本指标源码用于通达信、通达信金融终端和通达信期货通。
六脉神剑系列是本公众号打造的天龙八部策略的一部分,以6个指标为一组,进行技术指标的深度挖掘,找到市场的规律,构建量化策略信号。
第1期,六脉指标是由MACD、KDJ、RSI、LWR、BBI、ZLMM组合而成。
DIFF:=EMA(CLOSE,8)-EMA(CLOSE,13); DEA:=EMA(DIFF,5); DRAWTEXT(ISLASTBAR=1,1,’ .MACD’),COLORFFFFFF; A1:=DIFF>DEA; B1:=DIFF<DEA; MACD金叉:=IF(A1,1,0),COLORRED; RSV1:=(CLOSE-LLV(LOW,8))/(HHV(HIGH,8)-LLV(LOW,8))*100; K:=SMA(RSV1,3,1); D:=SMA(K,3,1); DRAWTEXT(ISLASTBAR=1,2,’ .KDJ’),COLORFFFFFF; A2:=K>D; B2:=K<D; KDJ金叉:=IF(A2,2,0),COLORRED; LC:=REF(CLOSE,1); RSI1:=(SMA(MAX(CLOSE-LC,0),5,1))/(SMA(ABS(CLOSE-LC),5,1))*100; RSI2:=(SMA(MAX(CLOSE-LC,0),13,1))/(SMA(ABS(CLOSE-LC),13,1))*100; DRAWTEXT(ISLASTBAR=1,3,’ .RSI’),COLORFFFFFF; A3:=RSI1>RSI2; B3:=RSI1<RSI2; RSI金叉:=IF(A3,3,0),COLORRED; RSV:=-(HHV(HIGH,13)-CLOSE)/(HHV(HIGH,13)-LLV(LOW,13))*100; LWR1:=SMA(RSV,3,1); LWR2:=SMA(LWR1,3,1); DRAWTEXT(ISLASTBAR=1,4,’ .LWR’),COLORFFFFFF; A4:=LWR1>LWR2; B4:=LWR1<LWR2; LWR金叉:=IF(A4,4,0),COLORRED; BBI:=(MA(CLOSE,3)+MA(CLOSE,6)+MA(CLOSE,12)+MA(CLOSE,24))/4; DRAWTEXT(ISLASTBAR=1,5,’ .BBI’),COLORFFFFFF; A5:=CLOSE>BBI; B5:=CLOSE<BBI; BBI金叉:=IF(A5,5,0),COLORRED; RSI3:=SMA(MAX(CLOSE-LC,0),18,1)/SMA(ABS(CLOSE-LC),18,1)*100; MMS:=MA(3*RSI2-2*SMA(MAX(CLOSE-LC,0),16,1)/SMA(ABS(CLOSE-LC),16,1)*100,3); MMM:=EMA(MMS,8); DRAWTEXT(ISLASTBAR=1,6,’ .ZLMM’),COLORFFFFFF; A6:=MMS>MMM; B6:=MMS<MMM; MTM金叉:=IF(A6,6,0),COLORRED; D1:=CROSS(DIFF>DEA,0.5); K1:=CROSS(DIFF<DEA,0.5); D2:=CROSS(MMS>MMM,0.5); K2:=CROSS(MMS<MMM,0.5); D3:=CROSS(CLOSE>BBI,0.5); K3:=CROSS(CLOSE<BBI,0.5); D4:=CROSS(LWR1>LWR2,0.5); K4:=CROSS(LWR1<LWR2,0.5); D5:=CROSS(RSI1>RSI2,0.5); K5:=CROSS(RSI1<RSI2,0.5); D6:=CROSS(K>D,0.5); K6:=CROSS(K<D,0.5); DS1:=BARSLAST(CROSS(DIFF>DEA,0.5)); KS1:=BARSLAST(CROSS(DIFF<DEA,0.5)); DS2:=BARSLAST(CROSS(MMS>MMM,0.5)); KS2:=BARSLAST(CROSS(MMS<MMM,0.5)); DS3:=BARSLAST(CROSS(CLOSE>BBI,0.5)); KS3:=BARSLAST(CROSS(CLOSE<BBI,0.5)); DS4:=BARSLAST(CROSS(LWR1>LWR2,0.5)); KS4:=BARSLAST(CROSS(LWR1<LWR2,0.5)); DS5:=BARSLAST(CROSS(RSI1>RSI2,0.5)); KS5:=BARSLAST(CROSS(RSI1<RSI2,0.5)); DS6:=BARSLAST(CROSS(K>D,0.5)); KS6:=BARSLAST(CROSS(K<D,0.5)); DRAWNUMBER(DS1<KS1,1,BARSLAST(D1)),COLORRED; DRAWNUMBER(DS1>KS1,1,BARSLAST(K1)),COLORGREEN; DRAWNUMBER(DS6<KS6,2,BARSLAST(D6)),COLORRED; DRAWNUMBER(DS6>KS6,2,BARSLAST(K6)),COLORGREEN; DRAWNUMBER(DS5<KS5,3,BARSLAST(D5)),COLORRED; DRAWNUMBER(DS5>KS5,3,BARSLAST(K5)),COLORGREEN; DRAWNUMBER(DS4<KS4,4,BARSLAST(D4)),COLORRED; DRAWNUMBER(DS4>KS4,4,BARSLAST(K4)),COLORGREEN; DRAWNUMBER(DS3<KS3,5,BARSLAST(D3)),COLORRED; DRAWNUMBER(DS3>KS3,5,BARSLAST(K3)),COLORGREEN; DRAWNUMBER(DS2<KS2,6,BARSLAST(D2)),COLORRED; DRAWNUMBER(DS2>KS2,6,BARSLAST(K2)),COLORGREEN; 