双底形态识别策略

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{* 公式名称：双底形态识别策略                                                    *}
{* 公式ID：ID-35                                                               *}
{* 作者：Q1 (qclaw)                                                            *}
{* 日期：2026-06-07                                                            *}
{* 描述：识别W底（双底）形态，结合成交量确认和均线过滤，给出买卖信号           *}
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{===== 参数设置 =====}
N1:=10;    {左右底搜索周期}
N2:=20;    {颈线搜索周期}
M:=5;      {均线周期}

{===== 1. 识别左底 =====}
{在N1周期内寻找最低点作为左底}
LeftBottom:=LLV(LOW,N1);
LeftBottomBar:=BARSLAST(LOW=LeftBottom);
{确保左底不是当天}
LeftBottomOK:=LeftBottomBar>0 AND LeftBottomBar<=N1;

{===== 2. 识别右底 =====}
{在左底之后N1到N1+N2周期内寻找第二个低点}
RightBottomCondition:=REF(LeftBottomBar,1)<LeftBottomBar;
RightBottom:=LLV(LOW,N2);
RightBottomBar:=BARSLAST(LOW=RightBottom);
{右底位置要在左底之后，且价格不低于左底的95%}
RightBottomOK:=RightBottomBar>LeftBottomBar 
              AND RightBottomBar<=LeftBottomBar+N2
              AND ABS(RightBottom-LeftBottom)/LeftBottom<0.05;

{===== 3. 识别颈线 =====}
{颈线是左右底之间的最高点}
NeckLine:=HHV(HIGH,RightBottomBar-LeftBottomBar);
NeckLinePrice:=REF(HHV(HIGH,RightBottomBar-LeftBottomBar),LeftBottomBar);

{===== 4. 突破确认 =====}
{价格突破颈线，且收盘价站稳颈线上方}
Breakthrough:=CLOSE>NeckLinePrice AND REF(CLOSE,1)<=REF(NeckLinePrice,1);
BreakthroughConfirm:=Breakthrough 
                    AND CLOSE>OPEN  {阳线突破}
                    AND VOL>MA(VOL,5); {放量突破}

{===== 5. 均线过滤 =====}
MAFilter:=CLOSE>MA(CLOSE,M);

{===== 6. 成交量确认 =====}
{右底成交量要小于左底成交量（缩量筑底）}
VolumeShrink:=VOL<REF(VOL,LeftBottomBar);

{===== 7. 综合买入信号 =====}
BuySignal:=LeftBottomOK 
           AND RightBottomOK 
           AND BreakthroughConfirm 
           AND MAFilter
           AND VolumeShrink;

{===== 8. 卖出信号 =====}
{突破后涨幅达到15%止盈，或跌破右底止损}
TakeProfit:=CLOSE>(NeckLinePrice*1.15);
StopLoss:=CLOSE<(RightBottom*0.98);
SellSignal:=TakeProfit OR StopLoss;

{===== 9. 输出信号 =====}
DRAWICON(BuySignal,LOW*0.98,1);  {在低点画买入图标}
DRAWICON(SellSignal,HIGH*1.02,2); {在高点画卖出图标}

DRAWTEXT(BuySignal,LOW*0.96,'买'),COLORRED;
DRAWTEXT(SellSignal,HIGH*1.04,'卖'),COLORGREEN;

{===== 10. 可视化辅助 =====}
STICKLINE(BuySignal,OPEN,CLOSE,3,0),COLORRED;
STICKLINE(SellSignal,OPEN,CLOSE,3,0),COLORGREEN;

{输出买卖信号（用于选股）}
BUY: BuySignal;
SELL: SellSignal;

{===== 11. 风险提示 =====}
{本公式仅供参考，不构成投资建议}
{股市有风险，投资需谨慎}
{================== 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}