LZ_XG 副图指标

LXXG 一篮子选股系统 · 技术指标 · 画线方法: 副图 · 更新：2026-09-21 三色改版

本次改动

三色底柱 底柱按 SD=9~10 三档着色：青=DF2（只观察）、黄=DF3（中段）、红=DF≥4（含出手）；柱宽 3
止损（红柱后固定12%） 锚点 = 最后一次红柱收盘 ×0.88（红柱出现后 40 个交易日内有效；青 / 黄不参与）—— 灰柱 + 「止损」字样
保留离场绿柱、顶部紫柱；得分 / 超跌深度两条曲线（颜色为朱红 / 黄）
注意红柱 ≠ 出手：出手仍为 SD≥10 且 DF≥4（与选股公式一致）；原「深度门槛10 / 满分线6」两条参考虚线不再输出
口径修正 筹码成本线加**复权折算**（FQ_RATIO / AMT_ADJ，同前版）

生产口径：超跌深度 SD≥10 + 得分 DF≥4 + 固定 12% 止损（2026-09-19 回测定档：年化 21.38%、回撤 −29.2%、Calmar 0.73）。

完整公式（点按钮复制）

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;
DC_BASE:=AMOUNT/(VOL+0.0001)/100;
FQ_RATIO:=MA(CLOSE/(DC_BASE+0.0001),5);
AMT_ADJ:=AMOUNT*FQ_RATIO;
DCP:=AMT_ADJ/(VOL+0.0001)/100;
VW20:=SUM(AMT_ADJ,20)/(SUM(VOL,20)+0.0001)/100;
VW60:=SUM(AMT_ADJ,60)/(SUM(VOL,60)+0.0001)/100;
DP20:=(CLOSE/VW20-1)*100;
DP60:=(CLOSE/VW60-1)*100;
SQ2:=DCP*DCP;
W60:=SUM(AMT_ADJ*SQ2,60)/(SUM(AMT_ADJ,60)+0.0001);
CHIPSD:=SQRT(MAX(W60-VW60*VW60,0))/VW60*100;
BG_VAL:=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);
UP_STATE:=AVGW>BG_VAL+0.5;
DN_STATE:=AVGW<BG_VAL;
LOW_STATE:=BARSLAST(UP_STATE)>=BARSLAST(DN_STATE);
CXL:=(2*CLOSE+HIGH+LOW)/4;
RSLW:=IF(LOW_STATE,(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(LOW_STATE,E13,E11);
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;
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;
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);
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);
VOL_MA20:=MA(VOL,20);
PUSH_SIG:=(CLOSE>=REF(HHV(HIGH,20),1)) AND (VOL>=REF(VOL_MA20,1)*1.5);
PUSH_CNT:=BARSLASTCOUNT(PUSH_SIG);
EXIT_LONG:=PUSH_CNT>=10;
WARN1:=(JV>=95) OR (WZ20>=87);
WARN2:=(SY>=35) AND (ZF>=8) AND (LB5>=1.8) AND (STT<=45);
得分:DF,COLOR0020FF,LINETHICK2;
超跌深度:SD,COLOR00FFFF,LINETHICK2;
STICKLINE((SD=9 OR SD=10) AND DF=2,0,1.2,3,0),COLORFFFF00;
STICKLINE((SD=9 OR SD=10) AND DF=3,0,1.2,3,0),COLOR00FFFF;
STICKLINE((SD=9 OR SD=10) AND DF>=4,0,1.2,3,0),COLOR0020FF;
STICKLINE(EXITW,8.8,10,3,0),COLOR00FF00;
STICKLINE(WARN1 OR WARN2,7.6,8.8,3,0),COLORFF00FF;
STOP_DAY:=BARSLAST((SD=9 OR SD=10) AND DF>=4);
STOP_PRICE:=REF(CLOSE,STOP_DAY)*0.88;
STICKLINE((STOP_DAY<=40) AND (CLOSE<=STOP_PRICE),0,1.2,3,0),COLOR808080;
DRAWTEXT((STOP_DAY<=40) AND (CLOSE<=STOP_PRICE),1.6,'止损'),COLOR808080;

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;
DC_BASE:=AMOUNT/(VOL+0.0001)/100;
FQ_RATIO:=MA(CLOSE/(DC_BASE+0.0001),5);
AMT_ADJ:=AMOUNT*FQ_RATIO;
DCP:=AMT_ADJ/(VOL+0.0001)/100;
VW20:=SUM(AMT_ADJ,20)/(SUM(VOL,20)+0.0001)/100;
VW60:=SUM(AMT_ADJ,60)/(SUM(VOL,60)+0.0001)/100;
DP20:=(CLOSE/VW20-1)*100;
DP60:=(CLOSE/VW60-1)*100;
SQ2:=DCP*DCP;
W60:=SUM(AMT_ADJ*SQ2,60)/(SUM(AMT_ADJ,60)+0.0001);
CHIPSD:=SQRT(MAX(W60-VW60*VW60,0))/VW60*100;
BG_VAL:=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);
UP_STATE:=AVGW>BG_VAL+0.5;
DN_STATE:=AVGW<BG_VAL;
LOW_STATE:=BARSLAST(UP_STATE)>=BARSLAST(DN_STATE);
CXL:=(2*CLOSE+HIGH+LOW)/4;
RSLW:=IF(LOW_STATE,(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(LOW_STATE,E13,E11);
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;
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;
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);
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);
VOL_MA20:=MA(VOL,20);
PUSH_SIG:=(CLOSE>=REF(HHV(HIGH,20),1)) AND (VOL>=REF(VOL_MA20,1)*1.5);
PUSH_CNT:=BARSLASTCOUNT(PUSH_SIG);
EXIT_LONG:=PUSH_CNT>=10;
WARN1:=(JV>=95) OR (WZ20>=87);
WARN2:=(SY>=35) AND (ZF>=8) AND (LB5>=1.8) AND (STT<=45);
得分:DF,COLOR0020FF,LINETHICK2;
超跌深度:SD,COLOR00FFFF,LINETHICK2;
STICKLINE((SD=9 OR SD=10) AND DF=2,0,1.2,3,0),COLORFFFF00;
STICKLINE((SD=9 OR SD=10) AND DF=3,0,1.2,3,0),COLOR00FFFF;
STICKLINE((SD=9 OR SD=10) AND DF>=4,0,1.2,3,0),COLOR0020FF;
STICKLINE(EXITW,8.8,10,3,0),COLOR00FF00;
STICKLINE(WARN1 OR WARN2,7.6,8.8,3,0),COLORFF00FF;
STOP_DAY:=BARSLAST((SD=9 OR SD=10) AND DF>=4);
STOP_PRICE:=REF(CLOSE,STOP_DAY)*0.88;
STICKLINE((STOP_DAY<=40) AND (CLOSE<=STOP_PRICE),0,1.2,3,0),COLOR808080;
DRAWTEXT((STOP_DAY<=40) AND (CLOSE<=STOP_PRICE),1.6,'止损'),COLOR808080;

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