{══ 通达信 · 技术指标 海底捞月·追逐 (副图) ══}
{安装: 公式管理器→技术指标→新建→名称 海底捞月追逐→画线方法 副图→粘贴→确定}
{线: 红#FF3B4E=得分EF(0-6) | 墨绿#00D68F=深度SD(0-10) | 字符标 y=1.2 | 刻度 M6=满分6 L10=门槛10 L4=环境4档}
{下半柱: 黄橙空心=观察 | 黄橙实心=关注 | 红实心=提示 | 灰实心=灾难线-30% | 底部扁柱=环境强度0-4档}
{上半柱: 墨绿实心=离场确认 WZ20>=80 | 墨绿空心=待确认(ZF贴边 78.8-81.2, 贴边与预警同一条) | 紫=热度}
{字符: B墨绿=ZF3-6 | B黄橙=ZF>=6非深筛 | G红=ZF>=6深筛(王牌); 环境HJ2<2 转灰. C4 已排除 ZF<3 窄幅阴跌}
{注: 离场80 与生产席位卖出同口径(收盘确认, 次日开盘卖)}
{注: 追逐版 = 生产版 + 环境强度改读 INDEXC 并按自身波动自适应定档; B/G 分档与生产版逐字相同}
{注: 环境段已升级 v3 (2026-10-24): 档0 从"禁做"改为"无超跌标的", 边界 0.5→1.8; B/G 灰度未变}
{!! 纯代码文件, 勿再加长注释(通达信单公式有字数上限)════}

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 AMOUNT/VOL, 不需要流通股本}
DCP0:=AMOUNT/(VOL+0.0001)/100;
RQA:=VALUEWHEN(DCP0>0,CLOSE/(DCP0+0.000001));
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:=AMOUNT*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;
EVW:=UPW OR DNW OR (BARSCOUNT(CLOSE)=21);
DIRW:=IF(UPW,-1,1);
LOWW:=VALUEWHEN(EVW,DIRW)>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:=BARSLASTCOUNT(LYD);
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;
{F. 四档与深筛标记}
{振幅先行定义: C4 要用它排除 ZF<3% 的窄幅阴跌票}
ZF:=(HIGH-LOW)/REF(CLOSE,1)*100;
C1:=(SD>=8) AND (EF>=2);
C2:=(SD>=9) AND (EF>=2);
C3:=(SD>=9) AND (EF>=3);
C4:=(SD>=10) AND (EF>=4) AND (ZF>=3);
SSB:=(LYN>=5) AND (DP60<=-25) AND (RSI14<=22);
{输出线条｜修改：超跌深度→深度；删除深度门槛、满分线，得分线用#FF3B4E}
M6得分:EF,COLOR4E3BFF,LINETHICK2;
L10深度:SD,COLOR8FD600,LINETHICK2;
SIDANG:=C1 OR C2 OR C3;
{灾难线(单态实心): 锚点=出手次日开盘 X0.70 即-30%; 出手后 1-40 日内收盘破线即亮, 与四档柱互斥}
CSJ:=BARSLAST(C4);
CSZ:=IF(CSJ>=1,REF(OPEN,MAX(CSJ-1,0)),0)*0.70;
CSG:=(CSJ>=1) AND (CSJ<=40) AND (CLOSE<=CSZ) AND NOT(SIDANG);
STICKLINE(CSG,-1.2,0,2,0),COLORAAAAAA;
{四档分色: 空心黄橙(观察) 实心黄橙(关注) 实心红(提示)}
STICKLINE(C1 AND NOT(C2),-1.2,0,2,1),COLOR2ECBFF;
STICKLINE(C2 AND NOT(C3),-1.2,0,2,0),COLOR2ECBFF;
STICKLINE(C3,-1.2,0,2,0),COLOR4E3BFF;
{离场墨绿柱两态: 实心=确认(>=80且不在贴边区); 空心=待确认(LVTIE 即 78.8-81.2, 贴边与预警同一条)}
TIEB:=1.2;
LVTIE:=(WZ20>=80-TIEB) AND (WZ20<80+TIEB);
EXITW:=WZ20>=80;
STICKLINE(EXITW AND NOT(LVTIE),8.8,10,2,0),COLOR8FD600;
STICKLINE(LVTIE,8.8,10,2,1),COLOR8FD600;
{紫色=热度层 #BA4DFF → COLORFF4DBA}
LB5:=VOL/REF(MV5,1);
SY:=(HIGH-MAX(CLOSE,OPEN))/(HIGH-LOW+0.0001)*100;
