{════ 通达信 · 技术指标公式 LZ_XG (副图 · 五色令统一版 由ETF版替代) ════
  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 (2026-10-16 起统一: 替代原版, 个股/ETF通用)
  口径: ETF专版五色令 · 日线 (2026-10-13 标定 / v2 调优定稿)
  输出: 得分EF(0~6) / 超跌深度SD(0~10)
  四档: 观察=空心黄橙(深>=8 得>=2) 关注=实心黄橙(深>=9 得>=2) 提示=实心红(深>=9 得>=3) 出手=标B(深>=10 得>=4)
  色值(通达信BBGGRR): 红=COLOR0000FF 黄橙=COLOR00CCFF; ALIGN0 不被通达信接受(实测报错)已移除, 标记默认对齐
  得分EF六条件(ETF专属, 与个股版不同): RSI14<=25 / DP20<=-15 / 连阴>=4 / DP60<=-20 /
        BL20<=-15 / 5日量环比>=1.5 (个股版 RSI28/DP20-12/CHIPSD6 已替换)
  深筛(排序优先): 连阴>=5 且 DP60<=-25 且 RSI14<=22; 出手日命中=标G, 该日不显示B
  离场绿柱 = WZ20>=60 (次日开盘卖; 贴边58.8~61.2画空心)
  紫柱 = 热度层(7.6~8.8; 绿柱才是顶): 空心紫=原版紫柱条件(JV>=95 或 WZ20>=87,
        或冲高回落个股口径), 实心紫=ETF热度版(过热且量比>=1.5, 或冲高回落振幅>=3%);
        同柱实心优先; 全池: 空心约25%, 实心约4.8%
  灰柱(灾难线-30%, 锚点=出手次日开盘): 空心=收盘跌破 / 实心=连续5日(确认)
  !! 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);
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 取5日中位数 → 折算到前复权口径}
{(min/max选择网络求中位数, 与生产引擎 rmed 逐位一致; 零成交bar由VALUEWHEN延续)}
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:=(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;
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}
C1:=(SD>=8) AND (EF>=2);
C2:=(SD>=9) AND (EF>=2);
C3:=(SD>=9) AND (EF>=3);
C4:=(SD>=10) AND (EF>=4);
SSB:=(LYN>=5) AND (DP60<=-25) AND (RSI14<=22);

{输出}
得分:EF,COLOR0000FF,LINETHICK2;
超跌深度:SD,COLOR00CCFF,LINETHICK2;
深度门槛:10,COLORGRAY,DOTLINE;
满分线:6,COLORLIGRAY,DOTLINE;
SIDANG:=C1 OR C2 OR C3;
{灾难线(两级): 锚点=出手次日开盘 x0.70 即-30%}
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);
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;
{四档分色: 空心黄橙(观察) 实心黄橙(关注) 实心红(提示) 出手标B}
STICKLINE(C1,0,1.2,2,1),COLOR00CCFF;
STICKLINE(C2,0,1.2,2,0),COLOR00CCFF;
STICKLINE(C3,0,1.2,2,0),COLOR0000FF;
{离场绿柱: WZ20>=60; 贴边空心; 未触发贴边=暗空心}
TIEB:=1.2;
LVTIE:=(WZ20>=60-TIEB) AND (WZ20<60+TIEB);
EXITW:=WZ20>=60;
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 (WZ20>=60-TIEB),8.8,10,2,1),COLOR008000;
{紫色=热度层(7.6~8.8): 空心紫=原版紫柱条件; 实心紫=ETF热度版; 同柱实心优先}
LB5:=VOL/REF(MV5,1);
SY:=(HIGH-MAX(CLOSE,OPEN))/(HIGH-LOW+0.0001)*100;
ZF:=(HIGH-LOW)/REF(CLOSE,1)*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,7.6,8.8,2,1),COLORMAGENTA;
STICKLINE(HPUR,7.6,8.8,2,0),COLORMAGENTA;
{出手=B骑得分线; G=深筛优先替代B显示(有G不显B); 副图无文字标注(2026-10-17)}
DRAWTEXT(C4 AND NOT(SSB),EF,'B'),COLORWHITE;
DRAWTEXT(C4 AND SSB,EF,'G'),COLOR00CCFF;
{数据量守卫: 序列不足80根时提示(递归线起点漂移)}
SJQ:=BARSCOUNT(CLOSE)>=80;
DRAWTEXT_FIX(NOT(SJQ),0.01,0.06,0,'数据不足80根');