【指标介绍】
今天给大家分享一套专门针对创业板品种的量化模型，核心是识别「洗盘结束、抛压衰竭」的阶段，只做确定性更高的二次企稳行情，节奏偏波段，不追快节奏连动，适合有耐心、追求稳健的使用者。
模型介绍与信号解读
这套模型的核心思路，是先锁定活跃、再看回调、最后确认企稳，全程用量化条件过滤，不凭主观感觉。
1. 适用范围
只针对创业板品种，对主力常见的 “打压式整理” 手法适配度很高，专门捕捉第二波启动前的信号。
2. 核心信号逻辑
先有异动
前期出现过明显放量、价格强势异动，说明有资金进场痕迹，不是冷门品种。
温和回调，不破坏结构
回落到均线附近企稳，没有连续大跌、没有破位，整体形态保持健康。
量能明显萎缩
成交量持续缩量，代表抛压越来越小，想卖的人基本已经出局。
趋势指标保持强势
MACD 不进入极端弱势区间，说明中期结构没有走坏，属于洗盘而非反转下跌。
满足以上条件，就是典型的洗盘结束信号，后续再次走强的概率会显著提升。
3. 使用思路
信号出现，代表整理充分、抛压衰竭，可以作为低吸关注区域
后续如果再次放量、价格走强，可以继续持有观察
一旦跌破这一轮回调的低点，说明结构破位，及时离场控制风险
【指标图示】
【指标源码】
{堆量模式副TU}
DIF:=(EMA(CLOSE,12)-EMA(CLOSE,26));
DEA:=(EMA(DIF,9));
MACD:=(DIF-DEA)*2;
SH:=CODELIKE('00') OR CODELIKE('60');
SZ:=CODELIKE('30') OR CODELIKE('68');
SS:=CODELIKE('4') OR CODELIKE('8');
FW:=SH OR CODELIKE('30');
X1:=IF(SH,0.1,IF(SZ,0.2,IF(SS,0.3,100)));
ZT:=C=H AND C>=ZTPRICE(REF(C,1),X1);
ZB:=C<H AND H>=ZTPRICE(REF(C,1),X1);
SYX:=100*(H-MAX(C,O))/REF(C,1);
ST:=100*ABS(C-O)/REF(C,1);
XYX:=100*(MIN(C,O)-L)/REF(C,1);
JZF:=100*(O/REF(C,1)-1);
ZF:=100*(C/REF(C,1)-1);
HF:=100*(H/REF(C,1)-1);
LF:=100*(L/REF(C,1)-1);
M1:=MA(CLOSE,5);
M2:=MA(CLOSE,10);
M3:=MA(CLOSE,20);
M4:=MA(CLOSE,60);
YYY:=C<O AND REF(C>O,1) AND C>REF(O,1) AND H<REF(C,1);
DY:=ZF>3 AND ST>4 AND C>O;
DFP:=DY AND REF(DY,1) AND REF(DY,3) AND REF(ST<2 AND V<REF(V,1),2);
T1:=V>2*REF(V,1) AND IF(C<O,JZF>7,C>O);
N1:=BARSLAST(T1);
QJH:=(HHV(C,N1)/REF(O,N1)-1)*100;
TJ1:=L<REF(LLV(L,2),1) AND MACD<REF(MACD,1) AND MA(V,5)<REF(MA(V,5),1);
T2A:=COUNT(EVERY(ST>5 AND ZF>5,3),N1)=0 AND COUNT(EVERY(ST>3 AND ZF>3,4),N1)=0;
T2B:=COUNT(EVERY(ST>2 AND ZF>2,4),N1)=0 AND COUNT(SPLIT(0,1)!=REF(SPLIT(0,1),1),N1+10)=0;
T2C:=COUNT(CROSS(DIF,DEA) AND DIF>0,N1)=0 AND COUNT(JZF>3 AND ST>5 AND C<O,N1)=0;
T2D:=COUNT(JZF>2 AND ST>4 AND C<O,N1)=0 AND COUNT(JZF>2 AND SYX>4 AND C<O,N1)=0;
T2E:=COUNT(SYX>5 AND ST>5,N1)=0 AND COUNT(JZF<-3.5 AND ST>5 AND C>O AND O<REF(L,1),N1)=0;
TJ2:=T2A AND T2B AND T2C AND T2D AND T2E;
T2F:=COUNT(ST>9 AND C>O AND REF(ST>5,1),N1)=0;
T2G:=COUNT(EVERY(C>O AND ST>1 AND JZF<0,6) AND REF(C>O,6),N1)=0 AND COUNT(SYX>10,N1)=0;
