通达信系统指标公式.docx

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通达信系统指标公式.docx

通达信系统指标公式

 

通达信系统指标公式

 

并非闲人编辑整理

2016年4月

通达信系统指标公式

第一章技术指标公式

第一节大势型

ABI绝对广量指标

ABI:

100*ABS(ADVANCE-DECLINE)/(ADVANCE+DECLINE);

MAABI:

EMA(ABI,M);

ADL腾落指标

ADL:

SUM(ADVANCE-DECLINE,0);

MAADL:

MA(ADL,M);

ADR涨跌比率

ADR:

SUM(ADVANCE,N)/SUM(DECLINE,N);

MAADR:

MA(ADR,M);

ARMS阿姆氏指标

ARMS:

EMA(ADVANCE/DECLINE,N);

MAARMS:

MA(ARMS,M);

BTI广量冲力指标

BTI:

EMA(100*ADVANCE/(ADVANCE+DECLINE),N);

MABTI:

MA(BTI,M);

MCL麦克连指标

DIF:

=ADVANCE-DECLINE;

EMA1:

=EMA(DIF,N1);

EMA2:

=EMA(DIF,N2);

MCL:

EMA1-EMA2;

MAMCL1:

EMA1;

MAMCL2:

EMA2;

MSI麦氏综合指标(加密)

OBOS超买超卖指标

OBOS:

EMA(ADVANCE-DECLINE,N);

MAOBOS:

MA(OBOS,M);

STIX指数平滑广量

TBR:

100*ADVANCE/(ADVANCE+DECLINE);

MATBR:

EMA(TBR,M);

第二节超买超卖型

CCI商品路径指标

TYP:

=(HIGH+LOW+CLOSE)/3;

CCI:

(TYP-MA(TYP,N))/(0.015*AVEDEV(TYP,N));

KDJ随机指标KDJ

RSV:

=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;

K:

SMA(RSV,M1,1);

D:

SMA(K,M2,1);

J:

3*K-2*D;

MFI资金流量指标

TYP:

=(HIGH+LOW+CLOSE)/3;

V1:

=SUM(IF(TYP>REF(TYP,1),TYP*VOL,0),N)/SUM(IF(TYP

MFI:

100-(100/(1+V1));

MTM动量线

MTM:

CLOSE-REF(CLOSE,N);

MTMMA:

MA(MTM,M);

OSC变动速率线

OSC:

100*(CLOSE-MA(CLOSE,N));

MAOSC:

EXPMEMA(OSC,M);

RSI相对强弱指标

LC:

=REF(CLOSE,1);

RSI1:

SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;

RSI2:

SMA(MAX(CLOSE-LC,0),N2,1)/SMA(ABS(CLOSE-LC),N2,1)*100;

RSI3:

SMA(MAX(CLOSE-LC,0),N3,1)/SMA(ABS(CLOSE-LC),N3,1)*100;

MARSI相对强弱平均线

DIF:

=CLOSE-REF(CLOSE,1);

VU:

=IF(DIF>=0,DIF,0);

VD:

=IF(DIF<0,-DIF,0);

MAU1:

=MEMA(VU,M1);

MAD1:

=MEMA(VD,M1);

MAU2:

=MEMA(VU,M2);

MAD2:

=MEMA(VD,M2);

RSI10:

MA(100*MAU1/(MAU1+MAD1),M1);

RSI6:

MA(100*MAU2/(MAU2+MAD2),M2);

KD随机指标KD

RSV:

=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;

K:

SMA(RSV,M1,1);

D:

SMA(K,M2,1);

SKDJ慢速随机指标

LOWV:

=LLV(LOW,N);

HIGHV:

=HHV(HIGH,N);

RSV:

=EMA((CLOSE-LOWV)/(HIGHV-LOWV)*100,M);

K:

EMA(RSV,M);

D:

MA(K,M);

UDL引力线

UDL:

(MA(CLOSE,N1)+MA(CLOSE,N2)+MA(CLOSE,N3)+MA(CLOSE,N4))/4;

MAUDL:

MA(UDL,M);

WR威廉指标

WR1:

100*(HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N));

WR2:

100*(HHV(HIGH,N1)-CLOSE)/(HHV(HIGH,N1)-LLV(LOW,N1));

LWR慢速威廉指标

RSV:

