{"id":2547,"date":"2026-03-07T09:25:10","date_gmt":"2026-03-07T01:25:10","guid":{"rendered":"http:\/\/xuebuwan.com\/wp\/?p=2547"},"modified":"2026-03-07T09:25:10","modified_gmt":"2026-03-07T01:25:10","slug":"%e9%80%9a%e8%be%be%e4%bf%a1%e8%ba%ba%e8%b5%a2%e4%ba%a4%e6%98%93%e5%89%af%e5%9b%be%e6%8c%87%e6%a0%87tdx00911","status":"publish","type":"post","link":"http:\/\/xuebuwan.com\/wp\/?p=2547","title":{"rendered":"\u901a\u8fbe\u4fe1\u8eba\u8d62\u4ea4\u6613\u526f\u56fe\u6307\u6807TDX00911"},"content":{"rendered":"

\u6307\u6807\u6e90\u7801<\/h4>\n
N1:=1.8;\nN2:=1.8;\nX_1:=MAX(MAX(HIGH-LOW,ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));\nATR:MA(X_1,5),NODRAW;\nX_2:=CLOSE\/REF(CLOSE,1)<=0.929 AND REF(CLOSE,1)>=REF(MA(CLOSE,22),1);\nX_3:=CLOSE\/HIGH<=0.911 AND VOL>=REF(HHV(VOL,21),1)*1.5 AND REF(CLOSE,1)>=REF(MA(CLOSE,22),1);\nX_4:=CLOSE>=HHV(CLOSE,22) AND CLOSE>=MA(CLOSE,63);\nX_5:=BARSLAST(X_4>=1);\nX_6:=COUNT(CLOSE\/MA(CLOSE,63)>=1.4,22);\nX_7:=IF(X_6>=1,2\/3,1);\nX_8:=CLOSE<REF(CLOSE,X_5)-REF(ATR,1)*N1*REF(X_7,1) OR X_2>=1 OR X_3>=1;\nX_9:=BARSLAST(X_8>=1);\nBUY1:X_4>=1 AND X_9<=REF(X_5,1);\nSELL1:-(X_8>=1 AND X_5<=REF(X_9,1));\nB:MAX(HHV(CLOSE,21),MA(CLOSE,63)),NODRAW;\nS:MAX(CLOSE*0.929,HHV(CLOSE,BARSLAST(BUY1>=1)+1)-ATR*N1*X_7),NODRAW;\nX_10:=BARSLAST(BUY1>=1);\nX_11:=BARSLAST(SELL1<=(-1));\n\u4e3b\u52a8\u6b62\u76c8\u4ef7:IF(X_10<=X_11 OR COUNT(SELL1<=(-1),0)<=0,REF(CLOSE,X_10)+N2*ATR,0),NODRAW;\n\u4e3b\u52a8\u6b62\u76c8\u70b9:IF(X_10<=X_11 OR COUNT(SELL1<=(-1),0)<=0 AND HIGH>=REF(\u4e3b\u52a8\u6b62\u76c8\u4ef7,1) AND COUNT(HIGH>=REF(\u4e3b\u52a8\u6b62\u76c8\u4ef7,1),X_10)<=1 AND X_10>0,0.5,0);<\/code><\/pre>\n
\u8fd9\u662f\u4e00\u6bb5\u901a\u8fbe\u4fe1\u6307\u6807\u516c\u5f0f<\/strong>\uff0c\u7528\u4e8e\u526f\u56fe\u5206\u6790<\/strong>\uff0c\u5305\u542b\u4e70\u5165\u4fe1\u53f7\u3001\u5356\u51fa\u4fe1\u53f7\u3001\u52a8\u6001\u6b62\u635f\/\u6b62\u76c8\u4ef7<\/strong>\u7684\u8ba1\u7b97\u3002<\/p>\n
\u4e00\u3001 \u6838\u5fc3\u903b\u8f91\u89e3\u6790<\/h3>\n
\u8fd9\u4e2a\u6307\u6807\u7684\u6838\u5fc3\u601d\u60f3\u662f\uff1a\u6355\u6349\u4e00\u6ce2\u5927\u5e45\u4e0a\u6da8\u8d8b\u52bf\uff0822\u65e5\u5185\u6700\u9ad8\u4ef7+63\u65e5\u5747\u4ef7\u7684\u53cc\u91cd\u786e\u8ba4\uff09\uff0c\u5e76\u5728\u8d8b\u52bf\u7ed3\u675f\u6216\u51fa\u73b0\u5267\u70c8\u4e0b\u8dcc\u65f6\u5356\u51fa\uff0c\u540c\u65f6\u914d\u5408ATR\uff08\u5e73\u5747\u771f\u5b9e\u6ce2\u5e45\uff09\u8fdb\u884c\u52a8\u6001\u6b62\u635f\u548c\u4e3b\u52a8\u6b62\u76c8\u3002<\/strong><\/p>\n
1. \u57fa\u7840\u53c2\u6570\u4e0e\u6ce2\u52a8\u7387\u8ba1\u7b97<\/h4>\n
    \n
  • N1<\/code>, N2<\/code>\uff1a\u5206\u522b\u4e3a\u6b62\u635f<\/strong>\u548c\u6b62\u76c8<\/strong>\u7684ATR\u500d\u6570\u3002\u9ed8\u8ba4\u4e3a1.8\u500d\u3002<\/li>\n
