挤牌指标代码,TTM Squeeze

Discussion in 'General Topics on Software and Data' started by wj2000, Oct 8, 2013.

  1. 这本书里的策略,我在国内期货上都做过测试

    效果很一般
     
  2. 看了这帖子,去找来这本书的电子书,扫了两眼, 总的感觉是整本书格调不够高, 类似国内作者写的书: 拿着一堆搜罗来的指标, 用些最"好"的例子来说明这些神奇的指标有多么有效。
     
  3. -__- boll不是说是遇到上轨后开空的哦,怎么变成上轨突破开多了?
     
  4. 一枚硬币的两面:p:D
    和统计概率有关的,看取舍,短周期倾向取突破,长周期倾向取均值回复,和带宽有关(也是一个概率的取舍),也和选择的标准差有关(也是概率的取舍),1-2个标准差可能倾向突破,2.5个以上标准差就会倾向均值回复了。
     
  5. 唐奇安通道(Donchian channel):
    n(1,500,20);

    DonchianH : HHV(H,n);
    DonchianL : LLV(L,n);

    代码可能有点问题,不很确定?先留着再说。
     
  6. 分形指标(颚鱼分形),来自《混沌交易》和《。。。新空间》

    代码是抄来的(有2个实现,还没仔细看,能用,留着修改备用,这个分形和zigzag指标有相通之处。

    代码实现1:
    分形图:

    Var1:=BACKSET(REF(HIGH,2)=HHV(HIGH,5),3);
    Var2:=CROSS(Var1,0.9);
    Var3:=BACKSET(REF(LOW,2)=LLV(LOW,5),3);
    Var4:=CROSS(Var3,0.9);
    STICKLINE(Var2,HIGH,HIGH*1.01,5,0),Color00E40E;
    STICKLINE(Var4,LOW,LOW*0.99,5,0),Color00E40E;
    Var5:=IF(Var2,HIGH,IF(Var4,LOW,0));
    POLYLINE(Var5,Var5),Colorff00ff;
    Var6:=BACKSET(REF(HIGH,2)=HHV(HIGH,5) AND LOW<REF(LOW,1) AND HIGH<REF(HIGH,1),3);
    Var7:=BACKSET(REF(HIGH,2)=HHV(HIGH,5) AND LOW>REF(LOW,1) AND HIGH>REF(HIGH,1),3);
    Var8:=BACKSET(REF(HIGH,2)=HHV(HIGH,5) AND HIGH<REF(HIGH,1) AND LOW>REF(LOW,1)
    AND REF(LOW,1)>REF(LOW,2) AND REF(HIGH,1)<REF(HIGH,2),3);
    Var9:=BACKSET(REF(LOW,2)=LLV(LOW,5) AND LOW>REF(LOW,1) AND HIGH>REF(HIGH,1),3);
    VarA:=BACKSET(REF(LOW,2)=LLV(LOW,5) AND LOW<REF(LOW,1) AND HIGH<REF(HIGH,1),3);
    VarB:=BACKSET(REF(LOW,2)=LLV(LOW,5) AND HIGH<REF(HIGH,1) AND LOW>REF(LOW,1)
    AND REF(LOW,1)>REF(LOW,2) AND REF(HIGH,1)<REF(HIGH,2),3);
    坚定: STICKLINE(CROSS(Var6,0.9),HIGH,HIGH*1.01,5,0),Color0000FF;
    STICKLINE(CROSS(Var9,0.9),LOW,LOW*0.99,5,0),Color0000FF;
    犹豫: STICKLINE(CROSS(Var7,0.9),HIGH,HIGH*1.01,5,0),Color00E5E9;
    STICKLINE(CROSS(VarA,0.9),LOW,LOW*0.99,5,0),Color00E5E9;
    等待: STICKLINE(CROSS(Var8,0.9),HIGH,HIGH*1.01,5,0),ColorFF4100;
    STICKLINE(CROSS(VarB,0.9),LOW,LOW*0.99,5,0),ColorFF4100;
    压力: REF(HIGH,BARSLAST(Var2)), POINTDOT,ColorEA91B5;
    STICKLINE(CLOSE,REF(HIGH,BARSLAST(Var2)),REF(HIGH,BARSLAST(Var2)),5,0),ColorEA91B5;
    支撑: REF(LOW,BARSLAST(Var4)), POINTDOT,Color3791B5;
    STICKLINE(CLOSE,REF(LOW,BARSLAST(Var4)),REF(LOW,BARSLAST(Var4)),5,0),Color3791B5;

