指标是一个综合性的选股公式,用于识别潜在的买入信号。其核心逻辑如下:
1. 构建动态基准线(BB):计算一个由多条短期均线合成的基准价格线。
2. 定义K线状态:通过复杂的条件(`TK`和`TP`)严格区分看跌和看涨的K线形态。
3. 生成动态信号线(A系列):通过基准线(BB)与一个加权价格(A0)的交叉,并结合K线状态,生成一条会动态调整的信号线。当信号线上穿基准线且满足看跌形态时,信号线下调;反之则上调。此过程迭代多次(A1至A9),使信号线(A)最终趋于稳定。
4. 触发初步信号(KK0):当最终稳定的信号线(A)上穿基准线(BB)时,产生初步的交叉买入信号。
5. 叠加资金与活跃度过滤:
机构活跃度:通过计算当日K线实体、影线的综合波动幅度,判断市场是否由机构资金主导并表现活跃。
资金净额:通过量价关系估算当日资金流入与流出,要求当日资金为净流入状态。
6. 最终选股条件(XG):要求同时满足“动态信号线上穿基准线(KK0)”、“机构活跃度”高、且当日“资金呈净流入”三个条件。
使用要点:该公式旨在捕捉机构资金活跃推动下的趋势启动点。信号产生较为严格,需结合其他分析验证。主要用于盘中预警或盘后选股。
BB0:=(MA(CLOSE,3)+MA(CLOSE,7)+MA(CLOSE,13)+MA(CLOSE,27))/4;
BB1:=EMA(CLOSE,5);
BB:=IF(BB0==DRAWNULL,BB1,BB0);
A0:=(H+L+2*O+6*C)/10;
TK:=(C<O OR (C<REF(H,1) AND C>O) OR (C>=O AND (H-C)>=(C-O) AND C/REF(C,1)<1.02) OR (C=O AND (H-C)>=(C-L) AND C/REF(C,1)<1.05));
TP:=((C>O AND C/REF(C,1)>0.94 ) OR (C>REF(L,1) AND C<O) OR (C<=O AND (C-L)>=(O-C) AND C/REF(C,1)>0.98) OR (C=O AND (C-L)>=(H-C) AND C/REF(C,1)>0.95));
C1:=CROSS(A0,BB) AND TK;
C2:=CROSS(BB,A0) AND TP;
A1:=IF(C1,BB*0.98,IF(C2,BB*1.02,A0));
C12:=CROSS(A1,BB) AND TK;
C22:=CROSS(BB,A1) AND TP;
A2:=IF(C12,BB*0.98,IF(C22,BB*1.02,A1));
C13:=CROSS(A2,BB) AND TK;
C23:=CROSS(BB,A2) AND TP;
A3:=IF(C13,BB*0.98,IF(C23,BB*1.02,A2));
C14:=CROSS(A3,BB) AND TK;
C24:=CROSS(BB,A3) AND TP;
A4:=IF(C14,BB*0.98,IF(C24,BB*1.02,A3));
C15:=CROSS(A4,BB) AND TK;
C25:=CROSS(BB,A4) AND TP;
A5:=IF(C15,BB*0.98,IF(C25,BB*1.02,A4));
C16:=CROSS(A5,BB) AND TK;
C26:=CROSS(BB,A5) AND TP;
A6:=IF(C16,BB*0.98,IF(C26,BB*1.02,A5));
C17:=CROSS(A6,BB) AND TK;
C27:=CROSS(BB,A6) AND TP;
A7:=IF(C17,BB*0.98,IF(C27,BB*1.02,A6));
C18:=CROSS(A7,BB) AND TK;
C28:=CROSS(BB,A7) AND TP;
A8:=IF(C18,BB*0.98,IF(C28,BB*1.02,A7));
C19:=CROSS(A8,BB) AND TK;
C29:=CROSS(BB,A8) AND TP;
A9:=IF(C19,BB*0.98,IF(C29,BB*1.02,A8));
C31:=CROSS(A9,BB) AND TK;
C41:=CROSS(BB,A9) AND TP;
A:=IF(C31,BB*0.98,IF(C41,BB*1.02,A9));
KK0:=CROSS(A,BB);
X_4:=IF(CLOSE<=OPEN,CLOSE,OPEN);
X_5:=(X_4-LOW)/LOW*100;
X_6:=(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100;
X_7:=(OPEN-REF(CLOSE,1))/REF(CLOSE,1)*100;
X_8:=(CLOSE-OPEN)/OPEN*100;
X_9:=IF(CLOSE>=OPEN,CLOSE,OPEN);
X_10:=(HIGH-X_9)/X_9*100;
X_11:=X_10;
X_12:=X_5;
X_13:=X_8+X_10;
X_14:=X_8+X_5;
X_15:=X_10+X_5;
X_16:=X_6;
X_17:=X_7;
X_18:=MAX(MAX(MAX(MAX(MAX(MAX(X_15,X_16),X_14),X_13),X_12),X_11),X_17)*1.2;
机构活跃度:=X_18>=6;
AA:=VOL/((HIGH-LOW)*2-ABS(CLOSE-OPEN));
买量:=IF(CLOSE>OPEN,AA *(HIGH-LOW),IF(CLOSE<OPEN,AA*((HIGH-OPEN)+(CLOSE-LOW)),VOL/2))/25000;
卖量:=IF(CLOSE>OPEN,0-AA*((HIGH-CLOSE)+(OPEN-LOW)),IF(CLOSE<OPEN,0-AA*(HIGH-LOW),0-VOL/2))/25000;
一日资金流入:=AMOUNT*买量/1000000,COLORRED;
一日资金流出:=AMOUNT*卖量/1000000,COLORGREEN;
净额:=一日资金流入+一日资金流出>0;
XG:KK0 AND 机构活跃度 AND 净额;