周期共振（文華版）

周期共振WH8贏智版本策略是一個(gè)基于周期共振的交易策略，結(jié)合了月度、周度和日度（或30分鐘）的KDJ指標(biāo)以及MACD指標(biāo)來(lái)制定進(jìn)出場(chǎng)策略。策略組成部分月度KDJ分析數(shù)據(jù)來(lái)源：通過(guò)#IMPORT[,MONTH,KDJMACDMONTH]引用月度數(shù)據(jù)。計(jì)算：MONRSV：月度RSV值，基于月度收盤價(jià)、9周期內(nèi)的最低價(jià)和最高價(jià)計(jì)算。MONK：月度K值，為MONRSV的3周期簡(jiǎn)單移動(dòng)平均（SMA）。MOND：月度D值，為MONK的3周期簡(jiǎn)單移動(dòng)平均（SMA）。周度KDJ分析數(shù)據(jù)來(lái)源：通過(guò)#IMPORT[,WEEK,KDJMACDWEEK]引用周度數(shù)據(jù)。計(jì)算：WEEKRSV：周度RSV值，基于周度收盤價(jià)、9周期內(nèi)的最低價(jià)和最高價(jià)計(jì)算。WEEKK：周度K值，為WEEKRSV的3周期簡(jiǎn)單移動(dòng)平均（SMA）。WEEKD：周度D值，為WEEKK的3周期簡(jiǎn)單移動(dòng)平均（SMA）。日度或30分鐘KDJ及MACD分析計(jì)算：RSV：基于日度或30分鐘收盤價(jià)、9周期內(nèi)的最低價(jià)和最高價(jià)計(jì)算RSV值。K：RSV的3周期簡(jiǎn)單移動(dòng)平均（SMA）。D：K的3周期簡(jiǎn)單移動(dòng)平均（SMA）。展開MACD的計(jì)算，用于輔助判斷或與其他指標(biāo)結(jié)合使用。進(jìn)出場(chǎng)策略做多條件：當(dāng)月度KDJ金叉或K>D，且周度KDJ金叉或K>D，同時(shí)日度或30分鐘KDJ金叉時(shí)，執(zhí)行買入操作（BK）。做空條件：當(dāng)月度KDJ死叉或K<D，且周度KDJ滿足一定條件，同時(shí)日度或30分鐘KDJ死叉時(shí)，執(zhí)行賣出操作（SK）。平倉(cāng)條件：當(dāng)日度或30分鐘KDJ死叉時(shí)，平多倉(cāng)（SP）。當(dāng)日度或30分鐘KDJ金叉時(shí)，平空倉(cāng)（BP）。策略代碼：MONC:CLOSE;MONL:LOW;MONH:HIGH;WEEKC:CLOSE;WEEKL:LOW;WEEKH:HIGH;//引用月線定大局#IMPORT[,MONTH,KDJMACDMONTH]ASVAR1MONCLOSE:=VAR1.MONC;//當(dāng)月收盤價(jià)MONHIGH:=VAR1.MONH;//當(dāng)月最高價(jià)MONLOW:=VAR1.MONL;//當(dāng)月最低價(jià)//做月度KDJ線MONRSV:=(MONCLOSE-LLV(MONLOW,9))/(HHV(MONHIGH,9)-LLV(MONLOW,9))*100;MONK:SMA(MONRSV,3,1);MOND:SMA(MONK,3,1);//引用5周KDJ并做趨勢(shì)判斷#IMPORT[,WEEK,KDJMACDWEEK]ASVAR2WEEKCLOSE:=VAR2.WEEKC;//周收盤價(jià)WEEKHIGH:=VAR2.WEEKH;//周最高價(jià)WEEKLOW:=VAR2.WEEKL;//周最低價(jià)//做周度KDJ線做為多空的趨勢(shì)分水線WEEKRSV:=(WEEKCLOSE-LLV(WEEKLOW,9))/(HHV(WEEKHIGH,9)-LLV(WEEKLOW,9))*100;WEEKK:SMA(WEEKRSV,3,1);WEEKD:SMA(WEEKK,3,1);//引用30分鐘MACD做進(jìn)出場(chǎng)點(diǎn)RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;K:SMA(RSV,3,1);D:SMA(K,3,1);//進(jìn)出場(chǎng)策略MONCONDITION1:=MONK>MONDORCROSSUP(MONK,MOND);WEEKCONDITION1:=WEEKK>WEEKDORCROSSUP(WEEKK,WEEKD);NONCONDITION2:=MONK<MONDORCROSSDOWN(MONK,MOND);WEEKCONDITION2:=WEEKK<WEEKDORCROSSDOWN(WEEKK,WEEKD);MONCONDITION1&&WEEKCONDITION1&&CROSSUP(K,D),BK;CROSSDOWN(K,D),SP;NONCONDITION2&&WEEKCONDITION2&&CROSSDOWN(K,D),SK;CROSS(K,D),BP;AUTOFILTER;第一個(gè)是引用月度數(shù)據(jù)和做月度的KDJ。取個(gè)名字叫KDJMACDMONTHMONC:CLOSE;MONL:LOW;MONH:HIGH;第二個(gè)是引用周度的數(shù)據(jù)做周KDJ，取個(gè)名字叫：KDJMACDMONTHWEEKC:CLOSE;WEEKL:LOW;WEEKH:HIGH;第三個(gè)做操作周期的KDJ，我測(cè)試了一下日線的效果最好。取名叫KDJ-MACD//引用月線定大局#IMPORT[,MONTH,KDJMACDMONTH]ASVAR1MONCLOSE:=VAR1.MONC;//當(dāng)月收盤價(jià)MONHIGH:=VAR1.MONH;//當(dāng)月最高價(jià)MONLOW:=VAR1.MONL;//當(dāng)月最低價(jià)//做月度KDJ線MONRSV:=(MONCLOSE-LLV(MONLOW,9))/(HHV(MONHIGH,9)-LLV(MONLOW,9))*100;//收盤價(jià)與N周期最低值做差，N周期最高值與N周期最低值做差，兩差之間做比值定義為RSVMONK:SMA(MONRSV,3,1);//RSV的移動(dòng)平均MOND:SMA(MONK,3,1);//K值的移動(dòng)平均//上面是月線定勢(shì)//引用5周KDJ并做趨勢(shì)判斷#IMPORT[,WEEK,KDJMACDWEEK]ASVAR2WEEKCLOSE:=VAR2.WEEKC;//周收盤價(jià)WEEKHIGH:=VAR2.WEEKH;//周最高價(jià)WEEKLOW:=VAR2.WEEKL;//周最低價(jià)//做周度KDJ線做為多空的趨勢(shì)分水線WEEKRSV:=(WEEKCLOSE-LLV(WEEKLOW,9))/(HHV(WEEKHIGH,9)-LLV(WEEKLOW,9))*100;//收盤價(jià)與N周期最低值做差，N周期最高值與N周期最低值做差，兩差之間做比值定義為RSVWEEKK:SMA(WEEKRSV,3,1);//RSV的移動(dòng)平均WEEKD:SMA(WEEKK,3,1);//K值的移動(dòng)平均//上面是周線定方向//引用30分鐘MACD做進(jìn)出場(chǎng)點(diǎn)RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;//收盤價(jià)與N周期最低值做差，N周期最高值與N周期最低值做差，兩差之間做比值定義為RSVK:SMA(RSV,3,1);//RSV的移動(dòng)平均D:SMA(K,3,1);//K值的移動(dòng)平均//進(jìn)出場(chǎng)策略MONCONDITION1:=MONK>MONDORCROSSUP(MONK,MOND);WEEKCONDITION1:=WEEKK>WEEKDORCROSSUP(WEEKK,WEEKD);NONCONDITION2:=MONK<MONDORCROSSDOWN(MONK,MOND);WEEKCONDITION2:=WEEKK<WEEKDORCROSSDOWN(WEEKK,WEEKD);MONCONDITION1&&WEEKCONDITION1&&CROSSUP(K,D),BK;//周、月均K