T2H:=COUNT(EVERY(ZT,2),60)=0 AND COUNT(YYY,N1)<2 AND COUNT(DFP,N1)=0;
T2I:=COUNT(JZF>2,N1)<3 AND COUNT(ST>6.5 AND C>O,N1)<3 AND COUNT(V>REF(V,N1),N1)>1;
T2J:=COUNT(ZT,N1)=0 AND COUNT(ZF>8,N1)<2 AND HHV(BARSLASTCOUNT(C>O),N1)<10;
TJ3:=T2F AND T2G AND T2H AND T2I AND T2J;
T3A:=IF(REF(DEA<0,2),SH AND REF(ZT=0,N1) AND COUNT(ZT,N1)=0,1);
T3B:=(C<REF(C,N1) AND (REF(ST>5 AND C<O,1) OR (ST>3 AND C<O)))=0;
T3C:=(H=HHV(H,N1) AND XYX>4)=0 AND REF(ST=0 AND SYX>4,1)=0 AND COUNT(L>REF(H,1),N1)=0;
T3D:=BARSLASTCOUNT(MA(V,5)<REF(MA(V,5),1))<4 AND QJH>9.6;
T3E:=HHV(ZF,N1+1)<10 AND LLV(C,N1)>REF(L,N1) AND EVERY(DIF>0,3);
T3F:=COUNT(C>O,N1+1)>COUNT(C<O,N1+1) AND EVERY(V<REF(V,1),N1-1)=0;
TJ4:=T3A AND T3B AND T3D AND T3E AND T3F;
T4A:=LLV(V,N1)>2*REF(HHV(MA(V,10),10),N1+1) AND COUNT(TJ1,N1)=1;
T4B:=HHV(HF,N1+1)<14 AND HHV(ABS(LF),N1+1)<9;
TJ5:=T4A AND T4B;
XG:=N1>5 AND TJ1 AND TJ2 AND TJ3 AND TJ4 AND TJ5 AND CODELIKE('30');
XGA:BACKSET(XG,N1+1);
V,VOLSTICK;
STICKLINE(XGA,0,V,3,0),COLORMAGENTA;
STICKLINE(XGA,0,V,3,0)COLORLIRED;
{堆量模式主TU}
DIF:=(EMA(CLOSE,12)-EMA(CLOSE,26));
DEA:=(EMA(DIF,9));
MACD:=(DIF-DEA)*2;
SH:=CODELIKE('00') OR CODELIKE('60');
SZ:=CODELIKE('30') OR CODELIKE('68');
SS:=CODELIKE('4') OR CODELIKE('8');
FW:=SH OR CODELIKE('30');
X1:=IF(SH,0.1,IF(SZ,0.2,IF(SS,0.3,100)));
ZT:=C=H AND C>=ZTPRICE(REF(C,1),X1);
ZB:=C<H AND H>=ZTPRICE(REF(C,1),X1);
SYX:=100*(H-MAX(C,O))/REF(C,1);
ST:=100*ABS(C-O)/REF(C,1);
XYX:=100*(MIN(C,O)-L)/REF(C,1);
JZF:=100*(O/REF(C,1)-1);
ZF:=100*(C/REF(C,1)-1);
HF:=100*(H/REF(C,1)-1);
LF:=100*(L/REF(C,1)-1);
M1:=MA(CLOSE,5);
M2:=MA(CLOSE,10);
M3:=MA(CLOSE,20);
M4:=MA(CLOSE,60);
YYY:=C<O AND REF(C>O,1) AND C>REF(O,1) AND H<REF(C,1);
DY:=ZF>3 AND ST>4 AND C>O;
DFP:=DY AND REF(DY,1) AND REF(DY,3) AND REF(ST<2 AND V<REF(V,1),2);
T1:=V>2*REF(V,1) AND IF(C<O,JZF>7,C>O);
N1:=BARSLAST(T1);
QJH:=(HHV(C,N1)/REF(O,N1)-1)*100;
TJ1:=L<REF(LLV(L,2),1) AND MACD<REF(MACD,1) AND MA(V,5)<REF(MA(V,5),1);
T2A:=COUNT(EVERY(ST>5 AND ZF>5,3),N1)=0 AND COUNT(EVERY(ST>3 AND ZF>3,4),N1)=0;
