{====================================================================
 策略组合导出包 — 通达信公式集
 共6个公式 + 策略说明文档
 生成日期: 2026-09-02
=====================================================================}

{====================================================================
 公式1: 三重奏(通用版) — 副图指标
 适用: 个股+ETF通用, 波动率自适应二段式
 信号: B买点 / T止盈预警 / S终卖
=====================================================================}

{===== 参数 =====}
GATE:=3.5;
HHUP:=0.5;
HHDN:=0.0;
UP_THRESH:=GATE+HHUP;
DN_THRESH:=GATE-HHDN;
SWITCH_BAR:=120;
OFFSET:=4.5;

{===== 1. 当日波动率 C2 =====}
B1:=IF(CLOSE<=OPEN,CLOSE,OPEN);
B2:=(B1-LOW)/LOW*100;
B3:=IF(CURRBARSCOUNT>1,(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100,0);
B4:=IF(CURRBARSCOUNT>1,(OPEN-REF(CLOSE,1))/REF(CLOSE,1)*100,0);
B5:=(CLOSE-OPEN)/OPEN*100;
B6:=IF(CLOSE>=OPEN,CLOSE,OPEN);
B7:=(HIGH-B6)/B6*100;
B8:=B5+B7;
B9:=B5+B2;
C1:=B7+B2;
C2:=MAX(MAX(MAX(MAX(B3,B4),B5),MAX(B7,B2)),MAX(C1,MAX(B8,B9)))*1.2;
AVGVOL:=IF(CURRBARSCOUNT<20,SUM(C2,0)/CURRBARSCOUNT,MA(C2,20));

{===== 2. 档位状态机 =====}
UP:=AVGVOL>UP_THRESH;
DN:=AVGVOL<DN_THRESH;
BU:=BARSLAST(UP);
BD:=BARSLAST(DN);
ST_低波档:=BU>=BD;
ST_高波档:=NOT(ST_低波档);
NOST_低波档:=AVGVOL<GATE;
NOST_高波档:=NOT(NOST_低波档);
足够数据:=CURRBARSCOUNT>=SWITCH_BAR;
低波档:=IF(足够数据,ST_低波档,NOST_低波档);
高波档:=IF(足够数据,ST_高波档,NOST_高波档);

{===== 3. 吸货线 =====}
A1:=REF(LOW,1);
A2:=SMA(ABS(A1-LOW),3,1);
A3:=SMA(MAX(LOW-A1,0),3,1);
A4:=IF(A3>0.000001,A2/A3*100,100);
A5:=EMA(A4*10,3);
A6:=IF(低波档,LLV(LOW,26),LLV(LOW,21));
A7:=IF(低波档,HHV(A5,26),HHV(A5,21));
A8:=IF(LOW<=A6,(A5+A7*2)/2,0);
吸货线:MIN(EMA(A8,3)/618,25),COLORRED;

{===== 4. 波动线/趋势均线 =====}
C5:=(2*CLOSE+HIGH+LOW)/4;
RLL:=LLV(LOW,34); RHL:=HHV(HIGH,34); RGL:=RHL-RLL;
RSVL:=IF(RGL>0.000001,(C5-RLL)/IF(RGL<=0,1,RGL)*100,50);
C7L0:=EMA(RSVL,13);
C7L:=IF(RGL>0.000001,C7L0,50);
RL2:=LLV(LOW,21); RH2:=HHV(HIGH,21); RG2:=RH2-RL2;
RSVH:=IF(RG2>0.000001,(C5-RL2)/IF(RG2<=0,1,RG2)*100,50);
C7H0:=EMA(RSVH,11);
C7H:=IF(RG2>0.000001,C7H0,50);
C7:=IF(低波档,C7L,C7H);
C9:=EMA(0.667*REF(C7,1)+0.333*C7,2);
波动线:C7,COLORWHITE,LINETHICK1;
趋势均线:C9-OFFSET,COLOR808080,LINETHICK1;

{===== 5. 黄金止盈位 =====}
D1:=LLV(LOW,20);
D2:=HHV(HIGH,20);
D3:=IF(D2>D1,(CLOSE-D1)/(D2-D1),0);
黄金止盈位:=D3>=IF(低波档,0.618,0.5);

{===== 6. 买点B =====}
吸货确认:=吸货线>0.001 OR REF(吸货线,1)>0.001 OR REF(吸货线,2)>0.001;
趋势拐头:=CROSS(C7,C9);
VT:=IF(低波档,2.5,3.5);
波动达标:=C2>=VT;
买点:=吸货确认 AND 趋势拐头 AND 波动达标;

