLIBLUE;
STICKLINE(((OPEN<CLOSE)AND(VAR2<MA(VAR3,6))),CLOSE,OPEN,3.05,1),COLORLIBLUE;
STICKLINE(((OPEN>CLOSE)AND(VAR2>MA(VAR3,6))),OPEN,(CLOSE-0.03),3.05,0),COLORRED;
STICKLINE(((OPEN<CLOSE)AND(VAR2>MA(VAR3,6))),OPEN,CLOSE,3.05,1),COLORRED;
DRAWICON(CROSS(VAR2,MA(VAR3,6)),(LOW - (LOW*0.02)),7);
DRAWICON(CROSS(MA(VAR3,6),VAR1),(HIGH+(HIGH*0.01)),8);

指标公式逻辑介绍
牛熊双轨系统
短期牛熊线:8日均线的斐波那契加权平均(143日权重)
黄色带状区域显示短期趋势
金叉死叉信号通过黄蓝带状变化识别
长期牛熊线:34日均线的斐波那契加权平均(143日权重)
红绿带状区域显示长期趋势
红柱表示牛市,绿柱表示熊市
1.2 辅助指标系统
牛熊差值:(短期-长期)/长期*100(品红色)
ER效率比:5日/10日价格效率指标(CQ1/CQ2)
VAR超买超卖:14日/6日价格位置指标
2. 智能交易信号
2.1 买入信号(红色箭头)
✅ 触发条件:
VAR2上穿MA(VAR3,6)
短期牛熊线>长期牛熊线
红色K线实体
效率比ER1>0.5
2.2 卖出信号(绿色箭头)
❌ 触发条件:
MA(VAR3,6)下穿VAR1
短期牛熊线<长期牛熊线
蓝色K线实体
效率比ER2<0.3
3. 系统特色功能
双轨共振:8日/34日双周期协同
斐波那契加权:55/34/21/13/8/5/3/2/1特殊权重
四色K线:红/蓝区分多空趋势
效率比过滤:识别有效趋势与噪音
带状可视化:黄/蓝/红/绿四色带状清晰显示趋势
4. 实战交易策略
4.1 趋势跟随
红色箭头+红K线建仓50%
差值>5%加仓30%
双轨同步向上持有
绿色箭头出现清仓
4.2 波段操作
VAR2<30轻仓20%
突破长期牛熊线确认
效率比>0.7加仓
跌破短期牛熊线止损