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DIF:100*(EMA(CLOSE,5)/EMA(CLOSE,34)-1);
DEA:EMA(DIF,5);BOLL:=MA(CLOSE,21);
MACDDIF-DEA)*2,COLORSTICK;
UB:=BOLL+2*STD(CLOSE,21);
LB:=BOLL-2*STD(CLOSE,21);
T1:=LONGCROSS(CLOSE,LB*0.98,2);T2:=LONGCROSS(UB,CLOSE*1.02,2);
GT:=DIF-REF(DIF,1);T3:=LONGCROSS(GT,0,2);
MT:=MACD-REF(MACD,1);T4:=LONGCROSS(MT,0,2);
GD:=LONGCROSS(DIF,DEA,3); M5:=MA(CLOSE,5);
A1:=SUMBARS(GD,1);A2:=SUMBARS(GD,2);A3:=SUMBARS(GD,3);
B1:=SUMBARS(T4,1);B2:=SUMBARS(T4,2);B3:=SUMBARS(T4,3);
M0:=REF(MACD,B1*(B1>2)),NODRAW; M1:=MIN(REF(MACD,B2),REF(MACD,B3)),NODRAW;
Z0:=REF(DIF,A1*(A1>2)),NODRAW;Z1:=MIN(REF(DIF,A2),REF(DIF,A3));
背离选:=DIF>Z1 AND MACD>M1 AND CROSS((M5-REF(M5,1)),0),NODRAW,COLORRED;
减仓:=(CLOSE<REF(CLOSE,1)) AND (HIGH<REF(HIGH,1));
买:FILTER(背离选,5),NODRAW,COLORRED;
警:REF(HIGH,1)>REF(UB*1.05,1) OR REF(LOW,1)<REF(LB*0.96,1),NODRAW,COLORYELLOW;
抛:FILTER(T2 OR 减仓,5),NODRAW,COLORCYAN;
本图比系统自带的MACD灵敏度更高一点,根据同期胜率,收益回测对比,完全优于原指标!
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