=(HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N))*100;

LWR1:

SMA(RSV,M1,1);

LWR2:

SMA(LWR1,M2,1);

BIAS-QL乖离率-传统版

BIAS:

(CLOSE-MA(CLOSE,N))/MA(CLOSE,N)*100;

BIASMA:

MA(BIAS,M);

BIAS乖离率

BIAS1:

(CLOSE-MA(CLOSE,N1))/MA(CLOSE,N1)*100;

BIAS2:

(CLOSE-MA(CLOSE,N2))/MA(CLOSE,N2)*100;

BIAS3:

(CLOSE-MA(CLOSE,N3))/MA(CLOSE,N3)*100;

BIAS36三六乖离

BIAS36:

MA(CLOSE,3)-MA(CLOSE,6);

BIAS612:

MA(CLOSE,6)-MA(CLOSE,12);

MABIAS:

MA(BIAS36,M);

ACCER幅度涨速

ACCER:

SLOPE(CLOSE,N)/CLOSE;

CYD承接因子

CYDS:

WINNER(CLOSE)/(VOL/CAPITAL);

CYDN:

WINNER(CLOSE)/MA(VOL/CAPITAL,N);

CYF市场能量

CYF:

100-100/(1+EMA(HSL,N));

FSL分水岭

SWL:

(EMA(CLOSE,5)*7+EMA(CLOSE,10)*3)/10;

SWS:

DMA(EMA(CLOSE,12),MAX(1,100*(SUM(VOL,5)/(3*CAPITAL))));

ADTM动态买卖气指标

DTM:

=IF(OPEN<=REF(OPEN,1),0,MAX((HIGH-OPEN),(OPEN-REF(OPEN,1))));

DBM:

=IF(OPEN>=REF(OPEN,1),0,MAX((OPEN-LOW),(OPEN-REF(OPEN,1))));

STM:

=SUM(DTM,N);

SBM:

=SUM(DBM,N);

ADTM:

IF(STM>SBM,(STM-SBM)/STM,IF(STM=SBM,0,(STM-SBM)/SBM));

MAADTM:

MA(ADTM,M);

ATR真实波幅

MTR:

MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));

ATR:

MA(MTR,N);

DKX多空线

MID:

=(3*CLOSE+LOW+OPEN+HIGH)/6;

DKX:

(20*MID+19*REF(MID,1)+18*REF(MID,2)+17*REF(MID,3)+

16*REF(MID,4)+15*REF(MID,5)+14*REF(MID,6)+

13*REF(MID,7)+12*REF(MID,8)+11*REF(MID,9)+

10*REF(MID,10)+9*REF(MID,11)+8*REF(MID,12)+

7*REF(MID,13)+6*REF(MID,14)+5*REF(MID,15)+

4*REF(MID,16)+3*REF(MID,17)+2*REF(MID,18)+REF(MID,20))/210;

MADKX:

MA(DKX,M);

TAPI加权指数成交值(需下载日线)

TAPI:

AMOUNT/INDEXC;

MATAIP:

MA(TAPI,M);

第三节趋势型

ASI振动升降指标(加密)

CHO佳庆指标

MID:

=SUM(VOL*(2*CLOSE-HIGH-LOW)/(HIGH+LOW),0);

CHO:

MA(MID,N1)-MA(MID,N2);

MACHO:

MA(CHO,M);

DMA平均差

DIF:

MA(CLOSE,N1)-MA(CLOSE,N2);

DIFMA:

MA(DIF,M);

DMI趋向指标

MTR:

=EXPMEMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),N);

HD:

=HIGH-REF(HIGH,1);

LD:

=REF(LOW,1)-LOW;

DMP:

=EXPMEMA(IF(HD>0&&HD>LD,HD,0),N);

DMM:

=EXPMEMA(IF(LD>0&&LD>HD,LD,0),N);

PDI:

DMP*100/MTR;

MDI:

DMM*100/MTR;

ADX:

EXPMEMA(ABS(MDI-PDI)/(MDI+PDI)*100,MM);

ADXR:

EXPMEMA(ADX,MM);

DPO区间震荡线

DPO:

CLOSE-REF(MA(CLOSE,N),N/2+1);

MADPO:

MA(DPO,M);

EMV简易波动指标

VOLUME:

=MA(VOL,N)/VOL;

