公式名称"不知流火"源自《诗经》"七月流火",喻示趋势火种的悄然蔓延
公式原理分析
该公式通过多周期加权均线的聚合与分离构建动量信号:
1. 首先计算3日高低收价的均值(VAR1)作为基准价格
2. 采用3/5/8/11/13/15/18/21等8个斐波那契周期进行三重指数平滑预测
3. 将短周期组(3-11)与长周期组(13-21)的差值放大10倍作为动量核心(VAR10)
4. 当动量值突破前值88%时触发共振信号(VAR12),并设置21日过滤机制消除噪音
核心信号特征
1. 黄色蜡烛标记:出现黄色实体K线时,表明多周期共振买点形成
2. 文字标注:在信号K线下方显示"↖不知流火"提示
3. 位置特性:信号常出现在回调后的启动阶段,L*0.98的算法确保贴近支撑位
使用策略
1. 趋势配合:建议在60日均线上方使用,避免下跌趋势中的假信号
2. 仓位管理:信号出现后可在收盘前介入,止损设在信号K线最低价下方2%
3. 共振验证:可搭配成交量放大(如当日量能>5日均量1.5倍)增强可靠性
注意事项
• 该公式对震荡行情敏感,建议结合ATR指标过滤振幅小于2%的交易日
• 信号出现后若3日内未突破信号K线高点,需注意短期风险
• 适合应用于日线及以上周期,分钟级别误报率较高
{主图源码如下}
VAR1:=(HHV(C,3)+LLV(C,3)+HHV(H,3)+LLV(L,3))/4;
VAR2:=FORCAST(WMA(VAR1,3),3);
VAR3:=FORCAST(WMA(VAR1,5),3);
VAR4:=FORCAST(WMA(VAR1,8),3);
VAR5:=FORCAST(WMA(VAR1,11),3);
VAR6:=FORCAST(WMA(VAR1,13),3);
VAR7:=FORCAST(WMA(VAR1,15),3);
VAR8:=FORCAST(WMA(VAR1,18),3);
VAR9:=FORCAST(WMA(VAR1,21),3);
VAR10:=((VAR2+VAR3+VAR4+VAR5)-(VAR6+VAR7+VAR8+VAR9))*10;
VAR11:=FORCAST(VAR10,3),COLOR00FFFF,LINETHICK0;
VAR12:=IF(VAR11*0.88>REF(VAR11,1),1,-1);
VAR13:= FILTER(CROSS(VAR12,0),21);
VAR14:= FILTER(CROSS(0,VAR12),21);
VAR15:=BARSLAST(VAR13),NODRAW;
VAR16:=BARSLAST(VAR14),NODRAW;
VAR17:=IF(VAR15< VAR16,1,0),NODRAW;
VAR18:=L*0.98*(FILTER(CROSS(VAR12,0),21) AND REF(VAR17,1)=0);
VAR19:=REF(VAR18,1) AND C< O;
STICKLINE(VAR19,OPEN,CLOSE,3,0),COLORYELLOW;
DRAWTEXT(VAR19,L*0.99,'↖不知流火'),COLORYELLOW;
{副图源码如下}
VAR1:=(HHV(C,3)+LLV(C,3)+HHV(H,3)+LLV(L,3))/4;
VAR2:=FORCAST(WMA(VAR1,3),3);
VAR3:=FORCAST(WMA(VAR1,5),3);
VAR4:=FORCAST(WMA(VAR1,8),3);
VAR5:=FORCAST(WMA(VAR1,11),3);
VAR6:=FORCAST(WMA(VAR1,13),3);
VAR7:=FORCAST(WMA(VAR1,15),3);
VAR8:=FORCAST(WMA(VAR1,18),3);
VAR9:=FORCAST(WMA(VAR1,21),3);
VAR10:=((VAR2+VAR3+VAR4+VAR5)-(VAR6+VAR7+VAR8+VAR9))*10;
VAR11:=FORCAST(VAR10,3),COLOR00FFFF,LINETHICK0;
VAR12:=IF(VAR11*0.88>REF(VAR11,1),1,-1);
VAR13:= FILTER(CROSS(VAR12,0),21);
VAR14:= FILTER(CROSS(0,VAR12),21);
VAR15:=BARSLAST(VAR13),NODRAW;
VAR16:=BARSLAST(VAR14),NODRAW;
VAR17:=IF(VAR15< VAR16,1,0),NODRAW;
VAR18:=L*0.98*(FILTER(CROSS(VAR12,0),21) AND REF(VAR17,1)=0);
选股:REF(VAR18,1) AND C< O;
VAR19:=REF(C,BARSLAST(选股)),COLORYELLOW,NODRAW;
VAR20:=REF(C,BARSLAST(选股))*1.01,COLORYELLOW,NODRAW;
VAR21:=REF(H,BARSLAST(选股)-1),COLORFF00FF,NODRAW;
VAR22:=REF(C,BARSLAST(选股))*0.97,COLORGREEN,NODRAW;
VAR23:=REF(C,BARSLAST(选股)-1),COLORFF00FF,NODRAW;
VAR24:=(REF(C,BARSLAST(选股)-1)/VAR19-1)*155;
VAR25:=BARSLAST(选股),COLORYELLOW,NODRAW;
VAR26:=(VAR21/VAR19-1)*100,COLORRED,NODRAW;
STICKLINE(REF(选股,1) ,0,0.50,2,0),COLORGREEN;
STICKLINE(REF(选股,1) AND VAR21/VAR19>=1.01,0,0.50,2,0),COLORRED;
DRAWICON(REF(选股,1) AND VAR26>=1,0.68,5);
DRAWICON(REF(选股,1) AND VAR26< 1,0.68,4);
DRAWNUMBER(REF(选股,1),0.85,VAR26),COLORYELLOW;
DRAWTEXT(REF(选股,1),0.8,' %'),COLORYELLOW;
{选股源码如下}
VAR1:=(HHV(C,3)+LLV(C,3)+HHV(H,3)+LLV(L,3))/4;
VAR2:=FORCAST(WMA(VAR1,3),3);
VAR3:=FORCAST(WMA(VAR1,5),3);
VAR4:=FORCAST(WMA(VAR1,8),3);
VAR5:=FORCAST(WMA(VAR1,11),3);
VAR6:=FORCAST(WMA(VAR1,13),3);
VAR7:=FORCAST(WMA(VAR1,15),3);
VAR8:=FORCAST(WMA(VAR1,18),3);
VAR9:=FORCAST(WMA(VAR1,21),3);
VAR10:=((VAR2+VAR3+VAR4+VAR5)-(VAR6+VAR7+VAR8+VAR9))*10;
VAR11:=FORCAST(VAR10,3);
VAR12:=V/CAPITAL*100>5;
VAR13:=IF(VAR11*0.88>REF(VAR11,1),1,-1);
VAR14:= FILTER(CROSS(VAR13,0),21);
VAR15:= FILTER(CROSS(0,VAR13),21);
VAR16:=BARSLAST(VAR14);
VAR17:=BARSLAST(VAR15);
VAR18:=IF(VAR16< VAR17,1,0);
VAR19:=L*0.98*(FILTER(CROSS(VAR13,0),21) AND REF(VAR18,1)=0);
不知流火选股:REF(VAR19,1) AND C< O AND VAR12;