ID-50-PSY情绪反转策略

{心理线PSY情绪反转策略} {ID: 50} {作者: QClaw} {日期: 2026-06-08} {=== 参数设置 ===} N := 12; {PSY计算周期} M := 6; {PSY移动平均周期} OVERBOUGHT := 75; {超买阈值} OVERSOLD := 25; {超卖阈值} {=== 计算PSY指标 ===} {PSY = N周期内上涨天数 / N * 100} UP_DAY := CLOSE > REF(CLOSE, 1); PSY := SUM(UP_DAY, N) / N * 100; {PSY的M日移动平均} PSY_MA := MA(PSY, M); {=== 交易信号 ===} {买入条件: PSY从下方穿越超卖线(25) - 情绪极度悲观后的反转} BUY_SIGNAL := CROSS(PSY, OVERSOLD) AND PSY_MA < 50; {卖出条件: PSY从上方穿越超买线(75) - 情绪极度乐观后的反转} SELL_SIGNAL := CROSS(OVERBOUGHT, PSY) AND PSY_MA > 50; {=== 增强信号(可选) ===} {买入确认: PSY上穿其均线 且 处于低位} BUY_CONFIRM := CROSS(PSY, PSY_MA) AND PSY < 40; {卖出确认: PSY下穿其均线 且 处于高位} SELL_CONFIRM := CROSS(PSY_MA, PSY) AND PSY > 60; {=== 输出信号 ===} BUY: BUY_SIGNAL OR BUY_CONFIRM; SELL: SELL_SIGNAL OR SELL_CONFIRM; {=== 图形显示 ===} DRAWTEXT(BUY, LOW, '买'), COLORRED; DRAWTEXT(SELL, HIGH, '卖'), COLORGREEN; PSY, COLORRED, LINETHICK2; PSY_MA, COLORBLUE, LINETHICK2; OVERSOLD, COLORGREEN, LINETHICK1; OVERBOUGHT, COLORGREEN, LINETHICK1; 50, COLORGRAY, LINETHICK1; {=== 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}