// ════ 同花顺 · 技术指标 海底捞月刻度 (副图) — 由通达信版单向生成 ════
// 安装: 公式管理 -> 技术指标 -> 新建 -> 名称 海底捞月刻度 -> 画线方法:副图 -> 粘贴 -> 测试 -> 保存
// 看什么: 红=得分线 黄橙=深度线; B/G 含义同副图; 低波品种深度看不清时用这个窗口
// 已转换: 同副图(注释/成交额/连阴计数/颜色); 柱宽固定6; 配色=第7版·提亮(B=绿 G=墨绿)
// ════════════════════════════════════════════════


MA5:=MA(CLOSE,5);
MA20:=MA(CLOSE,20);
MA60:=MA(CLOSE,60);
MV5:=MA(VOL,5);

RSI14:=SMA(MAX(CLOSE-REF(CLOSE,1),0),14,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),14,1)*100;
RSV9:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9)+0.0001)*100;
K9:=SMA(RSV9,3,1);
D9:=SMA(K9,3,1);
JV:=3*K9-2*D9;

// A. 筹码成本线: 只用 MONEY/VOL, 不需要流通股本
DCP0:=MONEY/(VOL+0.0001)/100;
// 复权折算: 前复权CLOSE ÷ 原始VWAP 取5日中位数 → 折算到前复权口径
// (min/max选择网络求中位数, 与生产引擎 rmed 逐位一致; 零成交bar由VALUEWHEN延续)
KXA:=BARSLAST((DCP0>0) OR (BARSCOUNT(CLOSE)=1));
RQA:=REF(CLOSE/(DCP0+0.000001),KXA);
RQB:=REF(RQA,1);
RQC:=REF(RQA,2);
RQD:=REF(RQA,3);
RQE:=REF(RQA,4);
RLA:=MIN(RQA,RQB);
RHA:=MAX(RQA,RQB);
RLB:=MIN(RQC,RQD);
RHB:=MAX(RQC,RQD);
RS2:=MIN(MIN(RHA,RHB),MAX(RLA,RLB));
RS3:=MAX(MAX(RLA,RLB),MIN(RHA,RHB));
FQ5:=MIN(RS3,MAX(RS2,RQE));
AMTQ:=MONEY*FQ5;
VW20:=SUM(AMTQ,20)/(SUM(VOL,20)+0.0001)/100;
VW60:=SUM(AMTQ,60)/(SUM(VOL,60)+0.0001)/100;
DP20:=(CLOSE/VW20-1)*100;
DP60:=(CLOSE/VW60-1)*100;

// B. 波动线 BD7 (BSTL 波动率分档)
BG:=3.5;
W1:=IF(CLOSE<=OPEN,CLOSE,OPEN);
W2:=IF(LOW>0.000001,(W1-LOW)/LOW*100,0);
W3:=IF((BARSCOUNT(CLOSE)>1) AND (REF(CLOSE,1)>0.000001),(CLOSE-REF(CLOSE,1))/(REF(CLOSE,1)+0.000001)*100,0);
W4:=IF((BARSCOUNT(CLOSE)>1) AND (REF(CLOSE,1)>0.000001),(OPEN-REF(CLOSE,1))/(REF(CLOSE,1)+0.000001)*100,0);
W5:=IF(OPEN>0.000001,(CLOSE-OPEN)/OPEN*100,0);
W6:=IF(CLOSE>=OPEN,CLOSE,OPEN);
W7:=IF(W6>0.000001,(HIGH-W6)/W6*100,0);
W8:=MAX(MAX(MAX(W3,W4),MAX(W5,W7)),MAX(W2,MAX(W5+W7,W5+W2)))*1.2;
AVGW:=MA(W8,20);
UPW:=AVGW>BG+0.5;
DNW:=AVGW<BG;
// 2026-10-17 修复: 原 LOWW:=BARSLAST(UPW)>=BARSLAST(DNW) 在 UPW 从未成立的低波品种上取无效值,
// 经 BD7 传播使 超跌深度SD 整条无值(深度线消失); 改为最近事件方向的等价式, 全程有效
EVW:=UPW OR DNW OR (BARSCOUNT(CLOSE)=21);
DIRW:=IF(UPW,-1,1);
KXW:=BARSLAST(EVW);
LOWW:=REF(DIRW,KXW)>0;
CXL:=(2*CLOSE+HIGH+LOW)/4;
RGL:=HHV(HIGH,34)-LLV(LOW,34);
RG2:=HHV(HIGH,21)-LLV(LOW,21);
RSVL:=IF(RGL>0.000001,(CXL-LLV(LOW,34))/(RGL+0.000001)*100,50);
RSVH:=IF(RG2>0.000001,(CXL-LLV(LOW,21))/(RG2+0.000001)*100,50);
RSLW:=IF(LOWW,RSVL,RSVH);
E13:=EMA(RSLW,13);
E11:=EMA(RSLW,11);
BD7:=IF(LOWW,E13,E11);

// C. 位置
WZ20:=(CLOSE-LLV(LOW,20))/(HHV(HIGH,20)-LLV(LOW,20)+0.0001)*100;
WZ60:=(CLOSE-LLV(LOW,60))/(HHV(HIGH,60)-LLV(LOW,60)+0.0001)*100;
BL5:=(CLOSE/MA5-1)*100;
BL20:=(CLOSE/MA20-1)*100;
RM60:=(CLOSE/HHV(HIGH,60)-1)*100;

// D. 第1层 超跌深度 SD 十条件 (与个股版相同, >=8 进候选池)
A1:=BL20<=-10;
A2:=BL5<=-5;
A3:=RSI14<=35;
A4:=JV<=20;
A5:=WZ60<=20;
A6:=WZ20<=15;
A7:=RM60<=-25;
A8:=BD7<=30;
A9:=CLOSE<MA60;
A10:=DP60<=-10;
SD:=A1+A2+A3+A4+A5+A6+A7+A8+A9+A10;

// E. 第2层 得分 EF 六条件 (ETF专版: RSI25/DP20-15/连阴4/DP60-20/BL20-15/量环比1.5)
LYD:=CLOSE<REF(CLOSE,1);
LYN:=BARSLAST((LYD)=0);
X1:=RSI14<=25;
X2:=DP20<=-15;
X3:=LYN>=4;
X4:=DP60<=-20;
X5:=BL20<=-15;
X6:=MV5/REF(MV5,1)>=1.5;
EF:=X1+X2+X3+X4+X5+X6;
// 出手/深筛标记(与主副图一致)
C4:=(SD>=10) AND (EF>=4);
SSB:=(LYN>=5) AND (DP60<=-25) AND (RSI14<=22);
得分:EF,COLOR4D4DFF,LINETHICK2;
深度:SD,COLOR30B8FF,LINETHICK2;
STICKLINE(SD>0,0,SD, 6,0),COLOR30B8FF;
DRAWTEXT(C4 AND NOT(SSB),EF-0.5,'B'),COLOR72D635;
DRAWTEXT(C4 AND SSB,EF-0.5,'G'),COLOR66BE26;
SJQ:=BARSCOUNT(CLOSE)>=80;
DRAWTEXT_FIX(NOT(SJQ),0.01,0.06,0,'数据不足80根');