ID 124 自适应ATR通道突破策略

{公式名称: 自适应ATR通道突破策略}
{公式类型: 技术指标公式}
{作者: Q1}
{日期: 2026-06-10}
{ID: 124}

N:=20;   {ATR周期}
M:=2;    {通道倍数}

{计算ATR}
TR_VALUE:=MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1)));
ATR_VALUE:=MA(TR_VALUE,N);

{计算动态通道}
MIDDLE:=MA(CLOSE,N);
UPPER:=MIDDLE + M*ATR_VALUE;
LOWER:=MIDDLE - M*ATR_VALUE;

{成交量确认}
VOL_MA:=MA(VOL,20);
VOL_COND:=VOL>VOL_MA*1.2;

{趋势过滤}
TREND_MA:=MA(CLOSE,60);
TREND_COND:=CLOSE>TREND_MA;

{交易信号}
BUY_SIGNAL:=CROSS(CLOSE,UPPER) AND VOL_COND AND TREND_COND;
SELL_SIGNAL:=CROSS(LOWER,CLOSE) OR CROSS(TREND_MA,CLOSE);

{输出}
UP: UPPER, COLORRED;
MID: MIDDLE, COLORYELLOW;
LOW: LOWER, COLORGREEN;
趋势强度: (CLOSE-MIDDLE)/ATR_VALUE*100, COLORBLUE;
BUY: BUY_SIGNAL, COLORGREEN, STICK;
SELL: SELL_SIGNAL, COLORRED, STICK;