T2B:=COUNT(EVERY(ST>2 AND ZF>2,4),N1)=0 AND COUNT(SPLIT(0,1)!=REF(SPLIT(0,1),1),N1+10)=0;
T2C:=COUNT(CROSS(DIF,DEA) AND DIF>0,N1)=0 AND COUNT(JZF>3 AND ST>5 AND C<O,N1)=0;
T2D:=COUNT(JZF>2 AND ST>4 AND C<O,N1)=0 AND COUNT(JZF>2 AND SYX>4 AND C<O,N1)=0;
T2E:=COUNT(SYX>5 AND ST>5,N1)=0 AND COUNT(JZF<-3.5 AND ST>5 AND C>O AND O<REF(L,1),N1)=0;
TJ2:=T2A AND T2B AND T2C AND T2D AND T2E;
T2F:=COUNT(ST>9 AND C>O AND REF(ST>5,1),N1)=0;
T2G:=COUNT(EVERY(C>O AND ST>1 AND JZF<0,6) AND REF(C>O,6),N1)=0 AND COUNT(SYX>10,N1)=0;
T2H:=COUNT(EVERY(ZT,2),60)=0 AND COUNT(YYY,N1)<2 AND COUNT(DFP,N1)=0;
T2I:=COUNT(JZF>2,N1)<3 AND COUNT(ST>6.5 AND C>O,N1)<3 AND COUNT(V>REF(V,N1),N1)>1;
T2J:=COUNT(ZT,N1)=0 AND COUNT(ZF>8,N1)<2 AND HHV(BARSLASTCOUNT(C>O),N1)<10;
TJ3:=T2F AND T2G AND T2H AND T2I AND T2J;
T3A:=IF(REF(DEA<0,2),SH AND REF(ZT=0,N1) AND COUNT(ZT,N1)=0,1);
T3B:=(C<REF(C,N1) AND (REF(ST>5 AND C<O,1) OR (ST>3 AND C<O)))=0;
T3C:=(H=HHV(H,N1) AND XYX>4)=0 AND REF(ST=0 AND SYX>4,1)=0 AND COUNT(L>REF(H,1),N1)=0;
T3D:=BARSLASTCOUNT(MA(V,5)<REF(MA(V,5),1))<4 AND QJH>9.6;
T3E:=HHV(ZF,N1+1)<10 AND LLV(C,N1)>REF(L,N1) AND EVERY(DIF>0,3);
T3F:=COUNT(C>O,N1+1)>COUNT(C<O,N1+1) AND EVERY(V<REF(V,1),N1-1)=0;
TJ4:=T3A AND T3B AND T3D AND T3E AND T3F;
T4A:=LLV(V,N1)>2*REF(HHV(MA(V,10),10),N1+1) AND COUNT(TJ1,N1)=1;
T4B:=HHV(HF,N1+1)<14 AND HHV(ABS(LF),N1+1)<9;
TJ5:=T4A AND T4B;
XG:=N1>5 AND TJ1 AND TJ2 AND TJ3 AND TJ4 AND TJ5 AND CODELIKE('30');
XGA:BACKSET(XG,N1+1);
STICKLINE(XGA,H,L,0,0)COLORMAGENTA;
STICKLINE(XGA,C,O,3,0)COLORMAGENTA;
STICKLINE(ZT,H,L,0,0)COLORRED;
STICKLINE(ZT,C,O,3,0)COLORRED;
DRAWTEXT(XGA AND REF(XGA=0,1),L,'资金建仓期')COLORRED;
{堆量模式选GU}
DIF:=(EMA(CLOSE,12)-EMA(CLOSE,26));
DEA:=(EMA(DIF,9));
MACD:=(DIF-DEA)*2;
SH:=CODELIKE('00') OR CODELIKE('60');
SZ:=CODELIKE('30') OR CODELIKE('68');
SS:=CODELIKE('4') OR CODELIKE('8');
FW:=SH OR CODELIKE('30');
X1:=IF(SH,0.1,IF(SZ,0.2,IF(SS,0.3,100)));
ZT:=C=H AND C>=ZTPRICE(REF(C,1),X1);
ZB:=C<H AND H>=ZTPRICE(REF(C,1),X1);
SYX:=100*(H-MAX(C,O))/REF(C,1);
ST:=100*ABS(C-O)/REF(C,1);
