专抓涨停高胜率指标公式！支持Pine Script-夜雨聆风

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专抓涨停高胜率指标公式！支持Pine Script

// @version=4
// 涨停高胜率指标公式
study(\”涨停捕捉系统\”, shorttitle=\”ZT-Catch\”, overlay=false)
// 参数设置
length = input(20, title=\”周期长度\”)
vol_ratio = input(2.0, title=\”成交量倍数\”)
zt_threshold = input(0.098, title=\”涨停阈值\”) // 9.8%视为涨停
// 核心计算
close_change = (close – close[1]) / close[1] * 100
high_change = (high – high[1]) / high[1] * 100
low_change = (low – low[1]) / low[1] * 100
// 成交量分析
vol_ma = sma(volume, length)
vol_expansion = volume > vol_ratio * vol_ma
vol_trend = volume > ema(volume, 5)
// 价格动量
price_momentum = rsi(close, 14) > 60
trend_strength = ema(close, 5) > ema(close, 20)
acceleration = close > ema(close, 10)
// 涨停信号判断
is_zt = close_change >= zt_threshold * 100
near_zt = high_change >= (zt_threshold * 100 – 0.5)
zt_momentum = (high – open) / open * 100 > 8
// 主力资金流向
money_flow = (close – low) – (high – close)) / (high – low) * volume
mf_ma = ema(money_flow, 3)
capital_inflow = money_flow > mf_ma
// 综合信号生成
signal_score = 0
signal_score := vol_expansion ? signal_score + 1 : signal_score
signal_score := vol_trend ? signal_score + 1 : signal_score
signal_score := price_momentum ? signal_score + 1 : signal_score
signal_score := trend_strength ? signal_score + 1 : signal_score
signal_score := acceleration ? signal_score + 1 : signal_score
signal_score := capital_inflow ? signal_score + 1 : signal_score
// 信号输出
buy_signal = signal_score >= 4 and (is_zt or near_zt or zt_momentum)
strong_signal = signal_score >= 5 and (is_zt or zt_momentum)
// 可视化
plotshape(buy_signal, title=\”买入信号\”, location=location.belowbar,
color=color.green, style=shape.triangleup, size=size.small)
plotshape(strong_signal, title=\”强势信号\”, location=location.belowbar,
color=color.red, style=shape.diamond, size=size.normal)
plot(signal_score, title=\”信号强度\”, color=color.blue, linewidth=2)
// 预警系统
alertcondition(buy_signal, title=\”涨停预警\”, message=\”发现涨停机会！\”)#oc #随机波动格 #量化交易

专抓涨停高胜率指标公式！支持Pine Script

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