MACD终极优化之底部结构形成选股指标公式

N:=12;M:=26;DIF:=100*(EMA(CLOSE,N)-EMA(CLOSE,M));DEA:=EMA(DIF,9);死叉:=CROSS(DEA,DIF);N1:=BARSLAST(死叉);N2:=REF(BARSLAST(死叉),N1+1);N3:=REF(BARSLAST(死叉),N2+N1+2);CL1:=LLV(C,N1+1);DIFL1:=LLV(DIF,N1+1);CL2:=REF(CL1,N1+1);DIFL2:=REF(DIFL1,N1+1);CL3:=REF(CL2,N1+1);DIFL3:=REF(DIFL2,N1+1);PDIFL2:=IF(DIFL2>0,INTPART(LOG(DIFL2))-1,INTPART(LOG(-DIFL2))-1);MDIFL2:=INTPART(DIFL2/POW(10,PDIFL2));PDIFL3:=IF(DIFL3>0,INTPART(LOG(DIFL3))-1,INTPART(LOG(-DIFL3))-1);MDIFL3:=INTPART(DIFL3/POW(10,PDIFL3));MDIFB2:=INTPART(DIF/POW(10,PDIFL2));MDIFB3:=INTPART(DIF/POW(10,PDIFL3));直接底背离:=(CL1<CL2 ) AND (MDIFB2>MDIFL2) AND (MACD<0 AND REF(MACD,1)<0) AND MDIFB2<=REF(MDIFB2,1);隔峰底背离:=(CL1<CL3 AND CL3<CL2 ) AND (MDIFB3>MDIFL3) AND (MACD<0 AND REF(MACD,1)<0) AND MDIFB3<=REF(MDIFB3,1);底背离:=((MDIFB2>REF(MDIFB2,1))*REF(直接底背离,1)) OR ((MDIFB3>REF(MDIFB3,1))*REF(隔峰底背离,1));底部结构形成:TFILTER(底背离,C<REF(CL1,1),1);