筹码分布熵值策略

{*******************************************************
** 公式名称：筹码分布熵值策略
** 公式 ID：119
** 创建日期：2026-06-09
** 作者：Q1 (qclaw)
**
** 策略说明：
** 利用信息熵理论分析筹码分布的混乱度，识别主力吸筹/派发阶段。
** - 熵值下降：筹码从分散→集中（主力吸筹）
** - 熵值上升：筹码从集中→分散（主力派发）
**
** 买卖信号：
** 买入：熵值高位下降 + 价格突破20日均线
** 卖出：熵值低位上升 + 价格跌破20日均线
**
** 验收状态：R01-R07 全部通过
*******************************************************}

N:=10; {价格区间数量}
LEN:=60; {筹码分布计算周期}

{===== 1. 计算价格区间边界 =====}
PRICE_LOW:=LLV(LOW, LEN);  {N周期内最低价}
PRICE_HIGH:=HHV(HIGH, LEN); {N周期内最高价}
INTERVAL:=(PRICE_HIGH-PRICE_LOW)/N; {每个区间的宽度}

{===== 2. 计算每个区间的筹码占比 =====}
{由于通达信限制，使用10个关键价格点近似计算}
P1:=PRICE_LOW+INTERVAL*0.5;
P2:=PRICE_LOW+INTERVAL*1.5;
P3:=PRICE_LOW+INTERVAL*2.5;
P4:=PRICE_LOW+INTERVAL*3.5;
P5:=PRICE_LOW+INTERVAL*4.5;
P6:=PRICE_LOW+INTERVAL*5.5;
P7:=PRICE_LOW+INTERVAL*6.5;
P8:=PRICE_LOW+INTERVAL*7.5;
P9:=PRICE_LOW+INTERVAL*8.5;
P10:=PRICE_LOW+INTERVAL*9.5;

{每个价格点的获利盘比例}
WP1:=WINNER(P1);
WP2:=WINNER(P2);
WP3:=WINNER(P3);
WP4:=WINNER(P4);
WP5:=WINNER(P5);
WP6:=WINNER(P6);
WP7:=WINNER(P7);
WP8:=WINNER(P8);
WP9:=WINNER(P9);
WP10:=WINNER(P10);

{每个区间的筹码占比（近似）}
DIST1:=WP1;
DIST2:=WP2-WP1;
DIST3:=WP3-WP2;
DIST4:=WP4-WP3;
DIST5:=WP5-WP4;
DIST6:=WP6-WP5;
DIST7:=WP7-WP6;
DIST8:=WP8-WP7;
DIST9:=WP9-WP8;
DIST10:=WP10-WP9;

{===== 3. 计算信息熵 H = -Σ(p_i * ln(p_i)) =====}
{通达信无LN函数，使用LOG(P)/LOG(EXP(1))近似}
LN_E:=LOG(2.718281828);
ENTROPY:=0;
ENTROPY:=ENTROPY - IF(DIST1>0.001, DIST1*LOG(DIST1)/LN_E, 0);
ENTROPY:=ENTROPY - IF(DIST2>0.001, DIST2*LOG(DIST2)/LN_E, 0);
ENTROPY:=ENTROPY - IF(DIST3>0.001, DIST3*LOG(DIST3)/LN_E, 0);
ENTROPY:=ENTROPY - IF(DIST4>0.001, DIST4*LOG(DIST4)/LN_E, 0);
ENTROPY:=ENTROPY - IF(DIST5>0.001, DIST5*LOG(DIST5)/LN_E, 0);
ENTROPY:=ENTROPY - IF(DIST6>0.001, DIST6*LOG(DIST6)/LN_E, 0);
ENTROPY:=ENTROPY - IF(DIST7>0.001, DIST7*LOG(DIST7)/LN_E, 0);
ENTROPY:=ENTROPY - IF(DIST8>0.001, DIST8*LOG(DIST8)/LN_E, 0);
ENTROPY:=ENTROPY - IF(DIST9>0.001, DIST9*LOG(DIST9)/LN_E, 0);
ENTROPY:=ENTROPY - IF(DIST10>0.001, DIST10*LOG(DIST10)/LN_E, 0);

{===== 4. 熵值标准化（0-1之间）======}
MAX_ENTROPY:=LOG(N)/LN_E; {最大熵值（均匀分布）}
NORM_ENTROPY:=ENTROPY/MAX_ENTROPY; {归一化熵值，0=集中，1=分散}

{===== 5. 熵值变化趋势 =====}
ENTROPY_MA:=MA(NORM_ENTROPY, 5); {熵值平滑}
ENTROPY_CHANGE:=NORM_ENTROPY - REF(NORM_ENTROPY, 1); {熵值变化}
ENTROPY_TREND:=ENTROPY_CHANGE > 0; {熵值上升趋势}

{===== 6. 价格趋势确认 =====}
MA20:=MA(CLOSE, 20);
PRICE_UP:=CLOSE > MA20 AND MA20 > REF(MA20, 1); {价格向上}
PRICE_DOWN:=CLOSE < MA20 AND MA20 < REF(MA20, 1); {价格向下}

{===== 7. 买卖信号 =====}
{买入信号：熵值从高位下降（主力吸筹完成）+ 价格突破}
BUY_SIGNAL:=CROSS(NORM_ENTROPY, 0.7) = 0 
            AND NORM_ENTROPY < 0.5 
            AND REF(NORM_ENTROPY, 5) > 0.7 
            AND PRICE_UP;

{卖出信号：熵值从低位上升（主力开始派发）+ 价格跌破}
SELL_SIGNAL:=CROSS(0.3, NORM_ENTROPY) = 0 
             AND NORM_ENTROPY > 0.6 
             AND REF(NORM_ENTROPY, 5) < 0.3 
             AND PRICE_DOWN;

{===== 8. 输出信号 =====}
BUY: BUY_SIGNAL;
SELL: SELL_SIGNAL;

{===== 9. 可视化 =====}
DRAWTEXT(BUY, LOW*0.98, '买'), COLORRED;
DRAWTEXT(SELL, HIGH*1.02, '卖'), COLORGREEN;

{熵值曲线}
ENTROPY_LINE:NORM_ENTROPY, COLORWHITE, LINETHICK2;
HIGH_LINE:0.7, COLORYELLOW, LINETHICK1;
LOW_LINE:0.3, COLORCYAN, LINETHICK1;

{===== 10. 辅助指标 =====}
CHIP_CONCENTRATION:1-NORM_ENTROPY, COLORMAGENTA, LINETHICK1; {筹码集中度}