龙哥量化:通达信六脉神剑大揭秘,公式叠加真的有用吗,因子叠加效果分析
龙哥微信:Long622889
代写技术指标_选股公式: 通达信,同花顺,东方财富,大智慧,文华,博易,KT交易师
代写期货量化策略:TB交易开拓者,文华8,金字塔量化
量化越来越普及, AI写量化策略, 写选股指标越来越厉害,可是,你懂公式原理的细节吗?
这篇以六脉神剑为案例分析
以下是通达信副图公式源码, 公式名称:六脉神剑
DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
STICKLINE(DIFF>DEA,0.3,1,3,0),COLORRED;
STICKLINE(DIFF<DEA,0.3,1,3,0),COLORGREEN;
DRAWTEXT_FIX(ISLASTBAR,0.01, 0.9, 0, ' MACD'),COLORMAGENTA;
XX:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(XX,3,1);
D:=SMA(K,3,1);
STICKLINE(K>D,1.3,2,3,0),COLORRED;
STICKLINE(K<D,1.3,2,3,0),COLORGREEN;
DRAWTEXT_FIX(ISLASTBAR,0.01, 0.73, 0, ' KDJ'),COLORMAGENTA;
GSKZZB:=REF(CLOSE,1);
RSI1:=(SMA(MAX(CLOSE-GSKZZB,0),5,1))/(SMA(ABS(CLOSE-GSKZZB),5,1))*100;
RSI2:=(SMA(MAX(CLOSE-GSKZZB,0),13,1))/(SMA(ABS(CLOSE-GSKZZB),13,1))*100;
STICKLINE(RSI1>RSI2,2.3,3,3,0),COLORRED;
STICKLINE(RSI1<RSI2,2.3,3,3,0),COLORGREEN;
DRAWTEXT_FIX(ISLASTBAR,0.01, 0.56, 0, ' RSI'),COLORMAGENTA;
XXX:=-(HHV(HIGH,13)-CLOSE)/(HHV(HIGH,13)-LLV(LOW,13))*100;
LWR1:=SMA(XXX,3,1);
LWR2:=SMA(LWR1,3,1);
STICKLINE(LWR1>LWR2,3.3,4,3,0),COLORRED;
STICKLINE(LWR1<LWR2,3.3,4,3,0),COLORGREEN;
DRAWTEXT_FIX(ISLASTBAR,0.01, 0.38, 0, ' LWR'),COLORMAGENTA;
BBI:=(MA(CLOSE,3)+MA(CLOSE,5)+MA(CLOSE,8)+MA(CLOSE,13))/4;
STICKLINE(CLOSE>BBI,4.3,5,3,0),COLORRED;
STICKLINE(CLOSE<BBI,4.3,5,3,0),COLORGREEN;
DRAWTEXT_FIX(ISLASTBAR,0.01, 0.21, 0, ' BBI'),COLORMAGENTA;
ABC5:=CLOSE>BBI;
GSK:=CLOSE-REF(CLOSE,1);
MMS:=100*EMA(EMA(GSK,5),3)/EMA(EMA(ABS(GSK),5),3);
GSKZ:=100*EMA(EMA(GSK,13),8)/EMA(EMA(ABS(GSK),13),8);
STICKLINE(MMS>GSKZ,5.3,6,3,0),COLORRED;
STICKLINE(MMS<GSKZ,5.3,6,3,0),COLORGREEN;
DRAWTEXT_FIX(ISLASTBAR,0.01, 0.03, 0, ' ZLMM'),COLORMAGENTA;
买入:DIFF>DEA AND K>D AND RSI1>RSI2 AND LWR1>LWR2 AND CLOSE>BBI AND MMS>GSKZ,NODRAW,COLORMAGENTA;
{STICKLINE(买入,0.3,6,3,0),COLORMAGENTA;};
话先说到前面哦, 这是我挑出来一段上涨的行情,所以看起来有作用,嗯,看蓝色框框

继续看, 再挑个震荡的行情,看看效果还是可以的

现在两张图片,看着效果还挺好, 网上也有很多六脉神剑的公式, 显示稍有区别, 比如箭头的,

然后说5个红色的上车,6个红的持有, 5个卖出的, 各种思路都有,OK, 那我再简化成一条线, 如果红色个数是1, 那线的数值就是1, 如果红色个数是6,那线的数值是6
直接上副图公式源码, 再看效果图
DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:DIFF>DEA,NODRAW;
XX:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(XX,3,1);
D:=SMA(K,3,1);
KDJ:K>D,NODRAW;
GSKZZB:=REF(CLOSE,1);
RSI1:=(SMA(MAX(CLOSE-GSKZZB,0),5,1))/(SMA(ABS(CLOSE-GSKZZB),5,1))*100;
RSI2:=(SMA(MAX(CLOSE-GSKZZB,0),13,1))/(SMA(ABS(CLOSE-GSKZZB),13,1))*100;
RSI:RSI1>RSI2,NODRAW;
XXX:=-(HHV(HIGH,13)-CLOSE)/(HHV(HIGH,13)-LLV(LOW,13))*100;
LWR1:=SMA(XXX,3,1);
LWR2:=SMA(LWR1,3,1);
LWR:LWR1>LWR2,NODRAW;
BB1:=(MA(CLOSE,3)+MA(CLOSE,5)+MA(CLOSE,8)+MA(CLOSE,13))/4;
BBI:CLOSE>BB1,NODRAW;
GSK:=CLOSE-REF(CLOSE,1);
MMS:=100*EMA(EMA(GSK,5),3)/EMA(EMA(ABS(GSK),5),3);
GSKZ:=100*EMA(EMA(GSK,13),8)/EMA(EMA(ABS(GSK),13),8);
ZLMM:MMS>GSKZ,NODRAW;
买入:IF(DIFF>DEA,1,0)+IF( K>D,1,0)+IF(RSI1>RSI2,1,0)+IF(LWR1>LWR2,1,0)+IF(CLOSE>BB1,1,0)+IF(MMS>GSKZ,1,0),COLORYELLOW;

其实6脉,就是6个技术指标叠加,
震荡指标:LWR, RSI, KDJ
趋势指标:ZLMM, BBI, MACD
LWR 和 KDJ 是对称的,

其实macd,和 kdj是同一个东西,
kdj的参数放大一点,933改成20.10.8,走势和macd的12.26.9差不多,也就是说kdj等同于小参数的macd
参数越小越灵敏,参数小,就是超买超卖型,就是震荡型
参数越大越迟钝,参数大,就是趋势型
六脉神剑的表面看起来是指标叠加,起了作用,
实际是,大周期看方向, 小周期入场, 起了作用,
大周期看方向, 就是macd,zlmm,这种趋势指标, 参数大的
小周期入场, 就是kdj,rsi这种震荡指标, 小参数的,


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