指标、策略模型应用案例
背离又称背驰,是指当股票或指数在下跌或上涨过程中,不断创新低(高),而一些技术指标不跟随创新低(高),称为背离。 在背离过程中,升势或跌势会放缓,股价的走势将会逆转。顶背离,意即升势放缓,指数或股价难再企稳于高位,甚至有机会掉头回落;底背离,意即跌势将尽,指数或股价开始见底回升,这属于买入讯号。
以MACD背离为例,编写指标:
DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26),COLORYELLOW;
DEA :=EMA(DIFF,9),COLORGREEN;
MACD:=2*(DIFF-DEA), COLORSTICK;
A1:=BARSLAST(REF(CROSS(DIFF,DEA),1));
B1:=REF(C,A1+1)>C AND REF(DIFF,A1+1)<DIFF AND CROSS(DIFF,DEA);
C1:=BARSLAST(REF(CROSS(DEA,DIFF),1));
D1:=REF(C,C1+1)<C AND REF(DIFF,C1+1)>DIFF AND CROSS(DEA,DIFF);
DRAWTEXT(B1,L,'▲');//MACD底背离
DRAWTEXT(D1,H,'▼');//MACD顶背离
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DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26),COLORYELLOW;
DEA :=EMA(DIFF,9),COLORGREEN;
MACD:=2*(DIFF-DEA), COLORSTICK;
A1:=BARSLAST(REF(CROSS(DIFF,DEA),1));
B1:=REF(C,A1+1)>C AND REF(DIFF,A1+1)<DIFF AND CROSS(DIFF,DEA);
C1:=BARSLAST(REF(CROSS(DEA,DIFF),1));
D1:=REF(C,C1+1)<C AND REF(DIFF,C1+1)>DIFF AND CROSS(DEA,DIFF);
B1,BPK;
D1,SPK;
AUTOFILTER;
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