  • ATR<\/code>\uff1a5\u65e5\u5e73\u5747\u771f\u5b9e\u6ce2\u5e45\uff08True Range\uff09\uff0c\u7528\u4e8e\u8861\u91cf\u80a1\u4ef7\u7684\u6ce2\u52a8\u5f3a\u5ea6\uff0c\u4f5c\u4e3a\u52a8\u6001\u6b62\u635f\/\u6b62\u76c8\u7684\u57fa\u51c6\u5355\u4f4d\u3002\n
      \n
    • X_1<\/code>: \u771f\u5b9e\u6ce2\u5e45 = MAX(\u6700\u9ad8-\u6700\u4f4e, \u6536\u76d8\u4ef7\u4e0e\u6628\u65e5\u6700\u9ad8\/\u6700\u4f4e\u7684\u8ddd\u79bb)<\/code><\/li>\n<\/ul><\/li>\n<\/ul>\n
      2. \u5173\u952e\u6761\u4ef6\u5224\u65ad\uff08X_2, X_3, X_4\uff09<\/h4>\n
        \n
      • X_2<\/code>: \u5927\u5e45\u4e0b\u8dcc\u540e\u4f01\u7a33<\/strong>\u3002\u6761\u4ef6\uff1a\u4eca\u65e5\u6536\u76d8\u4ef7\u8dcc\u5e45\u8d85\u8fc77.1%\uff08= 22\u65e5\u5747\u7ebf\u3002<\/li>\n
      • X_3<\/code>: \u5de8\u91cf\u957f\u4e0a\u5f71\u7ebf\uff08\u53ef\u80fd\u89c1\u9876\uff09<\/strong>\u3002\u6761\u4ef6\uff1a\u6536\u76d8\u4ef7\u63a5\u8fd1\u6700\u9ad8\u4ef7\uff08= 22\u65e5\u5747\u7ebf\u3002<\/li>\n
      • X_4<\/code>: \u5f3a\u52bf\u80a1\u786e\u8ba4<\/strong>\u3002\u6761\u4ef6\uff1a\u6536\u76d8\u4ef7\u521b22\u65e5\u6700\u9ad8\u4ef7 \u4e14 \u6536\u76d8\u4ef7 >= 63\u65e5\u5747\u7ebf\u3002\u8fd9\u8868\u793a\u80a1\u7968\u8fdb\u5165\u4e86\u4e2d\u671f\u5f3a\u52bf\u533a\u95f4\u3002<\/li>\n<\/ul>\n
        3. \u4e70\u5356\u70b9\u903b\u8f91<\/h4>\n
          \n
        • \u4e70\u5165\u4fe1\u53f7 (BUY1<\/code>)<\/strong>:\n
            \n
          • X_4>=1<\/code>: \u6ee1\u8db3\u5f3a\u52bf\u80a1\u786e\u8ba4\u3002<\/li>\n
          • X_9<=REF(X_5,1)<\/code>: \u8fd9\u662f\u4e00\u4e2a\u65f6\u95f4\u8fc7\u6ee4\u6761\u4ef6\u3002X_5<\/code>\u662f\u4e0a\u6b21\u6ee1\u8db3\u5f3a\u52bf\u7684\u5929\u6570\uff0cX_9<\/code>\u662f\u4e0a\u6b21\u5356\u51fa\u7684\u5929\u6570\u3002\u610f\u601d\u662f\uff1a\u5728\u5f3a\u52bf\u80a1\u786e\u8ba4\u540e\u4e70\u5165\uff0c\u4e14\u8ddd\u79bb\u4e0a\u6b21\u5356\u51fa\u65f6\u95f4\u4e0d\u80fd\u592a\u8fd1\uff08\u907f\u514d\u9891\u7e41\u4ea4\u6613\uff09\u3002<\/li>\n<\/ul><\/li>\n
          • \u5356\u51fa\u4fe1\u53f7 (SELL1<\/code>)<\/strong>:\n
              \n
            • X_8<\/code>: \u89e6\u53d1\u5356\u51fa\u7684\u590d\u5408\u6761\u4ef6\u3002<\/li>\n
            • X_8<\/code> \u5305\u542b\u4e09\u79cd\u60c5\u51b5\uff1a\n
                \n
              1. \u6b62\u635f<\/strong>\uff1a\u6536\u76d8\u4ef7\u8dcc\u7834\u524d\u4f4e\uff08REF(CLOSE,X_5) - ATR*N1*\u8c03\u6574\u7cfb\u6570<\/code>\uff09\u3002<\/li>\n
              2. \u6b62\u76c8\/\u89c1\u9876<\/strong>\uff1a\u6ee1\u8db3 X_2<\/code>\uff08\u5927\u5e45\u4e0b\u8dcc\uff09\u6216 X_3<\/code>\uff08\u5de8\u91cf\u957f\u4e0a\u5f71\uff09\u3002<\/li>\n<\/ol><\/li>\n<\/ul><\/li>\n
              3. \u4fe1\u53f7\u8f93\u51fa<\/strong>\uff1a\u5356\u51fa\u4fe1\u53f7\u4ee5\u8d1f\u6570<\/strong>\u5f62\u5f0f\u663e\u793a\uff08-(... )<\/code>\uff09\uff0c\u5728\u526f\u56fe\u4e2d\u4f1a\u663e\u793a\u5728\u96f6\u8f74\u4e0b\u65b9\u3002<\/li>\n<\/ul>\n
                4. \u52a8\u6001\u6b62\u635f\u4e0e\u6b62\u76c8\u7ebf<\/h4>\n