【指标公式源码】量化交易必备:RSI+MACD双因子共振选股指标公式详解(附源码)

指标公式使用说明

指标构成

本指标公式结合了动量指标、均线变化以及MACD指标,用于捕捉股票的买入信号。

变量解释

  1. LC‌:前一日收盘价。
  2. 超级绝密指标‌:基于前一日收盘价计算的动量指标,衡量股价上涨的动能。
  3. ZBXG‌:当日收盘价与前一日收盘价的差值。
  4. e1‌:经过双重EMA平滑处理的ZBXG值,用于衡量股价短期波动的趋势。
  5. ‌:买入信号,当e1满足特定条件时触发。
  6. DIF, DEA, MACD‌:标准的MACD指标,用于衡量股价长期趋势。

使用条件

  1. 超级绝密指标‌:衡量股价上涨动能,不作为直接买卖信号,但用于辅助判断。
  2. e1值‌:通过双重EMA平滑处理,当e1值在最近2日内达到7日内的最低值,且最近2日内至少有一天e1小于0,并且e1上穿其2日均线时,视为潜在买入信号。
  3. MACD指标‌:要求MACD值大于0,即DIF线上穿DEA线形成的金叉,且位于0轴上方,表示股价处于多头趋势。
  4. 买入信号‌:当满足“买”条件且MACD大于0时,产生买入信号。

操作建议

  • 当指标发出买入信号时,考虑介入。
  • 结合其他技术指标和市场环境进行综合判断,提高决策准确性。
  • 注意风险管理,设置止损点。

注意事项

  • 本指标仅供参考,不构成投资建议。
  • 股市有风险,投资需谨慎。在实际操作中,请结合个人风险承受能力和投资目标进行合理配置。
LC:=REF(CLOSE,1);
超级绝密指标:=((SMA(MAX((CLOSE - LC),0),3,1) / SMA(ABS((CLOSE - LC)),3,1)) * 100);
ZBXG:=C-REF(C,1);{高手指标公式网www.haoyundada.com}
e1:=100*EMA(EMA(ZBXG,6),6)/EMA(EMA(ABS(ZBXG),6),6);
买:=IF(LLV(e1,2)=LLV(e1,7) AND COUNT(e1< 0,2) AND CROSS(e1,MA(e1,2)),1,0);
DIF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIF,9);
MACD:=(DIF-DEA)*2;
e2:=MACD>0;
e5:买 AND e2;
#### 优化思路

1. &zwnj;**精简变量**&zwnj;:减少不必要的中间变量,使代码更加简洁。
2. &zwnj;**提高可读性**&zwnj;:对变量和公式进行适当注释,提高代码可读性。
3. &zwnj;**逻辑优化**&zwnj;:确保逻辑条件更加严谨,减少误触发买入信号的可能性。

#### 优化后的指标公式代码

```plaintext
LC := REF(CLOSE, 1);          {前一日收盘价}

动力指标 := (SMA(MAX((CLOSE - LC), 0), 3, 1) / SMA(ABS((CLOSE - LC)), 3, 1)) * 100;
{基于前一日收盘价计算的动量指标,衡量股价上涨的动能}

ZBXG := C - REF(C, 1);        {当日收盘价与前一日收盘价的差值}

趋势值 := 100 * EMA(EMA(ZBXG, 6), 6) / EMA(EMA(ABS(ZBXG), 6), 6);
{经过双重EMA平滑处理的ZBXG值,衡量股价短期波动的趋势}

买入条件1 := LLV(趋势值, 2) = LLV(趋势值, 7) AND COUNT(趋势值 < 0, 2);
{趋势值在最近2日内达到7日内的最低值,且最近2日内至少有一天趋势值小于0}

买入条件2 := CROSS(趋势值, MA(趋势值, 2));  {趋势值上穿其2日均线}

DIF := EMA(CLOSE, 12) - EMA(CLOSE, 26);     {MACD的DIF线}
DEA := EMA(DIF, 9);                         {MACD的DEA线}
MACD值 := (DIF - DEA) * 2;                 {MACD值}

多头趋势 := MACD值 > 0;                    {MACD值大于0,表示多头趋势}

买入信号 := 买入条件1 AND 买入条件2 AND 多头趋势;  {产生买入信号的条件}

{输出买入信号}
STICKLINE(买入信号, 0, 1, COLORRED);  {当满足买入信号时,在图表上绘制红色标记}

优化后的指标公式代码注意事项

  • 优化后的指标公式代码在逻辑上更加严谨,减少了误触发买入信号的可能性。
  • 在实际使用中,请结合其他技术指标和市场环境进行综合判断,提高决策准确性。
  • 注意风险管理,设置止损点,避免盲目跟风操作。
LC:=REF(CLOSE,1);
RSI_3:=SMA(MAX(CLOSE-LC,0),3,1)/SMA(ABS(CLOSE-LC),3,1)*100;  // 3日RSI替代原超级绝密指标
PRICE_CHANGE:=CLOSE-REF(CLOSE,1);
MOMENTUM:=100*EMA(EMA(PRICE_CHANGE,6),6)/EMA(EMA(ABS(PRICE_CHANGE),6),6);

// MACD参数优化
SHORT_TERM:=12;
LONG_TERM:=26;
SIGNAL_PERIOD:=9;
DIF:=EMA(CLOSE,SHORT_TERM)-EMA(CLOSE,LONG_TERM);
DEA:=EMA(DIF,SIGNAL_PERIOD);
MACD:=(DIF-DEA)*2;

// 买入条件优化
BUY_SIGNAL:=LLV(MOMENTUM,2)=LLV(MOMENTUM,7) 
           AND COUNT(MOMENTUM<0,2)>=1 
           AND CROSS(MOMENTUM,MA(MOMENTUM,2));
MACD_FILTER:=MACD>0 AND DIF>0;

FINAL_SIGNAL:BUY_SIGNAL AND MACD_FILTER;

优化后的指标增加了参数可调性,改进了变量命名规范,并强化了MACD过滤条件。使用时建议配合成交量指标验证信号有效性。

【指标公式源码】量化交易必备:RSI+MACD双因子共振选股指标公式详解(附源码)-好运哒哒指标公式网

【指标公式源码】量化交易必备:RSI+MACD双因子共振选股指标公式详解(附源码)-好运哒哒指标公式网

网页唯一标识识别码
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

指标使用通用经验总结

  1. 一般出现信号不急着立即介入,介入时机一般尾盘半小时判断信号是否可介入;
  2. 指标信号出现后第二天冲高阴线立即清仓等待突破上一个信号点最高价判断是是否介入;
  3. 指标信号出现后第二天阴线或假阳线立即清仓,等待突破上一个信号点最高价在判断是否介入;
  4. 在上涨,现价处于上涨高位的『介入、看多』信号不参与;
  5. 不是信号一出现就介入,要根据市场环境,量价关系,市场情绪等诸多因素判断是否可介入;
  6. 技术指标有其本身局限性,宁可错过,也不要做错
  7. 拿到指标后,多测试,多练习,看是否符合预期,总结规律;

总之一旦信号失真,不符合预期,立即清仓控制风险 ;

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