ID-49-DMI趋势强度策略

{趋向指标DMI趋势强度策略}
{ID: 49}
{作者: QClaw}
{日期: 2026-06-08}

{=== 参数设置 ===}
N := 14;  {DMI周期}
M := 6;   {ADX平滑周期}

{=== 计算DMI指标 ===}
TR := MAX(MAX(HIGH - LOW, ABS(HIGH - REF(CLOSE, 1))), ABS(LOW - REF(CLOSE, 1)));
HD := HIGH - REF(HIGH, 1);
LD := REF(LOW, 1) - LOW;

DMP := IF(HD > 0 AND HD > LD, HD, 0);
DMM := IF(LD > 0 AND LD > HD, LD, 0);

TR_SUM := SUM(TR, N);
HD_SUM := SUM(DMP, N);
LD_SUM := SUM(DMM, N);

PDI := HD_SUM * 100 / TR_SUM;
MDI := LD_SUM * 100 / TR_SUM;

ADX := MA(ABS(PDI - MDI) / (PDI + MDI) * 100, M);

{=== 交易信号 ===}
{买入条件: PDI上穿MDI 且 ADX > 25(趋势强度足够)}
BUY_SIGNAL := CROSS(PDI, MDI) AND ADX > 25;

{卖出条件: PDI下穿MDI 或 ADX < 20(趋势减弱)}
SELL_SIGNAL := CROSS(MDI, PDI) OR ADX < 20;

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

{=== 图形显示 ===}
DRAWTEXT(BUY, LOW, '买'), COLORRED;
DRAWTEXT(SELL, HIGH, '卖'), COLORGREEN;

PDI, COLORRED, LINETHICK2;
MDI, COLORGREEN, LINETHICK2;
ADX, COLORBLUE, LINETHICK2;

{=== 风险提示 ===}
{本公式仅供参考，不构成投资建议，请谨慎使用}
{================== 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}