价量背离预警策略

{公式名称:="价量背离预警策略"}

{==========================
  一、参数设置
  ==========================}
N:=13;        {背离检测周期}
M:=5;         {均线周期}
VOL_N:=20;    {成交量均线周期}

{==========================
  二、价格与成交量计算
  ==========================}
{价格创新高/新低检测}
PRICE_HIGH:=HHV(HIGH,N);
PRICE_LOW:=LLV(LOW,N);
IS_PRICE_NEW_HIGH:=HIGH>=PRICE_HIGH;
IS_PRICE_NEW_LOW:=LOW<=PRICE_LOW;

{成交量均线}
VOL_MA:=MA(VOL,VOL_N);

{成交量是否放大}
IS_VOL_UP:=VOL>VOL_MA*1.1;
IS_VOL_DOWN:=VOL<VOL_MA*0.9;

{==========================
  三、背离信号计算
  ==========================}
{看跌背离：价格创新高，但成交量未放大（量能不足）}
BEARISH_DIVERGENCE:=IS_PRICE_NEW_HIGH AND NOT(IS_VOL_UP);

{看涨背离：价格创新低，但成交量未缩小（有承接）}
BULLISH_DIVERGENCE:=IS_PRICE_NEW_LOW AND NOT(IS_VOL_DOWN);

{==========================
  四、均线过滤
  ==========================}
MA_FILTER:=MA(CLOSE,M);
UP_TREND:=CLOSE>MA_FILTER;
DOWN_TREND:=CLOSE<MA_FILTER;

{==========================
  五、买卖信号
  ==========================}
{买入信号：看涨背离 + 价格在均线附近}
BUY_SIGNAL:=BULLISH_DIVERGENCE AND UP_TREND;

{卖出信号：看跌背离 + 价格在均线下方}
SELL_SIGNAL:=BEARISH_DIVERGENCE AND DOWN_TREND;

{==========================
  六、输出
  ==========================}
BUY_SIGNAL,COLORRED,LINETHICK2;
SELL_SIGNAL,COLORGREEN,LINETHICK2;

DRAWTEXT(BUY_SIGNAL,LOW*0.98,'买'),COLORRED;
DRAWTEXT(SELL_SIGNAL,HIGH*1.02,'卖'),COLORGREEN;

{==========================
  七、指标显示
  ==========================}
STICKLINE(BUY_SIGNAL,0,1,3,0),COLORRED;
STICKLINE(SELL_SIGNAL,0,1,3,0),COLORGREEN;

VOL_MA,COLORGRAY,LINETHICK1;
MA_FILTER,COLORYELLOW,LINETHICK2;
{================== 风险提示（修复R04） ==================}
{1. 本公式仅供参考，不构成投资建议}
{2. 任何策略在极端行情下都可能失效}
{3. 建议组合使用，单一策略风险较高}
{4. 历史回测不代表未来收益}
{5. 实际使用需结合市场环境和其他指标}
{6. 投资有风险，入市需谨慎}
{================== 回测数据（修复R07） ==================}
{待真实回测验证 — 回测参数：沪深300成分股，2023-01-01至今，持有周期10日}
{预计胜率：待验证}
{预计总收益率：待验证}
{预计最大回撤：待验证}
{夏普比率：待验证}
{交易次数：待验证}