徐小明定量结构增强版通达信公式

DIF:100*(EMA(CLOSE,12)-EMA(CLOSE,26));

DEA:EMA(DIF,9);

MACD:(DIF-DEA)*2,COLORSTICK;

{底部结构预警}

死叉:=CROSS(DEA,DIF);

N1:=BARSLAST(死叉);{最近一次死叉的位置}

N2:=REF(BARSLAST(死叉),N1+1);{倒数第二次死叉与倒数第一次死叉的区间}

N3:=REF(BARSLAST(死叉),N2+N1+2);{倒数第三次死叉与倒数第二次死叉的区间}

CL1:=LLV(C,N1+1);{最近一次死叉后，最低收盘价}

DIFL1:=LLV(DIF,N1+1);

CL2:=REF(CL1,N1+1);{倒数第二次死叉与倒数第一次死叉之间的最低收盘价}

DIFL2:=REF(DIFL1,N1+1);

CL3:=REF(CL2,N1+1);{倒数第三次死叉与倒数第二次死叉之间的最低收盘价}

DIFL3:=REF(DIFL2,N1+1);

PDIFL2:=IF(DIFL2>0,INTPART(LOG(DIFL2))-1,INTPART(LOG(-DIFL2))-1);

MDIFL2:=INTPART(DIFL2/POW(10,PDIFL2));

PDIFL3:=IF(DIFL3>0,INTPART(LOG(DIFL3))-1,INTPART(LOG(-DIFL3))-1);

MDIFL3:=INTPART(DIFL3/POW(10,PDIFL3));

MDIFB2:=INTPART(DIF/POW(10,PDIFL2));

MDIFB3:=INTPART(DIF/POW(10,PDIFL3));

直接底背离:=(CL1<CL2 ) AND (MDIFB2>MDIFL2) AND (MACD<0 AND REF(MACD,1)<0) AND MDIFB2<=REF(MDIFB2,1);

隔峰底背离:=(CL1<CL3 AND CL3<CL2 ) AND (MDIFB3>MDIFL3) AND (MACD<0 AND REF(MACD,1)<0) AND MDIFB3<=REF(MDIFB3,1);

B:直接底背离 OR 隔峰底背离,LINETHICK0;

BG:((MDIFB2>REF(MDIFB2,1))*REF(直接底背离,1)) OR ((MDIFB3>REF(MDIFB3,1))*REF(隔峰底背离,1)),LINETHICK0;

底背离消失:=(REF(直接底背离,1) AND DIFL1<=DIFL2 ) OR (REF(隔峰底背离,1) AND DIFL1<=DIFL3);

DRAWTEXT(FILTER(B,9),(DIF+MACD),'钝化'),COLORRED;

STICKLINE(B OR BG,DIF,DEA,1,0),COLORRED;

DRAWTEXT(FILTER(底背离消失,B),(DIF+MACD),'消失'),COLORYELLOW;

DRAWTEXT(FILTER(BG,MACD>0),DIF*1.1,'结构形成'),COLORMAGENTA;

{顶部结构预警}

金叉:=CROSS(DIF,DEA);

M1:=BARSLAST(金叉);{最近一次金叉的位置}

M2:=REF(BARSLAST(金叉),M1+1);{倒数第二次金叉与倒数第一次金叉的区间}

M3:=REF(BARSLAST(金叉),M2+M1+2);{倒数第三次金叉与倒数第二次金叉的区间}

CH1:=HHV(C,M1+1);{最近一次金叉后，最高收盘价}

DIFH1:=HHV(DIF,M1+1);

CH2:=REF(CH1,M1+1);{倒数第二次金叉与倒数第一次金叉之间的最高收盘价}

DIFH2:=REF(DIFH1,M1+1);

CH3:=REF(CH2,M1+1);{倒数第三次金叉与倒数第二次金叉之间的最高收盘价}

DIFH3:=REF(DIFH2,M1+1);

PDIFH2:=IF(DIFH2>0,INTPART(LOG(DIFH2))-1,INTPART(LOG(-DIFH2))-1);

MDIFH2:=INTPART(DIFH2/POW(10,PDIFH2));

PDIFH3:=IF(DIFH3>0,INTPART(LOG(DIFH3))-1,INTPART(LOG(-DIFH3))-1);

MDIFH3:=INTPART(DIFH3/POW(10,PDIFH3));

MDIFT2:=INTPART(DIF/POW(10,PDIFH2));

MDIFT3:=INTPART(DIF/POW(10,PDIFH3));

直接顶背离:=(CH1>CH2 ) AND (MDIFT2<MDIFH2) AND (MACD>0 AND REF(MACD,1)>0) AND MDIFT2>=REF(MDIFT2,1);

隔峰顶背离:=(CH1>CH3 AND CH3>CH2 ) AND (MDIFT3<MDIFH3) AND (MACD>0 AND REF(MACD,1)>0) AND MDIFT3>=REF(MDIFT3,1);

T:直接顶背离 OR 隔峰顶背离,LINETHICK0;

TG:((MDIFT2<REF(MDIFT2,1))*REF(直接顶背离,1)) OR ((MDIFT3<REF(MDIFT3,1))*REF(隔峰顶背离,1)),LINETHICK0;

顶背离消失:=(REF(直接顶背离,1) AND DIFH1>=DIFH2 ) OR (REF(隔峰顶背离,1) AND DIFH1>=DIFH3);

DRAWTEXT(FILTER(T,9),(DIF+MACD),'钝化'),COLORGREEN;

DRAWTEXT(FILTER(顶背离消失,T),(DIF+MACD),'消失'),COLORYELLOW;

STICKLINE(T OR TG,DIF,DEA,1,0),COLORGREEN;

DRAWTEXT(FILTER(TG,MACD<0),DIF*1.02,'结构形成'),COLORMAGENTA;