MID:

=100*(HIGH+LOW-REF(HIGH+LOW,1))/(HIGH+LOW);

EMV:

MA(MID*VOLUME*(HIGH-LOW)/MA(HIGH-LOW,N),N);

MAEMV:

MA(EMV,M);

MACD平滑异同平均

DIF:

EMA(CLOSE,SHORT)-EMA(CLOSE,LONG);

DEA:

EMA(DIF,MID);

MACD:

(DIF-DEA)*2,COLORSTICK;

VMACD量平滑异同平均

DIF:

EMA(VOL,SHORT)-EMA(VOL,LONG);

DEA:

EMA(DIF,MID);

MACD:

DIF-DEA,COLORSTICK;

QACD快速异同平均

DIF:

EMA(CLOSE,N1)-EMA(CLOSE,N2);

MACD:

EMA(DIF,M);

DDIF:

DIF-MACD;

TRIX三重指数平均线

MTR:

=EMA(EMA(EMA(CLOSE,N),N),N);

TRIX:

(MTR-REF(MTR,1))/REF(MTR,1)*100;

MATRIX:

MA(TRIX,M);

UOS终极指标

TH:

=MAX(HIGH,REF(CLOSE,1));

TL:

=MIN(LOW,REF(CLOSE,1));

ACC1:

=SUM(CLOSE-TL,N1)/SUM(TH-TL,N1);

ACC2:

=SUM(CLOSE-TL,N2)/SUM(TH-TL,N2);

ACC3:

=SUM(CLOSE-TL,N3)/SUM(TH-TL,N3);

UOS:

(ACC1*N2*N3+ACC2*N1*N3+ACC3*N1*N2)*100/(N1*N2+N1*N3+N2*N3);

MAUOS:

EXPMEMA(UOS,M);

VPT量价曲线

VPT:

SUM(VOL*(CLOSE-REF(CLOSE,1))/REF(CLOSE,1),N);

MAVPT:

MA(VPT,M);

WVAD威廉变异离散量

WVAD:

SUM((CLOSE-OPEN)/(HIGH-LOW)*VOL,N)/10000;

MAWVAD:

MA(WVAD,M);

PAV筹码引力(加密)

DBQR对比强弱

ZS:

(INDEXC-REF(INDEXC,N))/REF(INDEXC,N);

GG:

(CLOSE-REF(CLOSE,N))/REF(CLOSE,N);

MADBQR1:

MA(GG,M1);

MADBQR2:

MA(GG,M2);

MADBQR3:

MA(GG,M3);

JS加速线

JS:

100*(CLOSE-REF(CLOSE,N))/(N*REF(CLOSE,N));

MAJS1:

MA(JS,M1);

MAJS2:

MA(JS,M2);

MAJS3:

MA(JS,M3);

PAVE强筹码引力(加密)

CYE市场趋势

MAL:

=MA(CLOSE,5);

MAS:

=MA(MA(CLOSE,20),5);

CYEL:

(MAL-REF(MAL,1))/REF(MAL,1)*100;

CYES:

(MAS-REF(MAS,1))/REF(MAS,1)*100;

QR强弱

个股:

(CLOSE-REF(CLOSE,N))/REF(CLOSE,N)*100;

大盘:

(INDEXC-REF(INDEXC,N))/REF(INDEXC,N)*100;

强弱值:

EMA(个股-大盘,2),COLORSTICK;

GDX鬼道线

AA:

=ABS((2*CLOSE+HIGH+LOW)/4-MA(CLOSE,N))/MA(CLOSE,N);

JAX:

DMA(CLOSE,AA);

压力线:

(1+M/100)*JAX;

支撑线:

(1-M/100)*JAX;

JLHB绝路航标

VAR1:

=(CLOSE-LLV(LOW,60))/(HHV(HIGH,60)-LLV(LOW,60))*80;

B:

SMA(VAR1,N,1);

VAR2:

SMA(B,M,1);

绝路航标:

IF(CROSS(B,VAR2)ANDB<40,50,0);

第四节能量型

BRAR情绪指标

BR:

SUM(MAX(0,HIGH-REF(CLOSE,1)),N)/SUM(MAX(0,REF(CLOSE,1)-LOW),N)*100;

AR:

SUM(HIGH-OPEN,N)/SUM(OPEN-LOW,N)*100;

