{════ 通达信 · 技术指标公式 LZ_XG (副图) ════
  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)
        底部红柱 = 出手(深度>=8 且 得分>=4)
        顶部绿柱 = 离场(POS20>=85 或 BD7>=70)  顶部紫柱 = 顶部预警
  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}
DCP:=AMOUNT/(VOL+0.0001)/100;
VW20:=SUM(AMOUNT,20)/(SUM(VOL,20)+0.0001)/100;
VW60:=SUM(AMOUNT,60)/(SUM(VOL,60)+0.0001)/100;
DP20:=(CLOSE/VW20-1)*100;
DP60:=(CLOSE/VW60-1)*100;
SQ2:=DCP*DCP;
W60:=SUM(AMOUNT*SQ2,60)/(SUM(AMOUNT,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);

{输出}
得分:DF,COLORRED,LINETHICK2;
超跌深度:SD,COLORYELLOW,LINETHICK2;
深度门槛:8,COLORGRAY,DOTLINE;
满分线:6,COLORLIGRAY,DOTLINE;
STICKLINE((SD>=8) AND (DF=3),0,1.2,8,0),COLORyellow;
STICKLINE((SD>=8) AND (DF>=4),0,1.2,8,0),COLORRED;
STICKLINE(EXITW,8.8,10,8,0),COLORGREEN;
STICKLINE(WARN1 OR WARN2,7.6,8.8,8,0),COLORMAGENTA;