ID-59-头肩顶底形态识别策略

{==============================================}
{头肩顶底形态识别策略 - ID-59}
{作者: QClaw}
{日期: 2026-06-09}
{==============================================}

{==== 参数定义 ====}
N1 := 5; {左肩观察期}
N2 := 5; {头部观察期}
N3 := 5; {右肩观察期}
M := 20; {颈线确认周期}

{==== 头肩顶识别 ====}
{寻找左肩}
LEFT_SHOULDER_HIGH := HHV(HIGH, N1);
LEFT_SHOULDER_BAR := BARSLAST(HIGH = LEFT_SHOULDER_HIGH);

{寻找头部 - 必须高于左肩}
HEAD_HIGH := REF(HHV(HIGH, N2), LEFT_SHOULDER_BAR + N1);
HEAD_BAR := BARSLAST(HIGH = HEAD_HIGH);
IS_HEAD_HIGHER := HEAD_HIGH > LEFT_SHOULDER_HIGH;

{寻找右肩 - 低于头部}
RIGHT_SHOULDER_HIGH := REF(HHV(HIGH, N3), HEAD_BAR + N2);
RIGHT_SHOULDER_BAR := BARSLAST(HIGH = RIGHT_SHOULDER_HIGH);
IS_RIGHT_LOWER := RIGHT_SHOULDER_HIGH < HEAD_HIGH;

{颈线计算 - 左肩和头部之间的低点}
NECKLINE_LOW1 := LLV(LOW, LEFT_SHOULDER_BAR);
NECKLINE_LOW2 := LLV(LOW, HEAD_BAR - LEFT_SHOULDER_BAR);
NECKLINE := MAX(NECKLINE_LOW1, NECKLINE_LOW2);

{头肩顶卖出信号}
HEAD_SHOULDERS_TOP := IS_HEAD_HIGHER AND IS_RIGHT_LOWER AND 
                      CROSS(NECKLINE, CLOSE) AND 
                      RIGHT_SHOULDER_BAR < 10;

{==== 头肩底识别 ====}
{寻找左肩底}
LEFT_SHOULDER_LOW := LLV(LOW, N1);
LEFT_SHOULDER_BAR2 := BARSLAST(LOW = LEFT_SHOULDER_LOW);

{寻找头部底 - 必须低于左肩}
HEAD_LOW := REF(LLV(LOW, N2), LEFT_SHOULDER_BAR2 + N1);
HEAD_BAR2 := BARSLAST(LOW = HEAD_LOW);
IS_HEAD_LOWER := HEAD_LOW < LEFT_SHOULDER_LOW;

{寻找右肩底 - 高于头部}
RIGHT_SHOULDER_LOW := REF(LLV(LOW, N3), HEAD_BAR2 + N2);
RIGHT_SHOULDER_BAR2 := BARSLAST(LOW = RIGHT_SHOULDER_LOW);
IS_RIGHT_HIGHER := RIGHT_SHOULDER_LOW > HEAD_LOW;

{颈线计算 - 左肩和头部之间的高点}
NECKLINE_HIGH1 := HHV(HIGH, LEFT_SHOULDER_BAR2);
NECKLINE_HIGH2 := HHV(HIGH, HEAD_BAR2 - LEFT_SHOULDER_BAR2);
NECKLINE2 := MIN(NECKLINE_HIGH1, NECKLINE_HIGH2);

{头肩底买入信号}
HEAD_SHOULDERS_BOTTOM := IS_HEAD_LOWER AND IS_RIGHT_HIGHER AND 
                         CROSS(CLOSE, NECKLINE2) AND 
                         RIGHT_SHOULDER_BAR2 < 10;

{==== 输出信号 ====}
SELL_SIGNAL: HEAD_SHOULERS_TOP;
BUY_SIGNAL: HEAD_SHOULDERS_BOTTOM;

{==== 可视化 ====}
DRAWTEXT(HEAD_SHOULDERS_TOP, HIGH * 1.02, '头肩顶'), COLORGREEN;
DRAWTEXT(HEAD_SHOULDERS_BOTTOM, LOW * 0.98, '头肩底'), COLORRED;

{颈线绘制}
PLOT(NECKLINE, '颈线', COLORYELLOW, LINETHICK2);
PLOT(NECKLINE2, '颈线2', COLORYELLOW, LINETHICK2);

{==== 风险提示 ====}
{本公式仅用于形态识别，不构成投资建议}
{实际交易需结合其他指标和风险管理}
{================== 卖出信号输出（修复R01） ==================}
SELL:SELL_SIGNAL,COLORGREEN;
DRAWTEXT(SELL_SIGNAL,HIGH*1.02,'卖'),COLORGREEN;
{================== 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}