ID-123_VPT动量趋势策略

{参数设置}
N1:=12;  {短期VPT均线}
N2:=26;  {长期VPT均线}
N3:=9;   {信号线周期}

{计算价格变化率}
PRICE_CHANGE:=C-REF(C,1);
PRICE_CHANGE_RATE:=PRICE_CHANGE/REF(C,1)*100;

{计算VPT (Volume Price Trend)}
VPT:=SUM(V*PRICE_CHANGE_RATE/100,0);
VPT_MA_SHORT:=MA(VPT,N1);
VPT_MA_LONG:=MA(VPT,N2);

{计算VPT的动量变化}
VPT_MOMENTUM:=VPT-REF(VPT,1);
VPT_MOMENTUM_MA:=MA(VPT_MOMENTUM,N3);

{信号线}
SIGNAL_LINE:=EMA(VPT_MOMENTUM,N3);

{VPT趋势判断}
VPT_UP:=VPT>VPT_MA_SHORT AND VPT_MA_SHORT>VPT_MA_LONG;
VPT_DOWN:=VPT<VPT_MA_SHORT AND VPT_MA_SHORT<VPT_MA_LONG;

{动量加速判断}
MOMENTUM_ACCEL:=VPT_MOMENTUM>VPT_MOMENTUM_MA AND VPT_MOMENTUM>0;
MOMENTUM_DECEL:=VPT_MOMENTUM<VPT_MOMENTUM_MA AND VPT_MOMENTUM<0;

{买入信号：VPT上穿长期均线 + 动量加速}
BUY_SIGNAL:=CROSS(VPT,VPT_MA_LONG) AND MOMENTUM_ACCEL AND V>MA(V,20);

{卖出信号：VPT下穿长期均线 + 动量减速}
SELL_SIGNAL:=CROSS(VPT_MA_LONG,VPT) AND MOMENTUM_DECEL AND V>MA(V,20);

{图形显示}
VPT, COLORWHITE, LINETHICK2;
VPT_MA_SHORT, COLORYELLOW, LINETHICK1;
VPT_MA_LONG, COLORMAGENTA, LINETHICK1;
VPT_MOMENTUM, COLORGREEN, LINETHICK1;
SIGNAL_LINE, COLORRED, LINETHICK1;

DRAWTEXT(BUY_SIGNAL, VPT, '↑买入'), COLORRED;
DRAWTEXT(SELL_SIGNAL, VPT, '↓卖出'), COLORGREEN;

FILLRGN(VPT,VPT_MA_LONG, VPT>VPT_MA_LONG, RGB(255,0,0,100), RGB(0,255,0,100));

{输出买卖信号}
BUY: BUY_SIGNAL;
SELL: SELL_SIGNAL;