{===== 7. 止盈预警T/终卖S =====}
H13:=HHV(HIGH,13); H11:=HHV(HIGH,11);
C13:=HHV(C7,13); C11:=HHV(C7,11);
价新高:=IF(低波档,HIGH=H13 AND REF(HIGH,1)<REF(H13,1),HIGH=H11 AND REF(HIGH,1)<REF(HIGH,1));
指未新高:=IF(低波档,C7<REF(C13,1),C7<REF(C11,1));
顶背离:=价新高 AND 指未新高 AND C7>65;
止盈预警:=(黄金止盈位 AND 顶背离) OR (C7>IF(低波档,75,78) AND REF(C7,1)>C7);
终卖:=CROSS(C9,C7) AND C7>IF(低波档,55,50);
T_SAME:=止盈预警 AND 终卖;
T_SIGNAL:=止盈预警 AND NOT(T_SAME);

{===== 8. 信号标记 =====}
STICKLINE(买点,C7-4,C7+4,1.2,0),COLORGREEN;
STICKLINE(T_SIGNAL,C7-4,C7+4,1.2,0),COLORYELLOW;
STICKLINE(终卖,C7-4,C7+4,1.2,0),COLORRED;
DIST:=12;
DRAWTEXT(买点,C7+DIST,'B'),COLORGREEN;
DRAWTEXT(T_SIGNAL,C7-DIST,'T'),COLORYELLOW;
DRAWTEXT(终卖,C7-DIST,'S'),COLORRED;


{====================================================================
 公式2: 三重奏+止损版 — 副图指标
 在公式1基础上增加止损线显示
 个股: 8%止损 / ETF: 3%止损
=====================================================================}

{===== 复用公式1的全部计算(省略, 同上) =====}
{在公式1末尾追加以下内容:}

{===== 止损线 =====}
{个股版: 止损线=买入价*(1-8%)}
{ETF版: 止损线=买入价*(1-3%)}
{注: TDX无法跨bar追踪买入价, 止损逻辑需在条件选股或预警中实现}
{止损预警: 当日跌幅超阈值时触发}

跌幅:=IF(CURRBARSCOUNT>1,(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100,0);
{个股8%止损预警}
个股止损:=跌幅<=-8 AND C7>30;
{ETF3%止损预警}
ETF止损:=跌幅<=-3 AND C7>30;

{止损用条件选股公式(单独使用):}
{个股止损选股: 跌幅<=-8 AND C7>30;}
{ETF止损选股: 跌幅<=-3 AND C7>30;}


{====================================================================
 公式3: R19主力版(个股) — 副图指标
 适用: 个股, xih3&CTA9买 + zhong_p(rsv19)卖
=====================================================================}

{===== 吸货信号 =====}
QLA:=REF(LOW,1);
QLN:=SMA(ABS(QLA-LOW),3,1);
QLEND:=SMA(MAX(LOW-QLA,0),3,1);
QLB:=IF(QLEND>0.000001,QLN/QLEND*100,100);
QLC:=EMA(QLB*10,3);
QLD:=LLV(LOW,38);
QLE:=HHV(QLC,38);
QLF:=IF(LOW<=QLD,(QLC+QLE*2)/2,0);
QLG:=EMA(QLF,3)/618;
吸货线:MIN(QLG,25),COLORRED;
QLX:=吸货线>0.0001 OR REF(吸货线,1)>0.0001 OR REF(吸货线,2)>0.0001;

{===== 主力确认(CTA9) =====}
QLC3:=(2*CLOSE+HIGH+LOW)/4;
QLRG:=HHV(HIGH,34)-LLV(LOW,34);
QLZL:=IF(QLRG>0.000001,EMA((QLC3-LLV(LOW,34))/IF(QLRG=0,1,QLRG)*100,13),50);
QLZLR:=REF(QLZL,1);
QLSH:=EMA(0.667*QLZLR+0.333*QLZL,2);
QLCT:=QLZL>QLSH;
波动线:QLZL,COLORWHITE,LINETHICK1;

{===== 终止线(rsv19) =====}
QLV8:=IF(HHV(HIGH,21)-LLV(LOW,21)>0.000001,(CLOSE-LLV(LOW,21))/(HHV(HIGH,21)-LLV(LOW,21))*100,50);
QLRK:=CEILING(SMA(SMA(QLV8,13,8),13,8));
QLR19:=IF(HHV(HIGH,19)-LLV(LOW,19)>0.000001,(CLOSE-LLV(LOW,19))/(HHV(HIGH,19)-LLV(LOW,19))*100,50);
QLJ:=3*SMA(QLR19,5,1)-2*SMA(SMA(QLR19,5,1),3,1);
QLZD:=MA(QLJ,5);

