昨天說到我那老大哥有一個觀察,他認為如果當天盤面上前三十檔權值股,大多數是多頭排列,他就作多,反之則不進場,於是我寫了一個自訂指標,用來計算前三十檔權值股,有多少檔是多頭排列。拿這個指標來決定今天的多空方向,我個人的觀察是,還真是有些兒的道理。
我寫的指標腳本如下,大家請直接複製貼上即可,不過如果權值股有變的時候記得要換一下
value1=GetSymbolField("2330.tw","收盤價"); value2=GetSymbolField("2317.tw","收盤價"); value3=GetSymbolField("6505.tw","收盤價"); value4=GetSymbolField("2412.tw","收盤價"); value5=GetSymbolField("2882.tw","收盤價"); value6=GetSymbolField("1301.tw","收盤價"); value7=GetSymbolField("1303.tw","收盤價"); value8=GetSymbolField("1326.tw","收盤價"); value9=GetSymbolField("3008.tw","收盤價"); value10=GetSymbolField("2881.tw","收盤價"); value11=GetSymbolField("2454.tw","收盤價"); value12=GetSymbolField("2891.tw","收盤價"); value13=GetSymbolField("2002.tw","收盤價"); value14=GetSymbolField("1216.tw","收盤價"); value15=GetSymbolField("2311.tw","收盤價"); value16=GetSymbolField("2886.tw","收盤價"); value17=GetSymbolField("2912.tw","收盤價"); value18=GetSymbolField("2474.tw","收盤價"); value19=GetSymbolField("2382.tw","收盤價"); value20=GetSymbolField("2408.tw","收盤價"); value21=GetSymbolField("2892.tw","收盤價"); value22=GetSymbolField("5880.tw","收盤價"); value23=GetSymbolField("2357.tw","收盤價"); value24=GetSymbolField("2884.tw","收盤價"); value25=GetSymbolField("2207.tw","收盤價"); value26=GetSymbolField("4938.tw","收盤價"); value27=GetSymbolField("2880.tw","收盤價"); value28=GetSymbolField("2303.tw","收盤價"); value29=GetSymbolField("2105.tw","收盤價"); value30=GetSymbolField("2885.tw","收盤價"); variable:count(0); input:period(20); count=0; if value1>average(value1,period) then count=count+1; if value2>average(value2,period) then count=count+1; if value3>average(value3,period) then count=count+1; if value4>average(value4,period) then count=count+1; if value5>average(value5,period) then count=count+1; if value6>average(value6,period) then count=count+1; if value7>average(value7,period) then count=count+1; if value8>average(value8,period) then count=count+1; if value9>average(value9,period) then count=count+1; if value10>average(value10,period) then count=count+1; if value11>average(value11,period) then count=count+1; if value12>average(value12,period) then count=count+1; if value13>average(value13,period) then count=count+1; if value14>average(value14,period) then count=count+1; if value15>average(value15,period) then count=count+1; if value16>average(value16,period) then count=count+1; if value17>average(value17,period) then count=count+1; if value18>average(value18,period) then count=count+1; if value19>average(value19,period) then count=count+1; if value20>average(value20,period) then count=count+1; if value21>average(value21,period) then count=count+1; if value22>average(value22,period) then count=count+1; if value23>average(value23,period) then count=count+1; if value24>average(value24,period) then count=count+1; if value25>average(value25,period) then count=count+1; if value26>average(value26,period) then count=count+1; if value27>average(value27,period) then count=count+1; if value28>average(value28,period) then count=count+1; if value29>average(value29,period) then count=count+1; if value30>average(value30,period) then count=count+1; plot1(count-15);
畫出來的圖如下
這個想法拿來作為短線多空的方向是不錯,直接拿來作期指交易,回測的情況不優,需要更細緻的寫法,未來若有新的發現,再跟大家報告