    现价:CLOSE,POINTDOT,Color000F89;

    =====================
    代码实现2:
    颚鱼分形:


    Var11:=(H+L)/2;
    上唇:REF(SMA(Var11,5,1),3),COLORGREEN;
    牙齿:REF(SMA(Var11,8,1),5),COLORRED;
    下颚:REF(SMA(Var11,13,1),8),COLORBLUE;

    Var1:=BACKSET(REF(HIGH,2)=HHV(HIGH,5),3);
    Var2:=CROSS(Var1,0.9);
    Var3:=BACKSET(REF(LOW,2)=LLV(LOW,5),3);
    Var4:=CROSS(Var3,0.9);
    drawicon(Var2,HIGH*1.01,1),Color00E40E;
    drawicon(Var4,LOW*0.99,2),Color00E40E;
    Var5:=IF(Var2,HIGH,IF(Var4,LOW,0));
    {POLYLINE(Var5,Var5),Colorff00ff;}
    Var6:=BACKSET(REF(HIGH,2)=HHV(HIGH,5) AND LOW<REF(LOW,1) AND HIGH<REF(HIGH,1),3);
    Var7:=BACKSET(REF(HIGH,2)=HHV(HIGH,5) AND LOW>REF(LOW,1) AND HIGH>REF(HIGH,1),3);
    Var8:=BACKSET(REF(HIGH,2)=HHV(HIGH,5) AND HIGH<REF(HIGH,1) AND LOW>REF(LOW,1)
    AND REF(LOW,1)>REF(LOW,2) AND REF(HIGH,1)<REF(HIGH,2),3);
    Var9:=BACKSET(REF(LOW,2)=LLV(LOW,5) AND LOW>REF(LOW,1) AND HIGH>REF(HIGH,1),3);
    VarA:=BACKSET(REF(LOW,2)=LLV(LOW,5) AND LOW<REF(LOW,1) AND HIGH<REF(HIGH,1),3);
    VarB:=BACKSET(REF(LOW,2)=LLV(LOW,5) AND HIGH<REF(HIGH,1) AND LOW>REF(LOW,1)
    AND REF(LOW,1)>REF(LOW,2) AND REF(HIGH,1)<REF(HIGH,2),3);

    上向分形: REF(HIGH,BARSLAST(Var2)), POINTDOT,ColorEA91B5;
    STICKLINE(CLOSE,REF(HIGH,BARSLAST(Var2)),REF(HIGH,BARSLAST(Var2)),5,0),COLORMAGENTA;
    向下分形: REF(LOW,BARSLAST(Var4)), POINTDOT,Color3791B5;
    STICKLINE(CLOSE,REF(LOW,BARSLAST(Var4)),REF(LOW,BARSLAST(Var4)),5,0),COLORYELLOW;
     
    Last edited by a moderator: Oct 20, 2013
  7. 通道系统都是这样的。主要还是看品种特性。
     
  8. 我是不是这么理解

    1, 假设类似Rb这样很趋势东西, boll适合突破追入
    2,假设类似豆粕哪像乱蹦达的,boll适合突破回调

    即boll作为通道系统之一,到底遭遇上下轨后如何处理是看品种来觉得的
     
  9. 我取了3个标准差, 用它的意思就是想看股价在布林通道内运行,找极限压力支撑的

    KENT通道则小一些, 所以我的布林带很大, kent很小;)
     
  10. 我记得好像是,突破上轨然后再掉下来就放空。
     
  11. 这就拘泥了。

    大多数指标,正反都可以用的。
    突破, 在趋势者眼中,是趋势的形成; 在震荡者的眼中,是回调的开始。
     
  12. 是的
     
  13. 我布林用了3个标准差, 就是为了给极限
    坑特纳给2个,