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PVBS量价

2016-7-13 10:02:38点击:

 参数:UPDOWN 默认=5
 

VARIABLE:VERSION='1.0',B=1,S=0,FASTSELL=0,BARPOSREC=0; {B=1:表示可买;S=1:表示可卖;FASTSELL=1:表示之前出现的卖点是因涨幅过大而导致的止盈卖点。}

{调试开始}

IF DATE = 1130516 THEN

B := B;

{调试结束}

{新增开始}

MA3 : MA(CLOSE,3),DOTLINE,COLORYELLOW;{3日均线}

MA6 : MA(CLOSE,6),DOTLINE,COLORGREEN;{6日均线}

{新增结束}

MA18 : MA(CLOSE,18),COLORWHITE;{18日均线}

{新增开始}

MA34 : MA(CLOSE,34),DASHLINE,COLORBLUE;{34日均线}

MA144 : MA(CLOSE,144),DASHLINE,COLOR9900CC;{144日均线}

MA244 : MA(CLOSE,244),DASHLINE,COLORRED;{244日均线}

{新增结束}

CLOSECOND := CLOSE>MA18;{条件1:当天收盘价在18日均线之上}

MA18COND1 := ALL(MA18>REF(MA18,1),UPDOWN) AND (MA18/REF(MA18,UPDOWN)>1.01);{条件2:18日均线在 UPDOWN 天内走多,且上涨超过 1.5%}

MA18COND2 := ALL(MA18<REF(MA18,1),UPDOWN) AND (MA18/REF(MA18,UPDOWN)<0.99);{条件3:18日均线在 UPDOWN 天内走空,且下跌超过 1.5%}

MA18COND3 := (MA18COND1 = 0) AND (MA18COND2 =0);{条件4:18日均线在 UPDOWN 天内走平。即:既不走多,也不走空}

VOL6  := MA(VOL, 6);{成交量6日均线}

VOL18 := MA(VOL,18);{成交量18日均线}

VOL6CRS18 := ANY(CROSS(VOL6,VOL18),UPDOWN) AND (VOL6 > VOL18);{条件5:成交量6日均线在 UPDOWN 天内上穿成交量18日均线,且仍保持在成交量18日均线之上}

VOL6UP18  := ALL(VOL6>VOL18,UPDOWN);{条件6:成交量6日均线与成交量18日均线在 UPDOWN 天内成多头排列}

UPNOTFAST := REF(CLOSE,1)/REF(CLOSE,4) < 1.15;{条件7:前三天涨幅过大(>15%)的去掉}

ADDPOS    := CLOSE/MA18 < 1.02 AND CLOSE/MA18 >= 1;

BUYSIGN   := CLOSECOND AND (MA18COND1 OR MA18COND3) AND (VOL6CRS18 OR VOL6UP18) AND UPNOTFAST;

IF B AND BUYSIGN THEN BEGIN

IF BARPOS-BARPOSREC > UPDOWN THEN FASTSELL := 0;

IF FASTSELL THEN

BEGIN

IF ADDPOS THEN

BEGIN

DRAWBMP(BUYSIGN, LOW, 'buy1'),ALIGN1;

B := 0;

S := 1;

FASTSELL := 0;

BARPOSREC := BARPOS;

END

END

ELSE

BEGIN

DRAWBMP(BUYSIGN, LOW, 'buy1'),ALIGN1;

B := 0;

S := 1;

FASTSELL := 0;

BARPOSREC := BARPOS;

END

END

DRAWBMP(S AND ADDPOS, LOW, 'bs'),ALIGN1;

CLOSEMA2  := ALL(CLOSE<MA18,2);{条件8:连续2天收盘价跌破至18日均线以下}

VOL18CRS6 := ANY(CROSS(VOL18,VOL6),UPDOWN) AND (VOL6 < VOL18);{条件9:5日内成交量6日均线有下穿成交量18日均线,且仍保持在成交量18日均线之下}

VOL6DN18  := ALL(VOL6<VOL18,UPDOWN);{条件10:成交量6日均线与成交量18日均线在 UPDOWN 天内成空头排列}

DAYS3UP   := REF(CLOSE,1)/REF(CLOSE,4) - 1;

TODAYDOWN := CLOSE/REF(CLOSE,1) - 1;

UPTOOFAST := 0;

IF DAYS3UP > 0.25 AND TODAYDOWN < -0.05 THEN

UPTOOFAST := 1;

ELSE IF DAYS3UP > 0.2 AND TODAYDOWN < -0.035 THEN

UPTOOFAST := 1;

ELSE IF DAYS3UP > 0.15 AND TODAYDOWN < -0.02 THEN

UPTOOFAST := 1;

SELLSIGN := (CLOSEMA2 AND (MA18COND2 OR MA18COND3) AND (VOL18CRS6 OR VOL6DN18)) OR UPTOOFAST;

IF S AND SELLSIGN THEN BEGIN

DRAWBMP(SELLSIGN, HIGH, 'sell1'),ALIGN1,VALIGN2;

S := 0;

B := 1;

BARPOSREC := BARPOS;

IF UPTOOFAST THEN FASTSELL := 1;

END;

REDUCEPOS := CLOSE/MA18 > 0.98 AND CLOSE/MA18 <= 1;

DRAWBMP(B AND REDUCEPOS, HIGH, 'ss'),ALIGN1,VALIGN2;

DRAWTEXTABS(0,25,'版本号:'+VERSION),COLORYELLOW;

DRAWTEXTABS(0,10,BKNAME),COLORWHITE;