CR带状能量线

MID:

=REF(HIGH+LOW,1)/2;

CR:

SUM(MAX(0,HIGH-MID),N)/SUM(MAX(0,MID-LOW),N)*100;

MA1:

REF(MA(CR,M1),M1/2.5+1);

MA2:

REF(MA(CR,M2),M2/2.5+1);

MA3:

REF(MA(CR,M3),M3/2.5+1);

MA4:

REF(MA(CR,M4),M4/2.5+1);

MASS梅斯线

MASS:

SUM(MA(HIGH-LOW,N1)/MA(MA(HIGH-LOW,N1),N1),N2);

MAMASS:

MA(MASS,M);

PSY心理线

PSY:

COUNT(CLOSE>REF(CLOSE,1),N)/N*100;

PSYMA:

MA(PSY,M);

VR成交量变异率

TH:

=SUM(IF(CLOSE>REF(CLOSE,1),VOL,0),N);

TL:

=SUM(IF(CLOSE

TQ:

=SUM(IF(CLOSE=REF(CLOSE,1),VOL,0),N);

VR:

100*(TH*2+TQ)/(TL*2+TQ);

MAVR:

MA(VR,M);

WAD威廉多空力度线

MIDA:

=CLOSE-MIN(REF(CLOSE,1),LOW);

MIDB:

=IF(CLOSE

WAD:

SUM(IF(CLOSE>REF(CLOSE,1),MIDA,MIDB),0);

MAWAD:

MA(WAD,M);

PCNT幅度比

PCNT:

(CLOSE-REF(CLOSE,1))/CLOSE*100;

MAPCNT:

EXPMEMA(PCNT,M);

CYR市场强弱

DIVE:

=0.01*EMA(AMOUNT,N)/EMA(VOL,N);

CYR:

(DIVE/REF(DIVE,1)-1)*100;

MACYR:

MA(CYR,M);

NVI负成交量(加密)

PVI正成交量(加密)

第五节成交量型

AMO成交金额

AMO:

AMOUNT,VOLSTICK;

MAAMO1:

MA(AMO,M1);

MAAMO2:

MA(AMO,M2);

MAAMO3:

MA(AMO,M3);

OBV累积能量线

VA:

=IF(CLOSE>REF(CLOSE,1),VOL,-VOL);

OBV:

SUM(IF(CLOSE=REF(CLOSE,1),0,VA),0);

MAOBV:

MA(OBV,M);

VOL成交量

VOLUME:

VOL,VOLSTICK;

MAVOL1:

MA(VOLUME,M1);

MAVOL2:

MA(VOLUME,M2);

VOL-TDX成交量(盘中虚拟)

TOTAL:

=IF(PERIOD=1,5,IF(PERIOD=2,15,IF(PERIOD=3,30,IF(PERIOD=4,60,IF(PERIOD=5,TOTALFZNUM,1)))));

MTIME:

=MOD(FROMOPEN,TOTAL);

CTIME:

=IF(MTIME<0.5,TOTAL,MTIME);

VVOL:

IF((CURRBARSCOUNT=1ANDDYNAINFO(8)>1),VOL*TOTAL/CTIME,DRAWNULL),NODRAW;

STICKLINE((CURRBARSCOUNT=1ANDDYNAINFO(8)>1),VVOL,0,-1,-1),COLOR00C0C0;

VOLUME:

VOL,VOLSTICK;

MAVOL1:

MA(VOLUME,M1);

MAVOL2:

MA(VOLUME,M2);

CCL持仓量(适用于期货)

持仓量:

VOLINSTK;

MACCL:

MA(持仓量,M);

SHORTVOL抛空量(适用于港股)

抛空量:

HKSHORTVOL,VOLSTICK;

MACCL:

MA(抛空量,M);

VRSI相对强弱量

LC:

=REF(VOL,1);

RSI1:

SMA(MAX(VOL-LC,0),N1,1)/SMA(ABS(VOL-LC),N1,1)*100;

RSI2:

SMA(MAX(VOL-LC,0),N2,1)/SMA(ABS(VOL-LC),N2,1)*100;

RSI3:

SMA(MAX(VOL-LC,0),N3,1)/SMA(ABS(VOL-LC),N3,1)*100;

HSL换手线

HSL:

