通达信缠论指标公式----“缠中套利”

老笔:=1;

XA_1:=MA(CLOSE,5);

XA_2:=MA(CLOSE,10);

XA_3:=REF(HIGH,5)=HHV(HIGH,11);

XA_4:=REF(LOW,5)=LLV(LOW,11);

XA_5:=BACKSET(XA_3,6)>BACKSET(XA_3,5);

XA_6:=BACKSET(XA_4,6)>BACKSET(XA_4,5);

XA_7:=IF(BARSLAST(XA_5)=BARSLAST(XA_6) AND XA_1>XA_2,XA_5,IF(BARSLAST(XA_6)>BARSLAST(XA_5),XA_5,0));

XA_8:=IF(BARSLAST(XA_5)=BARSLAST(XA_6) AND XA_2>XA_1,XA_6,IF(BARSLAST(XA_5)>BARSLAST(XA_6),XA_6,0));

XA_9:=XA_7 AND HIGH=HHV(HIGH,BARSLAST(XA_8));

XA_10:=XA_8 AND LOW=LLV(LOW,BARSLAST(XA_7));

GP:IF(XA_9,HIGH,DRAWNULL),CIRCLEDOT,COLORCYAN;

DP:IF(XA_10,LOW,DRAWNULL),CIRCLEDOT,COLORCYAN;

XA_11:=LOW>REF(HIGH,1) AND DAY!=REF(DAY,1);

XA_12:=HIGH<REF(LOW,1) AND DAY!=REF(DAY,1);

XA_13:=REF(LOW,BARSLAST(XA_11));

XA_14:=REF(HIGH,BARSLAST(XA_12));

XA_15:=REF(HIGH,BARSLAST(XA_9));

XA_16:=REF(LOW,BARSLAST(XA_9));

XA_17:=REF(HIGH,BARSLAST(XA_9)+1);

XA_18:=REF(LOW,BARSLAST(XA_9)+1);

XA_19:=REF(HIGH,BARSLAST(XA_9)+2);

XA_20:=REF(LOW,BARSLAST(XA_9)+2);

XA_21:=REF(HIGH,BARSLAST(XA_10));

XA_22:=REF(LOW,BARSLAST(XA_10));

XA_23:=REF(HIGH,BARSLAST(XA_10)+1);

XA_24:=REF(LOW,BARSLAST(XA_10)+1);

XA_25:=REF(HIGH,BARSLAST(XA_10)+2);

XA_26:=REF(LOW,BARSLAST(XA_10)+2);

XA_27:=IF(XA_16<=XA_18,XA_19,XA_17);

XA_28:=IF(XA_17<XA_16,XA_16,IF(XA_16<=XA_18,XA_20,XA_18));

XA_29:=IF(XA_24>XA_21,XA_21,IF(XA_21>=XA_23,XA_25,XA_23));

XA_30:=IF(XA_21>=XA_23,XA_26,XA_24);

XA_31:=XA_15>XA_29 AND XA_9;

XA_32:=XA_22<XA_28 AND XA_10;

XA_33:=XA_31 AND XA_15>XA_21 AND XA_16>XA_22 AND XA_18>XA_22;

XA_34:=XA_32 AND XA_22<XA_16 AND XA_21<XA_15 AND XA_23<XA_15;

XA_35:=HIGH<=REF(HIGH,1) AND LOW>=REF(LOW,1) OR (HIGH>=REF(HIGH,1) AND LOW<=REF(LOW,1));

XA_36:=COUNT(XA_35,BARSLAST(XA_10));

XA_37:=COUNT(XA_35,BARSLAST(XA_9));

XA_38:=COUNT(XA_11,BARSLAST(XA_10));

XA_39:=COUNT(XA_12,BARSLAST(XA_9));

XA_40:=IF(XA_36>0,XA_36+2+老笔,IF(XA_37,XA_37+2+老笔,3));

XA_41:=IF(XA_38,XA_40-XA_38,IF(XA_39,XA_40-XA_39,XA_40));

XA_42:=XA_33 AND BARSLAST(XA_34)>XA_41;

XA_43:=XA_34 AND BARSLAST(XA_33)>XA_41;

XA_44:=XA_9 AND REF(HIGH,BARSLAST(XA_9))>=REF(HIGH,BARSLAST(XA_42)) AND BARSLAST(XA_43)>BARSLAST(XA_42) OR (XA_31 AND COUNT(XA_11,BARSLAST(XA_32))>0 AND REF(HIGH,BARSLAST(XA_31))>REF(HIGH,BARSLAST(XA_42)));

XA_45:=XA_10 AND REF(LOW,BARSLAST(XA_10))<=REF(LOW,BARSLAST(XA_43)) AND BARSLAST(XA_42)>BARSLAST(XA_43) OR (XA_32 AND COUNT(XA_12,BARSLAST(XA_31))>0 AND REF(LOW,BARSLAST(XA_32))<REF(HIGH,BARSLAST(XA_43)));

XA_46:=IF(BARSLAST(XA_45)>BARSLAST(XA_44),REF(HIGH,BARSLAST(XA_44)),REF(HIGH,BARSLAST(XA_45)));

XA_47:=IF(BARSLAST(XA_44)>BARSLAST(XA_45),REF(LOW,BARSLAST(XA_45)),REF(LOW,BARSLAST(XA_44)));

XA_48:=XA_44 AND HIGH=HHV(XA_46,BARSLAST(XA_45)+1) AND HIGH>REF(HIGH,1) AND BARSLAST(XA_45)>BARSLAST(XA_44);

XA_49:=XA_45 AND LOW=LLV(XA_47,BARSLAST(XA_44)+1) AND LOW<REF(LOW,1) AND BARSLAST(XA_44)>BARSLAST(XA_45);

XA_50:=XA_48 OR (XA_9 AND REF(HIGH,BARSLAST(XA_9))>REF(HIGH,BARSLAST(XA_48)) AND BARSLAST(XA_49)>BARSLAST(XA_48));

XA_51:=XA_49 OR (XA_10 AND REF(LOW,BARSLAST(XA_10))<REF(LOW,BARSLAST(XA_49)) AND BARSLAST(XA_48)>BARSLAST(XA_49));

GPB:IF(XA_42,HIGH,DRAWNULL),CIRCLEDOT,COLORYELLOW;

DPB:IF(XA_43,LOW,DRAWNULL),CIRCLEDOT,COLORYELLOW;

XA_52:=XA_50;

XA_53:=XA_51;

L1:DRAWLINE(XA_53,LOW,XA_52,HIGH,0),COLORYELLOW;

L2:DRAWLINE(XA_52,HIGH,XA_53,LOW,0),COLORWHITE;

XA_54:=CLOSE;

XA_55:=FILTER(BACKSET(FILTER(REF(XA_54,10)=HHV(XA_54,2*10+1),10),10+1),10);

XA_56:=FILTER(BACKSET(FILTER(REF(XA_54,10)=LLV(XA_54,2*10+1),10),10+1),10);

XA_57:=REF(CLOSE,BARSLAST(XA_55));

XA_58:=REF(CLOSE,BARSLAST(XA_56));

XA_59:=BARSLAST(XA_55)<BARSLAST(XA_56) AND NOT(XA_55);

XA_60:=BARSLAST(XA_55)>BARSLAST(XA_56) AND NOT(XA_56);

波段顶:IF(XA_59,XA_57,XA_57),POINTDOT,COLORLIGREEN,LINETHICK4;

波段底:IF(XA_60,XA_58,XA_58),POINTDOT,COLORMAGENTA,LINETHICK4;