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stock/通达信公式卖出2.txt

@@ -17,19 +17,19 @@ TAKEPROFIT:=10; { 基础止盈阈值(%)，动态止盈不会低于此值 }
 
 { ===================== 基础数据 =====================}
 { ATR（相对化）与日内权重 }
-TR1 : MAX(MAX(HIGH-LOW, ABS(REF(CLOSE,1)-HIGH)), ABS(REF(CLOSE,1)-LOW));
+TR1 := MAX(MAX(HIGH-LOW, ABS(REF(CLOSE,1)-HIGH)), ABS(REF(CLOSE,1)-LOW));
 ATR1 := MA(TR1,14);
 相对ATR := IF(REF(C,1)=0,0,ATR1/REF(C,1))*100;      { 相对波动率(%) }
 日内系数 := FROMOPEN/240;              { 0~1 的时间占比 }
 
 分时均价 := DYNAINFO(11);             { 分时均价 }
 基准价 := MAX(OPEN, REF(C,1));        { 取开盘与前收较高者 }
-有效最高价 := HHV(C, MIN(20, MAX(5, FLOOR(相对ATR))));
+有效最高价 := HHV(C, BETWEEN(FLOOR(相对ATR*10),5,30));
 当前回撤 := IF(基准价=0, 0, (有效最高价 - C)/基准价*100);
 
 
 { ===================== 动态止盈止损（自适应波动） =====================}
-当前盈利 := IF(MYBUYPRICE>0, IF(MYBUYPRICE=0,0,(C - MYBUYPRICE)/MYBUYPRICE*100), 0);
+当前盈利 := IF(MYBUYPRICE>0,(C - MYBUYPRICE)/MYBUYPRICE*100,0);
 
 动态止损 := MAX(STOPLOSS, 1.2 * 相对ATR);      { 不低于基础止损 }
 动态止盈 := MAX(TAKEPROFIT, MAX(0, 2.5 * 相对ATR - 当前盈利*0.1));
@@ -49,7 +49,10 @@ ATR1 := MA(TR1,14);
 
 { ===================== 量价与动能（精简版） =====================}
 缩量回落 := V < MA(V,20) * 0.8;
-动能转弱 := MACD.DIF < REF(MACD.DIF,1) AND MACD.MACD < 0;
+DIF:=EMA(CLOSE,12)-EMA(CLOSE,26);
+DEA:=EMA(DIF,9);
+MACD:=2*(DIF-DEA);
+动能转弱 := DIF < REF(DIF,1) AND MACD < 0;
 
 { 分时均价“下破”判定}
 下破均价 := C < 分时均价 AND REF(C,1) >= REF(分时均价,1);
@@ -57,7 +60,8 @@ ATR1 := MA(TR1,14);
 { 假突破（精简）}
 BOLL_M:=MA(C,20);
 BOLL_U:=BOLL_M + 2*STD(C,20);
-假突破 :=REF(C,1) > REF(BOLL_U,1) AND C < BOLL_M AND C < REF(C,1);
+假突破:=REF(C,1) > REF(BOLL_U,1) AND C < BOLL_M AND C < REF(C,1);
+假突破过滤:=假突破 AND (BARSTATUS=2 AND BARSCOUNT(C)>20);
 
 { ===================== 板块动态（弱化为过滤，不做强信号） =====================}
 行业收盘 := HORCALC(HYBLOCK,103,2,3);
@@ -67,7 +71,8 @@ BOLL_U:=BOLL_M + 2*STD(C,20);
 行业价格变动 := 行业收盘 - REF(行业收盘,1);
 行业上涨均值 := SMA(MAX(行业价格变动,0),14,1);
 行业下跌均值 := SMA(ABS(MIN(行业价格变动,0)),14,1);
-行业RSI := IF((行业上涨均值+行业下跌均值)=0,0,行业上涨均值/(行业上涨均值+行业下跌均值))*100;
+RSI计算:= IF((行业上涨均值+行业下跌均值)=0,0,行业上涨均值/(行业上涨均值+行业下跌均值))*100;
+行业RSI:=IF(行业收盘=0,50,RSI计算);
 
 板块弱势 := 行业RSI < 50 AND 行业涨幅 < REF(行业涨幅,1)
         AND 行业成交 < REF(MA(行业成交,5),1)
@@ -77,7 +82,8 @@ BOLL_U:=BOLL_M + 2*STD(C,20);
 主力对倒 := (L2_AMO(1,3) > L2_AMO(1,2)*1.2 AND L2_AMO(1,2) > 0)
          AND (L2_AMO(1,3)+L2_AMO(1,2)) > MA(VOL,10)*C*0.5
          AND IF((ACTOUTVOL + ACTINVOL)=0,0,ABS(ACTOUTVOL - ACTINVOL)/(ACTOUTVOL + ACTINVOL)) < 0.3
-         AND IF(MA(VOL,10)=0,0,L2_VOL(2,3)/MA(VOL,10)) < 0.5;
+         AND IF(MA(VOL,10)=0,0,L2_VOL(2,3)/MA(VOL,10)) < 0.5 
+		 AND VOL>0;
 
 主动出货 := (L2_AMO(0,3) > L2_AMO(0,2)*2 AND L2_AMO(1,3) > L2_AMO(1,2)*1.5)
          AND IF(VOL=0,0,L2_VOL(0,3)/VOL) > 0.5
@@ -115,16 +121,16 @@ HS300ATR:= MA(HS300TR,14)/REF(HS300C,1)*100;
 触发型止盈 := 止盈准备 AND (强制卖出 OR 组合卖出);
 
 { ===================== 最终信号与过滤 =====================}
-成交过滤 := VOL > MA(VOL,5)*0.8 OR (VOL > MA(VOL,20) AND 缩量回落=0);  { 允许温和缩量 }
-持仓天数: BARSSINCE(MYBUYPRICE>0 AND C>MYBUYPRICE);
+成交过滤 := (VOL > MA(VOL,5)*0.8 OR (VOL > MA(VOL,20) AND 缩量回落=0)) AND VOL < MA(VOL,20)*5;  { 允许温和缩量 }
+持仓天数 := IF(MYBUYPRICE>0, BARSCOUNT(C)-BARSCOUNT(IF(MYBUYPRICE>0,1,0)), 0);
 
-综合信号 : (强制卖出 OR 组合卖出 OR 触发型止盈)
+综合信号 : MYBUYPRICE>0 
+   		 AND (强制卖出 OR 组合卖出 OR 触发型止盈)
          AND 有效时段
          AND 成交过滤
-		 AND 持仓天数>1 
-         AND NOT(假突破);
+		 AND 持仓天数>=1 
+         AND NOT(假突破过滤);
 
 { ===================== 可视化 =====================}
 DRAWICON(综合信号, C, 2);
-STICKLINE(综合信号, O, C, 3, 0), COLORRED;
-
+STICKLINE(综合信号, O, C, 3, 0), COLORRED;