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MACD選股公式集

 dream970 2018-04-14

DIF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIF,9);
MACD:=(DIF-DEA)*2;

{風洞}

X1:=EXIST(CROSS(DEA,DIF),5) AND CROSS(DIF,DEA);{死叉離金叉日越小越強}

{穿零}

X2:=CROSS(DIF,0) OR CROSS(DEA,0);

{DIF角度}

角度:=ATAN((DIF/REF(DIF,1)-1)*100)*57.3;
X3:=角度>45 AND DIF>REF(DIF,1);

{暴漲研究,需進一步完善}

周DIF:="MACD.DIF#WEEK";
周DEA:="MACD.DEA#WEEK";
月DIF:="MACD.DIF#MONTH";
月DEA:="MACD.DEA#MONTH";

XX1:=月DEA>0 AND 周DIF>周DEA AND 周DEA>月DEA AND CROSS(月DIF,月DEA);
XX2:=月DEA>-0.5 AND 周DEA>-0.5 AND 月DIF>月DEA AND 周DEA>月DEA AND CROSS(周DIF,周DEA);
X4:=XX1 OR XX2;

{空中纜繩}
DEAA:=EMA(DIF,27);
MACDA:=(DIF-DEAA)*2;
B:=MIN(DIF,DEAA)/MAX(DIF,DEAA)>0.95;
X5:=MA(CLOSE,30)>REF(MA(CLOSE,30),1) AND DIF>0 AND DEAA>0 AND MACDA>REF(MACDA,1) AND B;

{漫步青云}
DJE:=DIF>=0 AND DEAA>=0 AND CROSS(DIF,DEAA);
A5:=MA(CLOSE,5)>MA(CLOSE,10);
V5:=VOL>MA(VOL,5) AND MA(VOL,5)>MA(VOL,10);
X6:=DJE AND A5 AND V5 AND MA(CLOSE,30)>=REF(MA(CLOSE,30),1);

{雙佛手}
X7:=CLOSE>OPEN AND MA(CLOSE,5)>MA(CLOSE,10) AND MA(CLOSE,10)>MA(CLOSE,30) AND DIF>DEAA AND MACDA>REF(MACDA,1) AND DIF>0 AND DEAA>0 AND MA(VOL,5)>MA(VOL,34) AND MA(CLOSE,30)>=REF(MA(CLOSE,30),1);

{天天}
DIFB:=EMA(CLOSE,6)-EMA(CLOSE,13);
DEAB:=EMA(DIF,6);
MACDB:=(DIF-DEA)*2;
X8:=EXIST(CROSS(REF(DEAB,1),REF(DIFB,1)) AND CROSS(DIFB,DEAB),2);

{綠柱底背離}
DAYS:=IF(DIF>DEA,BARSLAST(DIF<DEA),BARSLAST(DIF>DEA));
AREA0:=SUM(MACD,DAYS);
AREAM1:=REF(AREA0,DAYS);
AREAM2:=REF(AREAM1,DAYS);
AREAM3:=REF(AREAM2,DAYS);
HPRE:=HHV(L,DAYS);
HPREM1:=REF(HPRE,DAYS);
HPREM2:=REF(HPREM1,DAYS);
HPREM3:=REF(HPREM2,DAYS);
LPRE:=LLV(L,DAYS);
LPREM1:=REF(LPRE,DAYS);
X9:=AREAM1>AREAM3 AND HPREM1<HPREM3 AND REF(MACD,1)<0 AND MACD>0 ;

{連續(xù)死叉背離}

D1:=BARSLAST(CROSS(DEA,DIF));{本次死叉到今天的天數}
D2:=REF(BARSLAST(CROSS(DEA,DIF)),D1+1);{兩次死叉之間的天數}
D3:=REF(BARSLAST(CROSS(DEA,DIF)),D1+D2+2);{上兩次死叉之間的的天數}
X10:=LLV(DIF,D1+1)>LLV(DIF,D2+D1+2)      {條件1:最后一次死叉之后的DIFF最小值大于倒數第二次之后的DIFF最小值}
&&LLV(C,D1+1)=LLV(C,D2+D1+2)             {條件2:最后一次死叉之后的最低收盤價就是倒數第二次之后的最低收盤價}
&&LLV(DIF,D2+D1+2)>LLV(DIF,D3+D2+D1+3) {條件3:倒數第二次死叉之后的DIFF最小值大于倒數第三次之后的DIFF最小值}
&&REF(LLV(C,D2+1),D1+1)
&&CROSS(DIF,DEA);                       {條件5:今天MACD金叉};

