LZ_XG 副图 · 跨周期自适应版（通达信）

{════ 通达信 · 技术指标公式 LZ_XG (副图 · 五色令 · 跨周期自适应版) ════
  安装: 公式管理器 -> 技术指标 -> 新建 -> 名称 LZ_XG -> 画线方法:副图
        -> 粘贴本文件 -> 确定
  输出: 得分(0~6) / 超跌深度(0~10)
        底部四档随周期自适应(2026-09-29, 依据全市场格点回测):
        观察/关注/提示/出手 = (深度下限,得分区间) 四档; 日线档与新老版本完全一致:
        日线 (8,2)/(8,3)/(>=8,>=4)/出手(>=10,>=4); 周线 (7,2)/(7,3)/(>=9,>=3)/出手(>=10,>=3);
        月线 (>=5,>=2)/(7,>=3)/(>=8,>=3)/出手(>=9,>=3);
        分时(1/5/15/30/60分/多分) (>=7,>=1)/(>=8,>=1)/(>=9,>=1)/出手(>=10,>=1)
        顶部绿柱 = 离场(POS20>=85 或 BD7>=70)
        空心绿柱 = 贴边(距70不足1.2分) / 暗空心 = 未触发但已贴边; 顶部紫柱 = 顶部预警
        灰柱(止损, 锚点=出手红柱): 空心=收盘跌破 实际成交价x0.88(待确认);
                                   实心=连续5日收在止损位下(确认) -> 次日开盘卖; 与三色同柱时三色优先
        (柱宽2=与K线柱同宽; 调宽须同改10处STICKLINE第4参数)
  常开款买点(跨周期自适应): 出手信号(按当前周期档位)当日标注, 不等门控随时可买:
        白●A = 阳线出手(进攻款) / 黄●B = 缩量阳线(稳健款, 近5日均量/前20日均量<=0.7)
        标注只加显示层, 买卖数值层未动; 卖点沿用绿柱离场 + 灰柱止损; 说明见交付页
  进阶: 报价 -> 指标排序 -> 选 LZ_XG -> 按"得分"降序 = 全市场选股排序
  !! 本文件是【纯代码】, 请勿再加长注释(通达信单公式有字数上限) ════}

MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
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;
{复权折算: 前复权CLOSE ÷ 原始VWAP 的5日均值 → 把成交额折算到前复权口径}
FQ5:=MA(CLOSE/(DCP0+0.0001),5);
AMTQ:=AMOUNT*FQ5;
DCP:=AMTQ/(VOL+0.0001)/100;
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;
SQ2:=DCP*DCP;
W60:=SUM(AMTQ*SQ2,60)/(SUM(AMTQ,60)+0.0001);
CHIPSD:=SQRT(MAX(W60-VW60*VW60,0))/VW60*100;

{B. 波动线 BD7 (BSTL 波动率分档)}
BG:=3.5;
W1:=IF(CLOSE<=OPEN,CLOSE,OPEN);
W2:=(W1-LOW)/LOW*100;
W3:=IF(BARSCOUNT(CLOSE)>1,(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100,0);
W4:=IF(BARSCOUNT(CLOSE)>1,(OPEN-REF(CLOSE,1))/REF(CLOSE,1)*100,0);
W5:=(CLOSE-OPEN)/OPEN*100;
W6:=IF(CLOSE>=OPEN,CLOSE,OPEN);
W7:=(HIGH-W6)/W6*100;
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;
LOWW:=BARSLAST(UPW)>=BARSLAST(DNW);
CXL:=(2*CLOSE+HIGH+LOW)/4;
RSLW:=IF(LOWW,(CXL-LLV(LOW,34))/(HHV(HIGH,34)-LLV(LOW,34)+0.0001)*100,(CXL-LLV(LOW,21))/(HHV(HIGH,21)-LLV(LOW,21)+0.0001)*100);
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;
WZ250:=(CLOSE-LLV(LOW,250))/(HHV(HIGH,250)-LLV(LOW,250)+0.0001)*100;
BL5:=(CLOSE/MA5-1)*100;
BL20:=(CLOSE/MA20-1)*100;
BL60:=(CLOSE/MA60-1)*100;
RM60:=(CLOSE/HHV(HIGH,60)-1)*100;

{D. 第1层 规律状态: 超跌深度 10 条件 (>=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 六件套等权得分 (0~6, 必须等权, 加权实测有害)}
T1:=DP20<=-12;
T2:=RSI14<=28;
T3:=BL20<=-15;
T4:=CHIPSD<=6;
T5:=DP60<=-20;
T6:=MV5/REF(MV5,1)>=1.5;
DF:=(T1+T2+T3+T4+T5+T6);

{F. 第4层 离场与顶部预警}
LB5:=VOL/REF(MV5,1);
ZF:=(HIGH-LOW)/REF(CLOSE,1)*100;
SY:=(HIGH-MAX(CLOSE,OPEN))/(HIGH-LOW+0.0001)*100;
STT:=ABS(CLOSE-OPEN)/(HIGH-LOW+0.0001)*100;
EXITW:=(WZ20>=85) OR (BD7>=70);
{G. 拉高过久: 连续放量突破 >= 10 天 -> 后续 5/10/20/40 日全转为负收益
   实测(158万个PUSH日): 对照组(全体PUSH日)前瞻20日 +0.912%;
   连续>=10天后 前瞻5日 -0.871% / 10日 -1.303% / 20日 -0.749% / 40日 -0.512%
   连续>=12天后 全部在 -0.6% ~ -1.6% 之间
   => "一直拉高"恰恰是该走的信号, 不是进场的信号}
MV20:=MA(VOL,20);
PUSHF:=(CLOSE>=REF(HHV(HIGH,20),1)) AND (VOL>=REF(MV20,1)*1.5);
PRUN:=BARSLASTCOUNT(PUSHF);
EXIT2:=PRUN>=10;
WARN1:=(JV>=95) OR (WZ20>=87);
WARN2:=(SY>=35) AND (ZF>=8) AND (LB5>=1.8) AND (STT<=45);

