程序化初级交易模型总结

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1、阶段涨幅：（CLOSE-REF(CLOSE,N）/REF(CLOSE,N);再创新高：HIGH=HHV(HIGH,N);放量上攻：CLOSE/REF(CLOSE,5)>1.2&&VOL>MA(VOL,5)*3;窄幅整理：(HHV(CLOSE,20)-LLV(CLOSE,20))/CLOSE,0.08;均线多头排列:MA(CLOSE,5)>MA(CLOSE,10)&&MA(CLOSE,10)>MA(CLOSE,20);前期高点及其位置:HHV(HIGH,20)HHVBARS(HIGH,20);60天前到40天前的最高价格:REF(HHV(HIGH,20),40)动态平均

2、EMA(X,N)SMA(X,N,M)SMA(CLOSE,VOL)点到面转化COUNTSUMHHVLLV面到点转化CROSS线性回归SLOPE(CLOSE,10)/REF(CLOSE,10)>0.05;之字转向PEAKTROUGHPEAKBARSTROUGHBARS大阳线LOW=OPEN&&CLOSE=HIGH&&CLOSE/OPEN>1.04;穿头破脚C/O>1.04&&OPENREF(OPEN,1);吊颈O=H&&(OPEN-CLOSE)/(HIGH-LOW)<1/3&&(HIGH-LOW)/HIGH>0.05;低开大阳线O

3、PEN1.04;跳空缺口LOW>REF(HIGH,1)&&LOW/REF(HIGH,1)>1.02;MA普通金叉CROSS(MA(CLOSE,5),MA(CLOSE,10))&&MA(CLOSE,5)>MA(CLOSE,10)&&MA(CLOSE,10)>MA(CLOSE,20)3条均线多头排列持续3天CC:=MA(CLOSE,5)>MA(CLOSE,30)&&MA(CLOSE,10)>MA(CLOSE,30);EVERY(CC,3)=1;均线死叉CROSS(MA(CLOS

4、E,10),(CLOSE,5));当日成交量放大2倍的金叉CROSS(MA(CLOSE,5),MA(CLOSE,10))&&VOL/REV(VOL,1)>2KDJ指标RSV:=(CLOSE-LLV(LOW,N1))/(HHV(HIGH,N1)-LLV(LOW,N1))*100;K:=SMA(RSV,N2,1);D:=SMA(K,N3,1);综合判断条件CROSS(K,D)&&D;RSI指标N1[2.0.7]N2[2.0.14]LC:=REF(CLOSE,1);RSI1:SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*

5、100;RSI2:SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;WR指标N[2.100.14]WR:100*(HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N));综合判断条件CROSS(WR,80)CROSS(WR,20)MACD指标L1[1.40.12]L2[1.100.26]L3[1.60.9]DIFF:EMA(CLOSE,L2)-EMA(CLOSE,L3);DEA:EMA(DIFF,L1);MACD:2*(DIFF-DEA),COLORSTICK;BOLL通道N[5

6、.300.26]M[1.100.26]P[1.10.2]MID:MA(CLOSE,N);//求N个周期的收盘价均线，称为布林通道中轨TMP2:=STD(CLOSE,M);//求M个周期内的收盘价的标准差TOP:MID+P*TMP2;//布林通道上轨BOTTOM:MID-P*TMP2;//布林通道下轨多空指数（BBI）指标MA3:=MA(CLOSE,3);MA6:=MA(CLOSE,6）;MA12:=MA(CLOSE,12）;MA24:=MA(CLOSE,24）;BBI:(MA3+MA6+MA12+MA24)/4;乖离率（BIAS）指标BIAS1:((CLOSE-MA(

7、CLOSE,L1))/MA(CLOSE,L1))*100;BIAS2:((CLOSE-MA(CLOSE,L2))/MA(CLOSE,L2))*100;BIAS3:((CLOSE-MA(CLOSE,L3))/MA(CLOSE,L3))*100;OBV指标编写编写要点：第一步，如果今收盘价>昨收盘价，那么成交量为正：AA:=IFELSE(CLOSE>REF(CLOSE,1),VOL,0);第二步，如果今收盘价＜昨收盘价，那么成交量为负：BB:=IFELSE(CLOSE