{一般底背}
QZQ:=BARSLAST(REF(MACD,1)<0 AND MACD>0);
QM:=LLVBARS(MACD,QZQ+20);
MQDZ:=IF(QM>QZQ,REF(MACD,QM),0);
XG1:=MACD<0 AND MACD>MQDZ
 AND CLOSE=LLV(CLOSE,QZQ+20) AND MQDZ<0;
X11:=REF(XG1,1)=1 AND MACD>REF(MACD,1);

{雙底背,綠柱與DIF兩者都背離}

QZQ1:=BARSLAST(REF(MACD,1)<0 AND MACD>0);
QM1:=LLVBARS(MACD,QZQ1+20);
MQDZ1:=IF(QM1>QZQ1,REF(MACD,QM1),0);
QF:=LLVBARS(DIF,QZQ1+20);
DQDZ:=IF(QF>QZQ,REF(DIF,QF),0);
XG1A:=MACD<0 AND MACD>MQDZ1 AND DIF<0 AND DIF>DQDZ
 AND CLOSE=LLV(CLOSE,QZQ1+20) AND MQDZ1<0 AND DQDZ<0;
X12:=REF(XG1A,1)=1 AND MACD>REF(MACD,1);

{最簡背離,DIF}

AX1:=BARSLAST(L=LLV(L,40));
X13:REF(DIF,AX1)>REF(DIF,AX1+1);


?
?集二:
?DIF:=EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:=EMA(DIF,9);
MACD:=2*(DIF-DEA);

{0軸上方第一次金叉}
X1:=CROSS(DIF,DEA) AND DEA>-1.0 AND DEA<0.5 AND CLOSE>REF(CLOSE,1) AND CLOSE>=MA(C,60);
{或X1:DIF>0 AND DEA>0 AND CROSS(DIF,DEA);}

{0軸上方二次金叉,選股設X2=10即可}
X2:=SUM(IF(MACD>0 AND CROSS(DIF,DEA),1,0),0)-HHV(IF(IF(CROSS(DEA,0),1,0),
 SUM(IF(MACD>0 AND CROSS(DIF,DEA),1,0),0),0),0)=2 AND SUM(IF(MACD>0 AND CROSS(DIF,DEA),1,0),
 0)>REF(SUM(IF(MACD>0 AND CROSS(DIF,DEA),1,0),0),1)=10;

{0軸下方一次金叉}
X3:=CROSS(DIF,DEA) AND DIF<-0.1;

{0軸下方二次金叉且第二次金叉高于第一次金叉}
 AA:=BARSLAST(REF(CROSS(DIF,DEA),1));
X4:=CROSS(DIF,DEA) AND DIF>REF(DIF,AA+1) AND AA<20 AND DIF<0;

{0軸下方二次金叉}
 A:=IF(CROSS(0,DEA),1,0);
 A1:=IF(DIF<0 AND CROSS(DIF,DEA),1,0);
 SS:=IF(A,SUM(A1,0),0);
 SSB:=HHV(SS,0);
 SSS:=SUM(A1,0);
 X5:=SSS-SSB=2 AND SSS>REF(SSS,1)=10;

{MACD底位反轉點}

DIFA:=EMA(CLOSE,12)-EMA(CLOSE,135);
 DEAA:=EMA(DIFA,9);
 MACDA:=(DIFA-DEAA)*2;

X6:MACDA<0 AND MACDA>REF(MACDA ,1) AND REF(MACDA ,1)<REF(MACDA ,2)
 AND REF(MACDA ,2)<REF(MACDA ,3)
 AND REF(MACDA ,3)<REF(MACDA ,4);

 

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