{H. 跨周期自适应档位(2026-09-29): PERIOD 0-13=1/5/15/30/60分/日/周/月/多分/多日/季/年/秒; 参数=格点回测校准}
KP1:=(PERIOD<=2) OR (PERIOD=8) OR (PERIOD>=12);
KP2:=PERIOD=3;
KP3:=PERIOD=4;
KP4:=(PERIOD=5) OR (PERIOD=9);
KP5:=PERIOD=6;
KP6:=(PERIOD=7) OR (PERIOD=10) OR (PERIOD=11);
Q1:=IF(KP6,5,IF(KP5,7,IF(KP4,8,7)));
Q2:=IF(KP6,7,IF(KP5,7,IF(KP4,8,8)));
Q3:=IF(KP6,8,IF(KP5,9,IF(KP4,8,9)));
Q4:=IF(KP6,9,IF(KP5,10,IF(KP4,10,10)));
R1:=IF(KP6,2,IF(KP5,2,IF(KP4,2,1)));
R2:=IF(KP6,3,IF(KP5,3,IF(KP4,3,1)));
R3:=IF(KP6,3,IF(KP5,3,IF(KP4,4,1)));
U1:=IF(KP6,6,IF(KP5,2,IF(KP4,2,6)));
U2:=IF(KP6,6,IF(KP5,3,IF(KP4,3,6)));
WN:=IF(KP6,3,IF(KP5,8,IF(KP4,40,40)));
C1:=(SD>=Q1) AND (DF>=R1) AND (DF<=U1);
C2:=(SD>=Q2) AND (DF>=R2) AND (DF<=U2);
C3:=(SD>=Q3) AND (DF>=R3);
C4:=(SD>=Q4) AND (DF>=R3);
{输出}
得分:DF,COLORRED,LINETHICK2;
超跌深度:SD,COLOR00CCFF,LINETHICK2;
深度门槛:Q4,COLORGRAY,DOTLINE;
满分线:6,COLORLIGRAY,DOTLINE;
{三色并集速查(跨周期): 即 C1 或 C2 或 C3 域}
SANSE:=C1 OR C2 OR C3;
{止损(两级): 锚点=出手红柱(SD>=10 且 DF>=4, 唯一实盘买点), 止损位=成交价(出手次日开盘)x0.88 即固定-12%
  空心灰=跌破止损位(待确认) / 实心灰=连续5日收在止损位下(确认); 实测连跌5确认把拖累从-2.88降到-0.64个点}
CSJ:=BARSLAST(C4);
CSZ:=IF(CSJ>=1,REF(OPEN,MAX(CSJ-1,0)),0)*0.88;
CSG:=(CSJ>=1) AND (CSJ<=WN) AND (CLOSE<=CSZ) AND NOT(SANSE);
CSN:=BARSLAST((CSG)=0);
CSW:=CSG AND (CSN<5);
CSC:=CSG AND (CSN>=5);
STICKLINE(CSW,0,1.2,2,1),COLOR808080;
STICKLINE(CSC,0,1.2,2,0),COLOR808080;
DRAWTEXT(CSC,1.6,'止损'),COLOR808080;
{四档分色(跨周期自适应): 观察=C1 关注=C2 提示=C3 出手=C4; 上层覆盖下层, 四档天然嵌套或并列}
STICKLINE(C1,0,1.2,2,1),COLOR00CCFF;
STICKLINE(C2,0,1.2,2,0),COLOR00CCFF;
STICKLINE(C3,0,1.2,2,0),COLORRED;
{贴边分层: BD7距70不足TIEB分=空心(待确认)}
TIEB:=1.2;
LVTIE:=(BD7>=70-TIEB) AND (BD7<70+TIEB);
STICKLINE(EXITW AND NOT(LVTIE),8.8,10,2,0),COLORGREEN;
STICKLINE(EXITW AND LVTIE,8.8,10,2,1),COLORGREEN;
STICKLINE(NOT(EXITW) AND (BD7>=70-TIEB),8.8,10,2,1),COLOR008000;
STICKLINE(WARN1 OR WARN2,7.6,8.8,2,0),COLORMAGENTA;
{常开款买点标注(2026-09-28): A=阳线出手(白) / B=缩量阳线(黄); 圆点骑得分线, 字母在点上方}
KT_YANG:=C4 AND (CLOSE>REF(CLOSE,1)) AND (CLOSE>OPEN);
KT_SHR5:=KT_YANG AND (MV5/(REF(MV20,5)+0.0001)<=0.7);
KT_A1:=KT_YANG AND NOT(KT_SHR5);
DRAWTEXT(KT_A1,DF,'●'),COLORWHITE;
DRAWTEXT(KT_A1,DF+0.6,'A'),COLORWHITE;
DRAWTEXT(KT_SHR5,DF,'●'),COLORYELLOW;
DRAWTEXT(KT_SHR5,DF+0.6,'B'),COLORYELLOW;
DRAWTEXT_FIX(1,0.01,0.14,0,'●A=阳线出手 ●B=缩量阳线');
{数据量守卫: 序列不足80根时图上提示(递归线会随起点漂移)}
SJQ:=BARSCOUNT(CLOSE)>=80;
DRAWTEXT_FIX(NOT(SJQ),0.01,0.06,0,'数据不足80根');