//@version=5
indicator(\"量化至尊策略\", overlay=true)
// 多时间框架参数
fast_ema = input(8, \"快速EMA\")
medium_ema = input(21, \"中线EMA\")
slow_ema = input(55, \"慢速EMA\")
rsi_period = input(14, \"RSI周期\")
kd_period = input(9, \"KD周期\")
vol_ma_period = input(20, \"成交量均线周期\")
// 三均线趋势系统
ema_fast = ta.ema(close, fast_ema)
ema_medium = ta.ema(close, medium_ema)
ema_slow = ta.ema(close, slow_ema)
// 趋势强度计算
trend_strength = (ema_fast - ema_slow) / ema_slow * 100
strong_uptrend = trend_strength > 0.5 and ema_fast > ema_medium and ema_medium > ema_slow
strong_downtrend = trend_strength < -0.5 and ema_fast < ema_medium and ema_medium < ema_slow
// RSI动量指标
rsi = ta.rsi(close, rsi_period)
rsi_ma = ta.ema(rsi, 6)
rsi_bullish = rsi > rsi_ma and rsi < 70
rsi_bearish = rsi < rsi_ma and rsi > 30
// KD随机指标
[k, d] = ta.stoch(close, high, low, kd_period, 3, 3)
kd_gold = ta.crossover(k, d) and k < 80
kd_dead = ta.crossunder(k, d) and k > 20
// 成交量能量
volume_ma = ta.sma(volume, vol_ma_period)
volume_ratio = volume / volume_ma
volume_surge = volume_ratio > 1.5
volume_confirmation = volume_ratio > 1.2
// 价格位置分析
price_high_20 = ta.highest(high, 20)
price_low_20 = ta.lowest(low, 20)
price_position = (close - price_low_20) / (price_high_20 - price_low_20) * 100
// 支撑阻力突破
resistance = ta.highest(high, 10)[1]
support = ta.lowest(low, 10)[1]
breakout_up = close > resistance and high == highest(high, 5)
breakout_down = close < support and low == lowest(low, 5)
// 多因子买入条件
buy_condition1 = strong_uptrend and rsi_bullish and kd_gold and volume_confirmation
buy_condition2 = not strong_downtrend and rsi < 35 and k < 30 and price_position < 30 and volume_surge
buy_condition3 = breakout_up and rsi < 60 and volume_surge
// 多因子卖出条件
sell_condition1 = strong_downtrend and rsi_bearish and kd_dead#数据分析 #量化 #低成本高效益 #股票知识 #oc
indicator(\"量化至尊策略\", overlay=true)
// 多时间框架参数
fast_ema = input(8, \"快速EMA\")
medium_ema = input(21, \"中线EMA\")
slow_ema = input(55, \"慢速EMA\")
rsi_period = input(14, \"RSI周期\")
kd_period = input(9, \"KD周期\")
vol_ma_period = input(20, \"成交量均线周期\")
// 三均线趋势系统
ema_fast = ta.ema(close, fast_ema)
ema_medium = ta.ema(close, medium_ema)
ema_slow = ta.ema(close, slow_ema)
// 趋势强度计算
trend_strength = (ema_fast - ema_slow) / ema_slow * 100
strong_uptrend = trend_strength > 0.5 and ema_fast > ema_medium and ema_medium > ema_slow
strong_downtrend = trend_strength < -0.5 and ema_fast < ema_medium and ema_medium < ema_slow
// RSI动量指标
rsi = ta.rsi(close, rsi_period)
rsi_ma = ta.ema(rsi, 6)
rsi_bullish = rsi > rsi_ma and rsi < 70
rsi_bearish = rsi < rsi_ma and rsi > 30
// KD随机指标
[k, d] = ta.stoch(close, high, low, kd_period, 3, 3)
kd_gold = ta.crossover(k, d) and k < 80
kd_dead = ta.crossunder(k, d) and k > 20
// 成交量能量
volume_ma = ta.sma(volume, vol_ma_period)
volume_ratio = volume / volume_ma
volume_surge = volume_ratio > 1.5
volume_confirmation = volume_ratio > 1.2
// 价格位置分析
price_high_20 = ta.highest(high, 20)
price_low_20 = ta.lowest(low, 20)
price_position = (close - price_low_20) / (price_high_20 - price_low_20) * 100
// 支撑阻力突破
resistance = ta.highest(high, 10)[1]
support = ta.lowest(low, 10)[1]
breakout_up = close > resistance and high == highest(high, 5)
breakout_down = close < support and low == lowest(low, 5)
// 多因子买入条件
buy_condition1 = strong_uptrend and rsi_bullish and kd_gold and volume_confirmation
buy_condition2 = not strong_downtrend and rsi < 35 and k < 30 and price_position < 30 and volume_surge
buy_condition3 = breakout_up and rsi < 60 and volume_surge
// 多因子卖出条件
sell_condition1 = strong_downtrend and rsi_bearish and kd_dead#数据分析 #量化 #低成本高效益 #股票知识 #oc
