天娱数科借助上升通道,即将形成日线级杯柄型态如图所示,借助今日的涨停,有极大概率未来几个交易日形成日线级杯柄型态 若成功收盘在7.17-7.27以上,则上方可看到目标2.0 11.34元 止损在5.35元 恰巧终极目标基本在此次上升通道中。 (另4H级形成vegas买点并成功突破下跌趋势)做多由Diaydiay提供已更新 441
我把波动指数给自适应了 **关于波动指数** 波动指数(Choppines Index)是由澳大利亚商品交易员 Bill Dreiss 开发的波动率指标,用于指示市场是趋势还是区间波动。 值介于 0 和 100 之间,低值表示趋势强劲,高值表示盘整。它旨在确定市场是震荡(盘整)还是趋势。 这个指标虽然非常简单,在TradingView里面只是一行代码,但是它确实所有技术指标里很罕见地能够区分盘整和趋势的技术指标。不过也值得注意,它只区分盘整和趋势,不区分向上和向下,所以只能作为交易系统里的“择时要素”。 人们经常使用斐波那契值作为趋势和范围市场的阈值: - 波动指数值低于 38.2 表示趋势; - 高于 61.8 的值表示盘整。 波动指数不预测未来方向,它只是衡量当前趋势状态的一个指标。波动指数使用 1 - 100 的等级,当值接近 100(超过 61.80)时,市场被认为是波动的,当值低于 38.20 时,市场被认为是趋势。 **噪声问题** 我长期以来一直在研究和使用波动指数类型指标。 然而,传统的方法存在几个问题。传统的波动指标的问题之一是噪声或纹波太明显。 众所周知,平滑滤波是个好方法。但是波动指数是极其简单的“单行”指标, 几乎没有魔改它的自由度。 经过思考后,我选择引入自适应算法,使“length”参数自适应,在一定程度上平滑波动指标指标。 同时,我也使用 ALMA 来对其输出进行二次平滑滤波。其中,我使用了我发布的 dc_ta 库,它收集了几个埃勒主控周期的算法,使许多指标自适应成为可能。 **自适应波动指数源代码** 这个技术指标我开源发布在TradingView社区,链接如下: 这个指标的源代码,我贴在如下: ```c // This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © blackcat1402 //@version=5 indicator(title=" L1 Adaptive Choppiness Index", shorttitle="ACHOP", format=format.price, precision=2, timeframe="", timeframe_gaps=true) import blackcat1402/dc_ta/2 as dc CycPart = input.float(0.25, minval=0.00001, step=0.05) length = math.ceil(dc.EhlersHoDyDC(close,CycPart)) ci = ta.alma(100 * math.log10(math.sum(ta.atr(1), length) / (ta.highest(length) - ta.lowest(length))) / math.log10(length),5,0.85,6) offset = input.int(0, "Offset", minval = -500, maxval = 500) plot(ci, "CHOP", color=color.yellow, offset = offset) band1 = hline(61.8, "Upper Band", color=#787B86, linestyle=hline.style_dashed) hline(50, "Middle Band", color=color.new(#787B86, 50)) band0 = hline(38.2, "Lower Band", color=#787B86, linestyle=hline.style_dashed) fill(band1, band0, color = color.rgb(33, 150, 243, 90), title = "Background") ```编辑精选由blackcat1402提供31
聊一个大资金情绪模型 **大资金情绪** 我之前确实一直在思考如何对大资金建模,有很多新颖的方法,也有很多传统的技术指标。大资金的指标都命名为Banker Fund。今天要说的这个指标使用价格和量能信息来描述大资金情绪。 首先,它利用价格信息(主要 EMA 和 SMA)和成交量信息以敏感的方式对大资金建模,并通过一种振荡器形式进行表达。其中这个指标中的0 轴是很关键,这就像MACD中的零轴一样,区别是它可以说是更及时地定义牛和熊趋势情绪的重要边界。 这个指标对价格和量能稳定性有要求,所以最好是将其用在1H周期或日线周期上。一些典型的判断方法包括: - 当0轴下方出现紫红色的柱子时,开始关注并观察周围的看涨反转。 - 当第一天在0轴上方出现红色柱子时,是确认看涨趋势的信号。 - 上涨趋势中间有回撤,开始做T+0交易,降低成本。 - 当柱线(大资金能量)在回撤后期突破前期高点,开始加仓,做短线多头中继,此时是最好的买入点! 当柱子回撤后期突破前期高点,且该股为近期热点板块或强势股时,可以考虑加仓等待主力拉升。 无论如何该指标不建议单独使用,应该根据自己交易系统中的其它要素进行综合判断。 对于标签的说明: - B:波段买,绿色 - S:波段卖,红色 对于振荡器柱子颜色说明: - 看涨趋势:红色 - 确认看涨趋势:栗色 - 看涨回撤:蓝色 - 看跌趋势:绿色 - 看跌回撤:紫红色 **大资金情绪源代码** 这个技术指标我开源发布在TradingView社区,链接如下: 这个指标的源代码,我贴在如下: ```pine // This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © blackcat1402 //@version=4 study(" L3 Banker Fund Sentiment", overlay=false, max_bars_back=5000, max_labels_count=500) //func xrf(values, length) => r_val = float(na) if length >= 1 for i = 0 to length by 1 if na(r_val) or not na(values ) r_val := values r_val r_val //banker fund trend diff = ema(close,3)-ema(close,8) dea = ema(diff,3) macd = 2*(diff-dea) x1 = ema(diff,5)*5 x2 = ((ema(close,3)-ema(close,8)))*5 x3 = iff(x2>0,x2,0) plot(x3, color=x2>0?color.red:na) x4 = iff(x2<0,x2,0) plot(x4, color=x2<0?color.green:na) plotcandle(0,x2,0,x2, color=x2>0?color.red:na, bordercolor = x2>0?color.red:na) plotcandle(0,x2,0,x2, color=x2>0 and x20 and x2x1 and x2>xrf(x2,1)?color.fuchsia:na, bordercolor = x2<0 and x2>x1 and x2>xrf(x2,1)?color.fuchsia:na) banker_fund1 = x1 plot(banker_fund1, color=color.yellow, linewidth = 2) banker_fund2 = x2 plot(banker_fund1, color=color.blue, linewidth = 2) //volume info va = iff(close>xrf(close,1),volume,-volume) obv1 = sum(iff(close==xrf(close,1),0,va),4000) obv2 = ema(obv1,3)-sma(obv1,9) obv3 = ema(iff(obv2>0,obv2,0),3) mac3 = sma(close,3) plotcandle(0,x2,0,x2, color=obv3>xrf(obv3,1) and mac3>xrf(mac3,1)?color.maroon:na, bordercolor = obv3>xrf(obv3,1) and mac3>xrf(mac3,1)?color.maroon:na) //labels long = (crossover(banker_fund2,banker_fund1) and banker_fund1<-0.25) short = (crossunder(banker_fund2,banker_fund1) and banker_fund2>0.25) l_ls = short ? label.new (bar_index, x2, "S", color=color.red, textcolor=color.white, style=label.style_labeldown, yloc=yloc.price, size=size.small) : long ? label.new (bar_index, x2, "B", color=color.green, textcolor=color.white, style=label.style_labelup, yloc=yloc.price, size=size.small) : na // plot divergence lbR = input(title='Pivot Lookback Right', defval=5) lbL = input(title='Pivot Lookback Left', defval=5) rangeUpper = input(title='Max of Lookback Range', defval=60) rangeLower = input(title='Min of Lookback Range', defval=5) plotBull = input(title='Plot Bullish', defval=true) plotHiddenBull = input(title='Plot Hidden Bullish', defval=false) plotBear = input(title='Plot Bearish', defval=true) plotHiddenBear = input(title='Plot Hidden Bearish', defval=false) bearColor = color.new(color.fuchsia, 50) bullColor = color.new(color.yellow, 50) hiddenBullColor = color.green hiddenBearColor = color.red textColor = color.white noneColor = color.new(color.white, 100) osc = x2 plFound = na(pivotlow(osc, lbL, lbR)) ? false : true phFound = na(pivothigh(osc, lbL, lbR)) ? false : true _inRange(cond) => bars = barssince(cond == true) rangeLower <= bars and bars <= rangeUpper //------------------------------------------------------------------------------ // Regular Bullish // Osc: Higher Low oscHL = osc > valuewhen(plFound, osc , 1) and _inRange(plFound ) // Price: Lower Low priceLL = low < valuewhen(plFound, low , 1) bullCond = plotBull and priceLL and oscHL and plFound plot(plFound ? osc : na, offset=-lbR, title='Regular Bullish', linewidth=2, color=bullCond ? bullColor : noneColor, transp=0) plotshape(bullCond ? osc : na, offset=-lbR, title='Regular Bullish Label', text=' confirmed bullish ', style=shape.labelup, location=location.absolute, color=bullColor, textcolor=color.new(textColor, 0), transp=0) alertcondition(bullCond, title='Regular bullish divergence found', message='Check charts for a regular bullish divergence found') //------------------------------------------------------------------------------ // Hidden Bullish // Osc: Lower Low oscLL = osc < valuewhen(plFound, osc , 1) and _inRange(plFound ) // Price: Higher Low priceHL = low > valuewhen(plFound, low , 1) hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound plot(plFound ? osc : na, offset=-lbR, title='Hidden Bullish', linewidth=2, color=hiddenBullCond ? hiddenBullColor : noneColor, transp=0) plotshape(hiddenBullCond ? osc : na, offset=-lbR, title='Hidden Bullish Label', text=' unconfirmed bullish ', style=shape.labelup, location=location.absolute, color=bullColor, textcolor=color.new(textColor, 0), transp=0) alertcondition(hiddenBullCond, title='Hidden bullish divergence found', message='Check charts for a hidden bullish divergence found') //------------------------------------------------------------------------------ // Regular Bearish // Osc: Lower High oscLH = osc < valuewhen(phFound, osc , 1) and _inRange(phFound ) // Price: Higher High priceHH = high > valuewhen(phFound, high , 1) bearCond = plotBear and priceHH and oscLH and phFound plot(phFound ? osc : na, offset=-lbR, title='Regular Bearish', linewidth=2, color=bearCond ? bearColor : noneColor, transp=0) plotshape(bearCond ? osc : na, offset=-lbR, title='Regular Bearish Label', text=' confirmed bearish ', style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=color.new(textColor, 0), transp=0) alertcondition(bearCond, title='Regular bearish divergence found', message='Check charts for a regular bearish divergence found') //------------------------------------------------------------------------------ // Hidden Bearish // Osc: Higher High oscHH = osc > valuewhen(phFound, osc , 1) and _inRange(phFound ) // Price: Lower High priceLH = high < valuewhen(phFound, high , 1) hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound plot(phFound ? osc : na, offset=-lbR, title='Hidden Bearish', linewidth=2, color=hiddenBearCond ? hiddenBearColor : noneColor, transp=0) plotshape(hiddenBearCond ? osc : na, offset=-lbR, title='Hidden Bearish Label', text=' unconfirmed bearish ', style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=color.new(textColor, 0), transp=0) alertcondition(hiddenBearCond, title='Hidden bearish divergence found', message='Check charts for a hidden bearish divergence found') ```由blackcat1402提供7710