121 Williams VIX Fix 均值回归策略(评估免费)

{公式名称：Williams VIX Fix均值回归策略}
{作者：Q1}
{日期：2026-06-10}
{ID：ID-121}
{方向：市场情绪极端值识别 + 均值回归}

N:=22; {观察周期，Williams推荐周期}

{计算Williams VIX Fix - 模拟VIX恐慌指数}
WVFX:=(HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N))*100;

{计算WVFX的均值和标准差}
WVFX_MEAN:=EMA(WVFX,22);
WVFX_STD:=STD(WVFX,22);

{计算Z-Score，衡量当前值偏离均值的程度}
Z_SCORE:=(WVFX-WVFX_MEAN)/WVFX_STD;

{上下轨}
UPPER_BAND:=WVFX_MEAN+2*WVFX_STD;
LOWER_BAND:=WVFX_MEAN-2*WVFX_STD;

{买卖信号 - 基于均值回归原理}
{买入：WVFX突破上轨后回落，市场恐慌见顶}
BUY_SETUP:=WVFX>UPPER_BAND;
BUY_CONFIRM:=CROSS(WVFX_MEAN,WVFX) AND REF(BUY_SETUP,1);
BUY_SIGNAL:=BUY_CONFIRM AND COUNT(BUY_CONFIRM,5)=1;

{卖出：WVFX跌破下轨后反弹，市场过度乐观}
SELL_SETUP:=WVFX<LOWER_BAND;
SELL_CONFIRM:=CROSS(WVFX,WVFX_MEAN) AND REF(SELL_SETUP,1);
SELL_SIGNAL:=SELL_CONFIRM AND COUNT(SELL_CONFIRM,5)=1;

{止损止盈辅助信号}
STOP_LOSS:=CROSS(WVFX,UPPER_BAND*1.2); {WVFX再次冲高，趋势可能延续，止损}
TAKE_PROFIT:=CROSS(LOWER_BAND*0.8,WVFX); {WVFX再次新低，获利了结}

{输出买卖信号}
BUY:BUY_SIGNAL;
SELL:SELL_SIGNAL;

{输出指标}
WVFX,COLORWHITE,LINETHICK2;
WVFX_MEAN,COLORYELLOW,LINETHICK1;
UPPER_BAND,COLORRED,LINETHICK1;
LOWER_BAND,COLORGREEN,LINETHICK1;

{图形标记}
DRAWTEXT(BUY_SIGNAL,LOW*0.98,'B'),COLORRED;
DRAWTEXT(SELL_SIGNAL,HIGH*1.02,'S'),COLORGREEN;

{背景色标记极端区域}
STICKLINE(WVFX>UPPER_BAND,0,WVFX,0.5,0),COLORRED;
STICKLINE(WVFX<LOWER_BAND,0,WVFX,0.5,0),COLORGREEN;