老师,模型如下,思路:符合其它开仓条件的,发生了背离坚决不开仓。底背离价格创新低,与前面最大值蓝柱值比不创新低;顶背离价格创新高,与前面红柱比不创新高。现在优化模型,想过滤掉背离开仓的现象,请问老师!怎么编写公式?
MA70:MA(C,70);
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
DIFF : =EMA(CLOSE,12) - EMA(CLOSE,26);//
DEA : =EMA(DIFF,9);//
DEA<5&&DEA>0&&C-MA70>5&&DIFF-DEA>3 &&PANZHENG=0,BPK;
DEA>-5&&DEA<0&&C-MA70<5&&DIFF-DEA<3 &&PANZHENG=0,SPK ;
C>=BKPRICE+1100*MINPRICE||C<=BKPRICE-350*MINPRICE,SP;
C>=SKPRICE+350*MINPRICE||C<=SKPRICE-1100*MINPRICE,BP;
AUTOFILTER;
请您量化一下顶背离和底背离,例如:
底背离:价格创30周期新低,蓝柱值与前面20周期蓝柱值比不创新低
参考:
MA70:MA(C,70);
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
DIFF : =EMA(CLOSE,12) - EMA(CLOSE,26);//
DEA : =EMA(DIFF,9);//
MACD:=2*(DIFF-DEA);
DEA<5&&DEA>0&&C-MA70>5&&DIFF-DEA>3 &&PANZHENG=0,BPK;
DEA>-5&&DEA<0&&C-MA70<5&&DIFF-DEA<3 &&PANZHENG=0,SPK;
C>=BKPRICE+1100*MINPRICE||C<=BKPRICE-350*MINPRICE,SP;
C>=SKPRICE+350*MINPRICE||C<=SKPRICE-1100*MINPRICE,BP;
底背离:=L=LLV(L,30)&&MACD<0&&MACD>LLV(MACD,20);
顶背离:=H=HHV(H,30)&&MACD>0&&MACD<HHV(MACD,20);
IDLE(底背离||顶背离);
AUTOFILTER;


