利弗莫尔风格指标公式源码,融合双周期EMA均线、关键位突破 + 成交量验证逻辑,内置3%止损机制,精准提示多空买卖点信号!

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P1 := 21; // 短期EMA周期
P2 := 55; // 中长期EMA周期
N3 := 20; // 突破观察周期
VOL_FACTOR := 1.5; // 成交量放大倍数阈值
STOP_LOSS_PERCENT := 0.03; // 止损百分比
// — 中间变量计算 —
MA_SHORT := EMA2(CLOSE, P1);
MA_LONG := EMA2(CLOSE, P2);
ISTRENDUP := MA_SHORT > MA_LONG;
ISTRENDDOWN_CROSS := CROSS(MA_LONG, MA_SHORT);
PIVOTALHIGH_LEVEL := HHV(HIGH, N3);
PIVOTALLOW_LEVEL := LLV(LOW, N3);
PIVOTALHIGH_REF := REF(PIVOTALHIGH_LEVEL, 1);
PIVOTALLOW_REF := REF(PIVOTALLOW_LEVEL, 1);
ISBREAKOUT := CLOSE > PIVOTALHIGH_REF;
ISBREAKDOWN := CLOSE < PIVOTALLOW_REF;
AVGVOL := EMA2(VOL, 20);
VOLUMECONFIRMED := VOL > AVGVOL * VOL_FACTOR;
VOLUMECONFIRMED1 := VOL > AVGVOL * 3;
// 主动买比例
主动买 := IF(CLOSE > OPEN, VOL, 0);
总成交量 := VOL;
SCALE1 := IF(总成交量 = 0, 0, 主动买 / 总成交量);
// 几倍成交量
几倍 := VOL / REF(VOL, 1);
// — 利弗莫尔风格趋势线计算 —
// 趋势判断
TREND := IF(MA_SHORT > MA_LONG, 1, IF(MA_SHORT < MA_LONG, -1, 0));
// 计算 UPPER 和 LOWER
UPPER := PIVOTALHIGH_LEVEL;
LOWER := PIVOTALLOW_LEVEL;
// — 优化信号逻辑 —
// 买入条件
BUY_CONDITION := ISTRENDUP AND ISBREAKOUT AND VOLUMECONFIRMED AND SCALE1 > 0.5 AND 几倍 > 1;
// 临时卖出条件(不依赖 IS_HOLDING 或 STOP_LOSS_PRICE)
PRE_SELL_CONDITION := ISBREAKDOWN OR ISTRENDDOWN_CROSS;
// 持仓状态跟踪(避免自引用)
LAST_BUY := BARSLAST(BUY_CONDITION);
LAST_SELL := BARSLAST(PRE_SELL_CONDITION);
IS_HOLDING := LAST_BUY < LAST_SELL OR (LAST_BUY = 0 AND LAST_SELL > 0);
// 买入价格(在买入时记录,持仓时保持,非持仓时为0)
BUYPRICE := IF(BUY_CONDITION, CLOSE, IF(IS_HOLDING, REF(CLOSE, LAST_BUY), 0));
// 止损价格(在买入时计算,持仓时保持,非持仓时为0)
STOP_LOSS_PRICE := IF(BUY_CONDITION, CLOSE * (1 – STOP_LOSS_PERCENT), IF(IS_HOLDING, REF(CLOSE, LAST_BUY) * (1 – STOP_LOSS_PERCENT), 0));
// 最终卖出条件
SELL_CONDITION := ISBREAKDOWN OR ISTRENDDOWN_CROSS OR (IS_HOLDING AND LOW < STOP_LOSS_PRICE AND STOP_LOSS_PRICE > 0);
DRAWICON(BUY_CONDITION, LOW , 4),VALIGN0; // 买入信号图标
DRAWICON(SELL_CONDITION, HIGH , 5); // 卖出信号图标
// 标示放量K线
STICKLINE(VOLUMECONFIRMED1, OPEN, CLOSE, 10, 0), COLORBLUE;
STICKLINE(CROSS(EMA2(C, 5), EMA2(C, 20)), OPEN, CLOSE, 10, 0), COLORMAGENTA; // 5日WMA上穿20日WMA
STICKLINE(CROSS(EMA2(C, 20), EMA2(C, 5)), OPEN, CLOSE, 10, 0), COLORYELLOW; // 5日WMA下穿20日WMA
STICKLINE(CROSS(EMA2(C, 5), EMA2(C, 10)), OPEN, CLOSE, 15, 0), COLORWHITE; // 5日WMA上穿10日WMA
STICKLINE(CROSS(EMA2(C, 10), EMA2(C, 5)), OPEN, CLOSE, 15, 0), COLORGRAY; // 5日WMA下穿10日WMA
// — 利弗莫尔风格趋势线绘制 —
DOWNTRENDLINE := IF(TREND < 0, UPPER, NULL), COLORCYAN, LINETHICK2;
UPTRENDLINE := IF(TREND > 0, LOWER, NULL), COLORYELLOW, LINETHICK2;
1、
盈满多空机构专用主图:macd多空带,趋势线
云析量能平台幅图:红绿量柱,突破线强弱判断

2、
聚宝趋势王主图:趋势线,多空背景色,做多做空单边信号
聚宝趋势操作幅图:多空红绿柱,趋势线,做多,清,减提示

3、
盈满变色趋势主图:趋势线,黄柱多,趋势线
幅图:红绿多空柱,0轴突破


声明:
本文指标公式源码仅供学习交流,不具备任何操作指导。依次操作,盈.亏自负。
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