7,COLOR000000; -1,COLOR000000; HE1:=IF(DS1<KS1,DS1,-KS1); HE2:=IF(DS2<KS2,DS2,-KS2); HE3:=IF(DS3<KS3,DS3,-KS3); HE4:=IF(DS4<KS4,DS4,-KS4); HE5:=IF(DS5<KS5,DS5,-KS5); HE6:=IF(DS6<KS6,DS6,-KS6); QI:=HE1+HE2+HE3+HE4+HE5+HE6; DRAWNUMBER(1,0,QI),COLORYELLOW; |
DIFF:=EMA(CLOSE,8)-EMA(CLOSE,13);
DEA:=EMA(DIFF,5); A1:=DIFF>DEA; B1:=DIFF<DEA; MACD金叉:=IF(A1,1,0),COLORRED; RSV1:=(CLOSE-LLV(LOW,8))/(HHV(HIGH,8)-LLV(LOW,8))*100; K:=SMA(RSV1,3,1); D:=SMA(K,3,1); A2:=K>D; B2:=K<D; KDJ金叉:=IF(A2,2,0),COLORRED; LC:=REF(CLOSE,1); RSI1:=(SMA(MAX(CLOSE-LC,0),5,1))/(SMA(ABS(CLOSE-LC),5,1))*100; RSI2:=(SMA(MAX(CLOSE-LC,0),13,1))/(SMA(ABS(CLOSE-LC),13,1))*100; A3:=RSI1>RSI2; B3:=RSI1<RSI2; RSI金叉:=IF(A3,3,0),COLORRED; RSV:=-(HHV(HIGH,13)-CLOSE)/(HHV(HIGH,13)-LLV(LOW,13))*100; LWR1:=SMA(RSV,3,1); LWR2:=SMA(LWR1,3,1); A4:=LWR1>LWR2; B4:=LWR1<LWR2; LWR金叉:=IF(A4,4,0),COLORRED; BBI:=(MA(CLOSE,3)+MA(CLOSE,6)+MA(CLOSE,12)+MA(CLOSE,24))/4; A5:=CLOSE>BBI; B5:=CLOSE<BBI; BBI金叉:=IF(A5,5,0),COLORRED; RSI3:=SMA(MAX(CLOSE-LC,0),18,1)/SMA(ABS(CLOSE-LC),18,1)*100; MMS:=MA(3*RSI2-2*SMA(MAX(CLOSE-LC,0),16,1)/SMA(ABS(CLOSE-LC),16,1)*100,3); MMM:=EMA(MMS,8); A6:=MMS>MMM; B6:=MMS<MMM; MTM金叉:=IF(A6,6,0),COLORRED; D1:=CROSS(DIFF>DEA,0.5); K1:=CROSS(DIFF<DEA,0.5); D2:=CROSS(MMS>MMM,0.5); K2:=CROSS(MMS<MMM,0.5); D3:=CROSS(CLOSE>BBI,0.5); K3:=CROSS(CLOSE<BBI,0.5); D4:=CROSS(LWR1>LWR2,0.5); K4:=CROSS(LWR1<LWR2,0.5); D5:=CROSS(RSI1>RSI2,0.5); K5:=CROSS(RSI1<RSI2,0.5); D6:=CROSS(K>D,0.5); K6:=CROSS(K<D,0.5); DS1:=BARSLAST(CROSS(DIFF>DEA,0.5)); KS1:=BARSLAST(CROSS(DIFF<DEA,0.5)); DS2:=BARSLAST(CROSS(MMS>MMM,0.5)); KS2:=BARSLAST(CROSS(MMS<MMM,0.5)); DS3:=BARSLAST(CROSS(CLOSE>BBI,0.5)); KS3:=BARSLAST(CROSS(CLOSE<BBI,0.5)); DS4:=BARSLAST(CROSS(LWR1>LWR2,0.5)); KS4:=BARSLAST(CROSS(LWR1<LWR2,0.5)); DS5:=BARSLAST(CROSS(RSI1>RSI2,0.5)); KS5:=BARSLAST(CROSS(RSI1<RSI2,0.5)); DS6:=BARSLAST(CROSS(K>D,0.5)); KS6:=BARSLAST(CROSS(K<D,0.5)); HE1:=IF(DS1<KS1,DS1,-KS1); HE2:=IF(DS2<KS2,DS2,-KS2); HE3:=IF(DS3<KS3,DS3,-KS3); HE4:=IF(DS4<KS4,DS4,-KS4); HE5:=IF(DS5<KS5,DS5,-KS5); HE6:=IF(DS6<KS6,DS6,-KS6); QI:HE1+HE2+HE3+HE4+HE5+HE6; SUM(QI,3),COLORMAGENTA; 100,COLORGREEN; -100,COLORYELLOW; |

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