多因子量化结构系统：振幅统计、动量谱与效率指标一体化模型

泡股

更多指标：http://www.macd888.com(macd888量化）

通达信指标安装步骤：

电脑端 打开通达信软件；点击“功能”-“公式系统”-“公式管理器”；选择“技术指标公式”-“新建”；测试通过的话，一定要记得去点击右上角的”确定“按钮，这样就完成了。

友情提示（指标只是辅助，不作建议）

图一：指标全局分析图

一、指标核心用法

指标名称：多因子量化结构系统：振幅统计、动量谱与效率指标一体化模型

指标类型画线方法：附图指标

风险提示：指标仅仅就是提供技术研究和学习交流使用。市场一致有很强的不确定性,所有基于指标的决策判断都要小心谨慎,且需要自行承担风险,不构成任何投资建议。本文所述模型算法仅限学术探讨，指标公式作为知识免费分享，"基于开源数据集的理论推演"，仅用于学习交流。

二、指标图谱展示








四、指标公式源代码




DRAWRECTREL(2000,990,0,0,RGB(10,0,0));
DRAWBAND(3*(EMA(C,3)-EMA(C,8)-EMA(EMA(C,3)-EMA(C,8),20))*5+20,RGB(250,80,80),20,RGB(0,180,180));
DRAWTEXT(ISLASTBAR,20.5,'——资'),COLORMAGENTA;
LIJIN1:=VOL*CLOSE;
LIJIN2:=SUM(LIJIN1,1)/SUM(VOL,1);
LIJIN3:=EMA(LIJIN2,8);
LIJIN4:(LIJIN2-LIJIN3)*100/LIJIN2,NODRAW,COLORRED;
DRAWBAND(LIJIN4+35,RGB(250,0,00),35,RGB(0,255,0));
DRAWTEXT(ISLASTBAR,35.5,'——敢'),COLORRED;
LIJIN5:3*(EMA(C,3)-EMA(C,8)-EMA(EMA(C,3)-EMA(C,8),20))*5,NODRAW,COLORMAGENTA;
LIJIN6:=(CLOSE-LLV(LOW,24))/(HHV(HIGH,24)-LLV(LOW,24))*200*10;
LIJIN7:SMA(LIJIN6,5,1)/100,COLORYELLOW;
DRAWBAND(LIJIN7>REF(LIJIN7,1),RGB(250,0,120),0,RGB(0,180,180));
STICKLINE(LIJIN7>REF(LIJIN7,1),0,LIJIN7,2.5,0),COLORYELLOW;
STICKLINE(LIJIN7<REF(LIJIN7,1),0,LIJIN7,2.5,0),COLORBLUE;
LIJIN8:18,COLOR208FFF;
LIJIN9:15,COLORFF33FF,DOTLINE;
LIJIN10:=VOL/((HIGH-LOW)*2-ABS(CLOSE-OPEN));
LIJIN11:=(IF(CLOSE>OPEN,LIJIN10*(HIGH-LOW),IF(CLOSE<OPEN,LIJIN10*(HIGH-OPEN+CLOSE-LOW),VOL/2))/(IF(CLOSE>OPEN,0-LIJIN10*(HIGH-CLOSE+OPEN-LOW),IF(CLOSE<OPEN,0-LIJIN10*(HIGH-LOW),0-VOL/2))*(-1))-IF(CLOSE>OPEN,0-LIJIN10*(HIGH-CLOSE+OPEN-LOW),IF(CLOSE<OPEN,0-LIJIN10*(HIGH-LOW),0-VOL/2))*(-1)/IF(CLOSE>OPEN,LIJIN10*(HIGH-LOW),IF(CLOSE<OPEN,LIJIN10*(HIGH-OPEN+CLOSE-LOW),VOL/2)));
LIJIN12:=AMOUNT/(100*VOL);
LIJIN13:=MA(LIJIN12,40);
LIJIN14:=100*(CLOSE-LIJIN13)/LIJIN13;
LIJIN15:IF(LIJIN11>0&&LIJIN14<-12&&CLOSE/OPEN>1.07,300,200)/100,COLORFFFF00,DOTLINE;
DRAWTEXT(ISLASTBAR,1.5,'——能量'),COLORYELLOW;
LIJIN16:=COUNT(V>=REF(V,1)*2,BARSLAST(CROSS(C,MA(C,20))));
LIJIN17:IF(LIJIN16=1,1000,0)/100,COLORYELLOW,LINETHICK3;
DRAWRECTREL(150,990,0,0,RGB(10,0,0));
LIJIN18:=HIGH;
LIJIN19:=LOW;
LIJIN20:=(H-L)/L*100;
LIJIN21:=(C-L)/L*100;
LIJIN22:=LIJIN21/LIJIN20*100;
DRAWRECTREL(40,850,70,150,RGB(0,255,0));
DRAWRECTREL(70,CONST(850-LIJIN22*7),40,850,RGB(255,0,0));
DRAWRECTREL(70,150,40,850,RGB(0,0,0));
DRAWTEXT_FIX(1,0.09,0.3,0,STRCAT(CON2STR(LIJIN20-LIJIN21,2),'%')),COLORRED;
DRAWTEXT_FIX(1,0.09,0.6,0,STRCAT(CON2STR(LIJIN21,2),'%')),COLORGREEN;
DRAWTEXT_FIX(1,0.09,0.8,0,STRCAT(STRCAT('高低：',CON2STR(LIJIN20,2)),'％')),COLORWHITE;
LIJIN23:=(OPEN-REFV(C,1))/REFV(C,1)*100,COLORWHITE,NODRAW;
DRAWTEXT_FIX(1,0.09,0.05,0,STRCAT(STRCAT('开盘：',CON2STR(LIJIN23,2)),'％')),COLORWHITE;