100*VOL/(FINANCE(7)/100);

MAHSL:

MA(HSL,N);

HSCOL换手柱

HSCOL:

100*VOL/(FINANCE(7)/100),VOLSTICK;

MAHSL:

MA(HSCOL,N);

DBQRV对比强弱量

ZS:

(INDEXV-REF(INDEXV,N))/REF(INDEXV,N);

GG:

(VOL-REF(VOL,N))/REF(VOL,N);

DBLB对比量比

GG:

=VOL/SUM(REF(VOL,1),N);

ZS:

=INDEXV/SUM(REF(INDEXV,1),N);

DBLB:

GG/ZS;

MADBLB:

MA(DBLB,M);

 

第六节均线型

MA均线

MA1:

MA(CLOSE,M1);

MA2:

MA(CLOSE,M2);

MA3:

MA(CLOSE,M3);

MA4:

MA(CLOSE,M4);

MA2均线

MA1:

MA(CLOSE,M1);

MA2:

MA(CLOSE,M2);

MA3:

MA(CLOSE,M3);

MA4:

MA(CLOSE,M4);

MA5:

MA(CLOSE,M5);

MA6:

MA(CLOSE,M6);

MA7:

MA(CLOSE,M7);

MA8:

MA(CLOSE,M8);

MA9:

MA(CLOSE,M9);

MA10:

MA(CLOSE,M10);

ACD升降线

LC:

=REF(CLOSE,1);

DIF:

=CLOSE-IF(CLOSE>LC,MIN(LOW,LC),MAX(HIGH,LC));

ACD:

SUM(IF(CLOSE=LC,0,DIF),0);

MAACD:

EXPMEMA(ACD,M);

BBI多空指标

BBI:

(MA(CLOSE,M1)+MA(CLOSE,M2)+MA(CLOSE,M3)+MA(CLOSE,M4))/4;

EXPMA指数平均线

EXP1:

EMA(CLOSE,M1);

EXP2:

EMA(CLOSE,M2);

EXPMA-S指数平均线-副图

EXP1:

EMA(CLOSE,M1);

EXP2:

EMA(CLOSE,M2);

HMA高价平均线

HMA1:

MA(HIGH,M1);

HMA2:

MA(HIGH,M2);

HMA3:

MA(HIGH,M3);

HMA4:

MA(HIGH,M4);

HMA5:

MA(HIGH,M5);

LMA低价平均线

LMA1:

MA(LOW,M1);

LMA2:

MA(LOW,M2);

LMA3:

MA(LOW,M3);

LMA4:

MA(LOW,M4);

LMA5:

MA(LOW,M5);

VMA变异平均线

VV:

=(HIGH+OPEN+LOW+CLOSE)/4;

VMA1:

MA(VV,M1);

VMA2:

MA(VV,M2);

VMA3:

MA(VV,M3);

VMA4:

MA(VV,M4);

VMA5:

MA(VV,M5);

AMA成本价均线

AMOV:

=VOL*(OPEN+CLOSE)/2;

AMV1:

SUM(AMOV,M1)/SUM(VOL,M1);

AMV2:

SUM(AMOV,M2)/SUM(VOL,M2);

AMV3:

SUM(AMOV,M3)/SUM(VOL,M3);

AMV4:

SUM(AMOV,M4)/SUM(VOL,M4);

MCST市场成本

BBIBOLL多空布林线

CV:

=CLOSE;

BBIBOLL:

(MA(CV,3)+MA(CV,6)+MA(CV,12)+MA(CV,24))/4;

UPR:

BBIBOLL+M*STD(BBIBOLL,N);

DWN:

BBIBOLL-M*STD(BBIBOLL,N);

第七节图表型

ZXNH直线拟合(加密)

ZX重心线

AV:

0.01*AMOUNT/VOL;

PUCU逆时钟曲线

PU:

MA(CLOSE,N);

CU:

MA(VOL,N);

 

第八节路径型

BOLL-M布林线-主图叠加

BOLL布林线

BOLL:

MA(CLOSE,N);

UB:

BOLL+2*STD(CLOSE,N);

LB:

BOLL-2*STD(CLOSE,N);

PXB瀑布线

PBX1:

(EMA(CLOSE,M1)+MA(CLOSE,M1*2)+MA(CLOSE,M1*4))/3;

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