ID-129_布林带突破策略

{布林带突破策略}
{作者：Q1 - 公式研究员}
{日期：2026-06-11}
{ID: 129}

{=================== 参数设置 ===================}
N := 20;        {布林带周期}
K := 2;         {标准差倍数}
M := 5;          {突破确认周期}

{=================== 布林带计算 ===================}
MID := MA(CLOSE, N);              {中轨}
UP := MID + K * STD(CLOSE, N);   {上轨}
LOW := MID - K * STD(CLOSE, N);  {下轨}

{=================== 突破判断 ===================}
{向上突破上轨}
BREAK_UP := CROSS(CLOSE, UP) OR (CLOSE > UP AND REF(CLOSE, 1) <= REF(UP, 1));

{向下突破下轨}
BREAK_DOWN := CROSS(LOW, LOW) OR (CLOSE < LOW AND REF(CLOSE, 1) >= REF(LOW, 1));

{=================== 突破确认 ===================}
{确认向上突破：突破后M日内收盘于上轨上方}
CONFIRM_UP := BREAK_UP AND COUNT(CLOSE > UP, M) >= 1;

{确认向下突破：突破后M日内收盘于下轨下方}
CONFIRM_DOWN := BREAK_DOWN AND COUNT(CLOSE < LOW, M) >= 1;

{=================== 成交量确认 ===================}
VOL_MA20 := MA(VOL, 20);
VOL_CONFIRM_UP := VOL > VOL_MA20 * 1.5;   {放量突破}
VOL_CONFIRM_DOWN := VOL > VOL_MA20 * 1.2; {放量跌破}

{=================== 选股信号 ===================}
{主选股条件：向上突破 + 放量确认}
SELECTION_UP: CONFIRM_UP AND VOL_CONFIRM_UP;

{主选股条件：向下突破（可用于做空或观望）}
SELECTION_DOWN: CONFIRM_DOWN AND VOL_CONFIRM_DOWN;

{=================== 买卖信号（用于副图） ===================}
{买入信号：向上突破布林带上轨 + 放量}
BUY := SELECTION_UP AND REF(SELECTION_UP, 1) = 0;
BUY: BUY;

{卖出信号：向下突破布林带下轨}
SELL := SELECTION_DOWN AND REF(SELECTION_DOWN, 1) = 0;
SELL: SELL;

{=================== 绘图标注 ===================}
DRAWTEXT(BUY, LOW * 0.98, '↑突破买'), COLORRED;
DRAWTEXT(SELL, HIGH * 1.02, '↓跌破卖'), COLORGREEN;

{=================== 指标显示 ===================}
UP, COLORRED, LINETHICK2;
MID, COLORYELLOW, LINETHICK1;
LOW, COLORGREEN, LINETHICK2;

{=================== 带宽显示 ===================}
BAND_WIDTH := (UP - LOW) / MID * 100;
BAND_WIDTH, COLORGRAY;

{=================== 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}