miaoguo_system_server/stock/通达信公式卖出2.txt

{ 持有股票名称和成本价 }
BUYDATE1:=1000000+250819;
NAME1:='600487';
PRICE1:=18.76;

BUYDATE2:=BUYDATE1;
NAME2:='301171';
PRICE2:=34.10;

BUYDATE3:=1000000+250818;
NAME3:='301165';
PRICE3:=74.57;

BUYDATE4:=BUYDATE3;
NAME4:='300806';
PRICE4:=23.40;

MYBUYPRICE:=IF(CODELIKE(NAME1),PRICE1,IF(CODELIKE(NAME2),PRICE2,IF(CODELIKE(NAME3),PRICE3,IF(CODELIKE(NAME4),PRICE4,0)))); 
MYBUYDATE:=IF(CODELIKE(NAME1),BUYDATE1,IF(CODELIKE(NAME2),BUYDATE2,IF(CODELIKE(NAME3),BUYDATE3,IF(CODELIKE(NAME4),BUYDATE4,0)))); 
持仓天数 :=DATETODAY(DATE)-DATETODAY(MYBUYDATE);

{ ===================== 参数设置 ===================== }
N1_BASE:=2;     
N2:=3;          
N3:=2;          
N4_BASE:=1.5;   
N5:=0.5;        
N6:=-5;         
STOPLOSS:=5;    
TAKEPROFIT:=10; 

创业板标识 := CODELIKE('300') OR CODELIKE('301');
N1 := IF(创业板标识, 2.75, N1_BASE);   
N4 := IF(创业板标识, 2.25, N4_BASE);   

{ ===================== 时间控制 ===================== }
集合竞价时段 := MACHINETIME>=092500 AND MACHINETIME<=093000;
上午开盘后 := MACHINETIME >= (093000 + N2*100) AND MACHINETIME <= 113000;
下午开盘后 := MACHINETIME >= 130000 AND MACHINETIME <= 145500;
有效时段 := 上午开盘后 OR 下午开盘后;

{ ===================== 基础数据 ===================== }
TR1 := MAX(MAX(H-L, ABS(REF(C,1)-H)), ABS(REF(C,1)-L));
相对ATR := MA(TR1,14)/REF(C,1)*100;
日内系数 := FROMOPEN/240;  
分时均价 := DYNAINFO(11);          
基准价 := MAX(O, REF(C,1));        

持续高波动 := BARSLASTCOUNT(相对ATR > 0.5);
高波动天数 := SUM(相对ATR > 0.5, 100);
有效周期 := IF(相对ATR > 0.5, MIN(MAX(持续高波动, 高波动天数), 30), 10);
有效最高价 := HHV(H, 有效周期);
当前回撤 := IF(基准价>0, (有效最高价 - C)/基准价*100, 0);

{ ===================== 集合竞价策略 ===================== }
集合竞价低开 := (O-REF(C,1))/REF(C,1)*100;
集合卖出 := 集合竞价时段 AND (
    (MYBUYPRICE>0 AND (O - MYBUYPRICE)/MYBUYPRICE*100 <= -STOPLOSS) 
    OR 集合竞价低开 < N6
);

{ ===================== 动态止盈止损 ===================== }
当前盈利 := IF(MYBUYPRICE>0, (C - MYBUYPRICE)/MYBUYPRICE*100, 0);
动态止损 := MAX(STOPLOSS, 1.2 * 相对ATR);
动态止盈 := MAX(TAKEPROFIT, 当前盈利 - N4 * 相对ATR);

止损触发瞬时 := MYBUYPRICE>0 AND 当前盈利 <= -动态止损;
止盈准备瞬时 := MYBUYPRICE>0 AND 当前盈利 >= 动态止盈;

{ ---- 锁定逻辑 ---- }
止损锁定 := IF(BARSLAST(止损触发瞬时)=DRAWNULL,0, BARSLAST(止损触发瞬时)< 10000);
止盈准备锁定 := IF(BARSLAST(止盈准备瞬时)=DRAWNULL,0, BARSLAST(止盈准备瞬时)< 10000);

{ ===================== 动态回撤阈值 ===================== }
动态回撤阈值 := (1 + 相对ATR/100) * N1 * (1 - 0.3*日内系数) * N3;

{ ===================== 量价动能 ===================== }
缩量回落 := V < MA(V,20) * 0.8;
DIF := EMA(C,12)-EMA(C,26);
动能转弱 := DIF < REF(DIF,1) AND MACD<0;
下破均价 := C < 分时均价 AND REF(C,1) >= REF(分时均价,1);

{ ===================== 板块计算 ===================== }
行业涨幅 := HORCALC(HYBLOCK,105,2,3);
板块弱势 := 行业涨幅 < REF(行业涨幅,1) AND 行业涨幅 < 0;

{ ===================== L2信号 ===================== }
主力对倒 := L2_AMO(1,3) > L2_AMO(1,2)*1.2 
        AND (L2_AMO(1,3)+L2_AMO(1,2)) > MA(V,10)*C*0.3;
主动出货 := L2_AMO(0,3) > L2_AMO(0,2)*2 
        AND L2_VOL(0,3)/V > 0.3 
        AND V/MA(V,5) > 1.2;

{ ===================== 信号分层 ===================== }
强制卖出 := 止损锁定 OR 主动出货;

HS300C:="399300$C";
HS300ATR:= MA(ABS(REF(HS300C,1)-HS300C),14)/REF(HS300C,1)*100;
大盘弱势:=HS300C < REF(HS300C,1) * (1 - HS300ATR*N5/100);

弱信号1 := (当前回撤 >= 动态回撤阈值) AND 下破均价;
弱信号2 := 缩量回落 AND 动能转弱;
弱信号3 := 板块弱势;
弱信号4 := 主力对倒;
弱信号5 := 大盘弱势;

组合卖出 := (弱信号1 + 弱信号2*2 + 弱信号3 + 弱信号4 + 弱信号5) >= 3;

{ ===================== 成交过滤 ===================== }
基础过滤 := V > MA(V,5)*0.7;
紧急情况 := (REF(C,1)-C)/REF(C,1)*100 > 5 
          OR (止损锁定 AND EVERY(V < MA(V,5)*0.8, 3))
          OR C <= ROUND(REF(C,1)*0.9*100)/100;
创业板紧急情况 := (REF(C,1)-C)/REF(C,1)*100 > 4 
               OR (止损锁定 AND EVERY(V < MA(V,5)*0.8, 2))
               OR C <= ROUND(REF(C,1)*0.86*100)/100;
成交过滤 := IF(创业板标识, 基础过滤 OR 创业板紧急情况, 基础过滤 OR 紧急情况);

{ ===================== 综合信号 ===================== }
综合信号瞬时 := MYBUYPRICE>0 AND (
        集合卖出 
        OR (有效时段 AND (强制卖出 OR 组合卖出))
        OR (止盈准备锁定 AND (强制卖出 OR 组合卖出))
    )
    AND 成交过滤
    AND 持仓天数>=1;

{ ---- 综合信号锁定（记忆功能） ---- }
综合信号锁定 := IF(BARSLAST(综合信号瞬时)=DRAWNULL,0, BARSLAST(综合信号瞬时)< 10000);

{ ---- 自动清零逻辑：新建仓时重置 ---- }
综合信号 : IF(MYBUYPRICE>0, 综合信号锁定, 0);

{ ===================== 可视化 ===================== }
DRAWICON(综合信号, L*0.98, 2);