通过结合成交量比率(VR)和价格变化率(ROC)的移动平均交叉,生成买卖共振信号。操作策略为:当VR上穿其均线且处于低位,同时ROC上穿其均线时,视为买入机会并标注“潮起”;当VR下穿其均线且处于高位,同时ROC下穿其均线时,视为卖出机会并标注“潮落”。信号基于量价同步变化,辅助交易决策。
VR_N:=26;
VR_MA_N:=6;
ROC_N:=12;
ROC_MA_N:=6;
TH:=SUM(IF(CLOSE>REF(CLOSE,1),VOL,0),VR_N);
TL:=SUM(IF(CLOSE< REF(CLOSE,1),VOL,0),VR_N);
TQ:=SUM(IF(CLOSE=REF(CLOSE,1),VOL,0),VR_N);
VR:100*TH/(TL+TQ),COLORWHITE,LINETHICK1;
MA_VR:MA(VR,VR_MA_N),COLORYELLOW,LINETHICK1;
ROC:(CLOSE-REF(CLOSE,ROC_N))/REF(CLOSE,ROC_N)*100,COLORRED,LINETHICK1;
MA_ROC:MA(ROC,ROC_MA_N),COLORGREEN,LINETHICK1;
BUY_RESONANCE:=CROSS(VR,MA_VR) AND VR< 100 AND CROSS(ROC,MA_ROC);
SELL_RESONANCE:=CROSS(MA_VR,VR) AND VR>200 AND CROSS(MA_ROC,ROC);
250, COLORGRAY, DOTLINE;
200, COLORGREEN, DOTLINE;
100, COLORGRAY, DOTLINE;
70, COLORRED, DOTLINE;
0, COLORGRAY, DOTLINE;
DRAWICON(BUY_RESONANCE, VR-20, 1);
DRAWICON(SELL_RESONANCE, VR+20, 2);
DRAWTEXT(BUY_RESONANCE, VR-35, '★潮起'), COLORRED;
DRAWTEXT(SELL_RESONANCE, VR+35, '★潮落'), COLORGREEN;