{===== 信号 =====}
QLSGN:=QLX AND QLCT;
QLRAWB:=QLSGN AND NOT(REF(QLSGN,1));
QLRAWS:=CROSS(QLZD,QLRK);
QLBUY:=(QLRAWB OR (QLSGN AND REF(QLRAWS,1))) AND NOT(QLRAWS);
QLSELL:=QLRAWS;

STICKLINE(QLBUY,波动线-2,波动线+2,1.2,0),COLORGREEN;
STICKLINE(QLSELL,波动线-2,波动线+2,1.2,0),COLORRED;
DRAWTEXT(QLBUY,波动线+14,'B'),COLORGREEN;
DRAWTEXT(QLSELL,波动线+14,'S'),COLORRED;


{====================================================================
 公式4: 三重吸筹(ETF) — 副图指标
 适用: ETF, xih3&MX3买 + zhong卖
=====================================================================}

{===== 吸货线(同公式1) =====}
{复用公式1的A1~A8和吸货线计算}

{===== MX3(机构活跃) =====}
QLXIA:=IF(CLOSE<=OPEN,CLOSE,OPEN);
QLXY:=(QLXIA-LOW)/LOW*100;
QLZF:=(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)*100;
QLGK:=(OPEN-REF(CLOSE,1))/REF(CLOSE,1)*100;
QLYH:=(CLOSE-OPEN)/OPEN*100;
QLSHG:=IF(CLOSE>=OPEN,CLOSE,OPEN);
QLSY:=(HIGH-QLSHG)/QLSHG*100;
QLYS:=QLYH+QLSY;
QLYX:=QLYH+QLXY;
QLSX:=QLSY+QLXY;
QLMX:=MAX(MAX(MAX(MAX(QLZF,QLGK),QLYH),MAX(QLSY,QLXY)),MAX(QLSX,MAX(QLYS,QLYX)))*1.2;
QLM3:=QLMX>=3;

{===== 买点: 吸货线活跃 & MX3达标 =====}
QLCT2:=波动线>REF(波动线,1);  {波动线上升}
QLBUY2:=QLX AND QLM3;

{===== 终止卖(标准zhong) =====}
QLRAWS2:=CROSS(QLZD,QLRK);
QLSELL2:=QLRAWS2;

STICKLINE(QLBUY2,波动线-2,波动线+2,1.2,0),COLORGREEN;
STICKLINE(QLSELL2,波动线-2,波动线+2,1.2,0),COLORRED;
DRAWTEXT(QLBUY2,波动线+14,'B'),COLORGREEN;
DRAWTEXT(QLSELL2,波动线+14,'S'),COLORRED;


{====================================================================
 公式5: 主力版R19(个股) — 副图指标
 适用: 个股, xih3&CTA9买 + zhong_p(rsv19/sm13/m8/zd5)卖
=====================================================================}

{同公式3, 但终卖参数改为 rsv=19, sm=13, m=8, zdN=5}
{公式3已是此版本, 无需额外修改}


{====================================================================
 公式6: GS修正链 — 副图指标
 适用: GS金叉死叉买卖, 作为基准对照
=====================================================================}
{GS修正链公式请参考现有R19精简副图中的GS部分}


{====================================================================
 策略组合说明文档
=====================================================================}

{策略名 | 买点 | 卖点 | 止损 | 适用 | 最优场景}
{------ | ---- | ---- | ---- | ---- | -------}
{三重奏·终卖 | B信号 | S终卖 | 无 | 通用 | 趋势行情}
{三重奏·止盈T | B信号 | T止盈 | 无 | 通用 | 高胜率早出场}
{三重奏·双卖 | B信号 | S|T | 无 | 通用 | 兼顾灵敏稳健}
{三重奏·个股止损 | B信号 | S终卖 | 8% | 个股 | 高波个股}
{三重奏·ETF止损 | B信号 | S终卖 | 3% | ETF | 高波ETF}
{三重奏·低波ETF | B信号 | S终卖 | 无 | 低波ETF | 低波环境}
{主力版R19 | xih3&CTA9 | zhong_p(rsv19) | 无 | 个股 | 高波个股}
{三重吸筹 | xih3&MX3 | zhong(rsv27) | 无 | ETF | 通用ETF}

{止损规则(条件选股/预警用):}
{个股: 跌幅<=-8% → 触发止损}
{ETF高波: 跌幅<=-3% → 触发止损}
{ETF低波: 不加止损}