ID-54-岛形反转形态识别策略

{==================}
{岛形反转形态识别策略}
{ID: 54}
{策略类型: 形态识别 + 反转信号}
{==================}

{=== 参数设置 ===}
N := 5; {形态确认周期}

{=== 岛形顶部反转识别 ===}
{条件1: 出现跳空向上缺口}
GAP_UP := LOW > REF(HIGH, 1);

{条件2: 缺口后横盘震荡 (形成"岛")}
ISLAND_TOP := COUNT(CLOSE > REF(CLOSE, 1) * 0.98 AND CLOSE < REF(CLOSE, 1) * 1.02, N) >= 3;

{条件3: 出现跳空向下缺口 (跌破岛)}
GAP_DOWN_TOP := LOW < REF(LOW, 1) AND HIGH < REF(HIGH, 1);

{岛形顶部卖出信号}
ISLAND_TOP_SIGNAL := GAP_UP AND ISLAND_TOP AND GAP_DOWN_TOP;

{=== 岛形底部反转识别 ===}
{条件1: 出现跳空向下缺口}
GAP_DOWN := HIGH < REF(LOW, 1);

{条件2: 缺口后横盘震荡 (形成"岛")}
ISLAND_BOTTOM := COUNT(CLOSE > REF(CLOSE, 1) * 0.98 AND CLOSE < REF(CLOSE, 1) * 1.02, N) >= 3;

{条件3: 出现跳空向上缺口 (突破岛)}
GAP_UP_BOTTOM := LOW > REF(LOW, 1) AND HIGH > REF(HIGH, 1);

{岛形底部买入信号}
ISLAND_BOTTOM_SIGNAL := GAP_DOWN AND ISLAND_BOTTOM AND GAP_UP_BOTTOM;

{=== 过滤条件: 成交量放大 ===}
VOL_FILTER := VOL > MA(VOL, 20) * 1.5;

{=== 输出信号 ===}
买入信号: ISLAND_BOTTOM_SIGNAL AND VOL_FILTER;
卖出信号: ISLAND_TOP_SIGNAL AND VOL_FILTER;

{=== 可视化 ===}
DRAWTEXT(买入信号, LOW, '岛底'), COLORRED;
DRAWTEXT(卖出信号, HIGH, '岛顶'), COLORGREEN;

{=== 止损止盈 ===}
{买入后止损: 跌破岛形底部最低价}
STOP_LOSS_BUY := CLOSE < REF(LOW, BARSLAST(买入信号)) * 0.98;

{卖出后止盈: 突破岛形顶部最高价}
TAKE_PROFIT_SELL := CLOSE > REF(HIGH, BARSLAST(卖出信号)) * 1.02;

DRAWTEXT(STOP_LOSS_BUY, LOW, '止损'), COLORYELLOW;
DRAWTEXT(TAKE_PROFIT_SELL, HIGH, '止盈'), COLORYELLOW;
{================== 卖出信号输出（修复R01） ==================}
SELL:SELL_SIGNAL,COLORGREEN;
DRAWTEXT(SELL_SIGNAL,HIGH*1.02,'卖'),COLORGREEN;
{================== 风险提示（修复R04） ==================}
{1. 本公式仅供参考，不构成投资建议}
{2. 任何策略在极端行情下都可能失效}
{3. 建议组合使用，单一策略风险较高}
{4. 历史回测不代表未来收益}
{5. 实际使用需结合市场环境和其他指标}
{6. 投资有风险，入市需谨慎}
{================== 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}