XYX:=100*(MIN(C,O)-L)/REF(C,1);
JZF:=100*(O/REF(C,1)-1);
ZF:=100*(C/REF(C,1)-1);
HF:=100*(H/REF(C,1)-1);
LF:=100*(L/REF(C,1)-1);
M1:=MA(CLOSE,5);
M2:=MA(CLOSE,10);
M3:=MA(CLOSE,20);
M4:=MA(CLOSE,60);
YYY:=C<O AND REF(C>O,1) AND C>REF(O,1) AND H<REF(C,1);
DY:=ZF>3 AND ST>4 AND C>O;
DFP:=DY AND REF(DY,1) AND REF(DY,3) AND REF(ST<2 AND V<REF(V,1),2);
T1:=V>2*REF(V,1) AND IF(C<O,JZF>7,C>O);
N1:=BARSLAST(T1);
QJH:=(HHV(C,N1)/REF(O,N1)-1)*100;
TJ1:=L<REF(LLV(L,2),1) AND MACD<REF(MACD,1) AND MA(V,5)<REF(MA(V,5),1);
T2A:=COUNT(EVERY(ST>5 AND ZF>5,3),N1)=0 AND COUNT(EVERY(ST>3 AND ZF>3,4),N1)=0;
T2B:=COUNT(EVERY(ST>2 AND ZF>2,4),N1)=0 AND COUNT(SPLIT(0,1)!=REF(SPLIT(0,1),1),N1+10)=0;
T2C:=COUNT(CROSS(DIF,DEA) AND DIF>0,N1)=0 AND COUNT(JZF>3 AND ST>5 AND C<O,N1)=0;
T2D:=COUNT(JZF>2 AND ST>4 AND C<O,N1)=0 AND COUNT(JZF>2 AND SYX>4 AND C<O,N1)=0;
T2E:=COUNT(SYX>5 AND ST>5,N1)=0 AND COUNT(JZF<-3.5 AND ST>5 AND C>O AND O<REF(L,1),N1)=0;
TJ2:=T2A AND T2B AND T2C AND T2D AND T2E;
T2F:=COUNT(ST>9 AND C>O AND REF(ST>5,1),N1)=0;
T2G:=COUNT(EVERY(C>O AND ST>1 AND JZF<0,6) AND REF(C>O,6),N1)=0 AND COUNT(SYX>10,N1)=0;
T2H:=COUNT(EVERY(ZT,2),60)=0 AND COUNT(YYY,N1)<2 AND COUNT(DFP,N1)=0;
T2I:=COUNT(JZF>2,N1)<3 AND COUNT(ST>6.5 AND C>O,N1)<3 AND COUNT(V>REF(V,N1),N1)>1;
T2J:=COUNT(ZT,N1)=0 AND COUNT(ZF>8,N1)<2 AND HHV(BARSLASTCOUNT(C>O),N1)<10;
TJ3:=T2F AND T2G AND T2H AND T2I AND T2J;
T3A:=IF(REF(DEA<0,2),SH AND REF(ZT=0,N1) AND COUNT(ZT,N1)=0,1);
T3B:=(C<REF(C,N1) AND (REF(ST>5 AND C<O,1) OR (ST>3 AND C<O)))=0;
T3C:=(H=HHV(H,N1) AND XYX>4)=0 AND REF(ST=0 AND SYX>4,1)=0 AND COUNT(L>REF(H,1),N1)=0;
T3D:=BARSLASTCOUNT(MA(V,5)<REF(MA(V,5),1))<4 AND QJH>9.6;
T3E:=HHV(ZF,N1+1)<10 AND LLV(C,N1)>REF(L,N1) AND EVERY(DIF>0,3);
T3F:=COUNT(C>O,N1+1)>COUNT(C<O,N1+1) AND EVERY(V<REF(V,1),N1-1)=0;
TJ4:=T3A AND T3B AND T3D AND T3E AND T3F;
T4A:=LLV(V,N1)>2*REF(HHV(MA(V,10),10),N1+1) AND COUNT(TJ1,N1)=1;
T4B:=HHV(HF,N1+1)<14 AND HHV(ABS(LF),N1+1)<9;
TJ5:=T4A AND T4B;
XG:N1>5 AND TJ1 AND TJ2 AND TJ3 AND TJ4 AND TJ5 AND CODELIKE('30');