STT:=ABS(CLOSE-OPEN)/(HIGH-LOW+0.0001)*100;
HRW:=(JV>=95) OR (WZ20>=87);
HRV:=LB5>=1.5;
HRR:=(SY>=35) AND (ZF>=3) AND (LB5>=1.8) AND (STT<=45);
HPUR:=(HRW AND HRV) OR HRR;
HORG:=HRW OR ((SY>=35) AND (ZF>=8) AND (LB5>=1.8) AND (STT<=45));
HKO:=HORG AND NOT(HPUR);
STICKLINE(HKO,7.4,8.6,2,1),COLORFF4DBA;
STICKLINE(HPUR,7.4,8.6,2,0),COLORFF4DBA;
{环境强度HJ2预计算｜变量完整保留，B/G标记正常使用}
{海底捞月·追逐 v2: 环境读 INDEXC(个股所属大盘指数; 沪票=上证 深票=深成指)}
{自适应口径: 20日跌幅与120日回撤各按自身近120日分布标准化(减均值除标准差), 不再用固定百分点}
HJC:=INDEXC;
HJ20:=(HJC/REF(HJC,20)-1)*100;
HJD:=(HJC/HHV(HJC,120)-1)*100;
HJZ20:=(HJ20-MA(HJ20,120))/(STD(HJ20,120)+0.0001);
HJZDD:=(HJD-MA(HJD,120))/(STD(HJD,120)+0.0001);
HJZ:=HJZ20+HJZDD;
{档位v3: z<=-4 极端可重仓 / <=-2.5 重点可买 / <=-1.2 可做 / <=1.8 中性 / 其余 大盘强无超跌标的}
{v3 依据: 3.87万事件+三指数 2014-2026 回测; 档0 原占45%交易日但大盘未来20日为正, 改后占20%}
HJ2:=IF(HJZ<=-4,4,IF(HJZ<=-2.5,3,IF(HJZ<=-1.2,2,IF(HJZ<=1.8,1,0))));
环境Z:HJZ,NODRAW;
HJ5:=(HJC/REF(HJC,5)-1)*100;
{反弹已起: 档>=2 且 5日已涨>=2% → 只提示, 不动档位(IS 衰减明显, OOS 反例)}
反弹已起:=IF((HJ2>=2) AND (HJ5>=2),1,0);
反弹:反弹已起,NODRAW;
{========= B/G文字标记: 振幅三档 × 环境, 5 行全覆盖无缺档 =========}
{ZF<3 已被 C4 排除; 色阶按实测笔均: 3-6 墨绿#00D68F / >=6非深筛 黄橙#FFCB2E / >=6深筛 红#FF3B4E}
{环境 HJ2<2 一律转灰(实测该环境 3-6档 +2.4%, >=8档仅 +0.6%, 分档无意义)}
DRAWTEXT(C4 AND HJ2<2 AND SSB,1.2,'G'),COLORAAAAAA;
DRAWTEXT(C4 AND HJ2<2 AND NOT(SSB),1.2,'B'),COLORAAAAAA;
DRAWTEXT(C4 AND HJ2>=2 AND ZF<6,1.2,'B'),COLOR8FD600;
DRAWTEXT(C4 AND HJ2>=2 AND ZF>=6 AND NOT(SSB),1.2,'B'),COLOR2ECBFF;
DRAWTEXT(C4 AND HJ2>=2 AND ZF>=6 AND SSB,1.2,'G'),COLOR4E3BFF;
{数据量守卫}
SJQ:=BARSCOUNT(CLOSE)>=160;
DRAWTEXT_FIX(NOT(SJQ),0.01,0.06,0,'数据不足160根'),COLOR2ECBFF;
{════ G. 环境强度线 ════}
L4情绪:HJ2,NODRAW;
门控:IF(HJ2>=3,1,0),NODRAW;
{可选读数(2026-10-20 关闭): 上涨家数占比(880005) 与 沪深差(1A0001/399001) 都靠跨品种引用}
{缺数据时取0, 还各占一个输出槽; 要启用就把下面两行行首的注释符去掉, 改回真代码}
{BR:=("880005$CLOSE"); BRP:=BR/5400*100; 广度:BRP,NODRAW;}
{沪深差:(SZP/REF(SZP,20)-SHP/REF(SHP,20))*100,NODRAW;}
{环境强度扁柱: y=-2.0到-1.5, 宽2 空心(参数 2,1); 0/1/2 同灰, 3黄橙, 4红}
STICKLINE(HJ2=4,-2.0,-1.5,2,1),COLOR4E3BFF;
STICKLINE(HJ2=3,-2.0,-1.5,2,1),COLOR2ECBFF;
STICKLINE(HJ2=2,-2.0,-1.5,2,1),COLORAAAAAA;
STICKLINE(HJ2=1,-2.0,-1.5,2,1),COLORAAAAAA;
STICKLINE(HJ2=0,-2.0,-1.5,2,1),COLORAAAAAA;