一個觀察大戶在進貨還是出貨的指標

透過成交金額除以總成交筆數，我們可以算出當天的平均每筆成交金額，長期觀察這個數字，我發現搭配當天的價格走勢，可以判斷主力大戶是在出貨還是進貨。

計算每筆成交金額的腳本可以像下面這麼寫

複製
1var:cp(0);
2var:count(0);
3count=0;
4value1=GetField("總成交次數","D");
5value2=GetField("成交金額");
6
7if value1<>0
8then value3=value2/value1
9else
10value3=0;
11
12plot1(average(value3,5));
var:cp(0);
var:count(0);
count=0;
value1=GetField("總成交次數","D");
value2=GetField("成交金額");

if value1<>0
then value3=value2/value1
else
value3=0;

plot1(average(value3,5));

以聯電為例，我們來看以下這個指標跟股價的對照圖

我們會發現，當每筆成交金額異於平常且股價表現也異於平常時，往往是大戶進場的癥兆，為了抓到這樣的機會，我寫了一個腳本如下:

複製
1input:length(20);
2variable:up1(0),down1(0),mid1(0),bbandwidth(0);
3up1 = bollingerband(Close, Length, 1);
4
5var:cp(0);
6var:count(0);
7count=0;
8value1=GetField("總成交次數","D");
9value2=GetField("成交金額");
10
11if value1<>0
12then value3=value2/value1
13else
14value3=0;
15value4=close-open;
16value5=average(value3,3)*average(value4,3);
17value6=bollingerband(value5,20,2);
18if getsymbolfield("tse.tw","收盤價")
19>average(getsymbolfield("tse.tw","收盤價"),10)
20then begin
21if close cross over up1
22and value5 cross over value6
23and close<close[10]*1.1
24
25then ret=1;
26end;
input:length(20);
variable:up1(0),down1(0),mid1(0),bbandwidth(0);
up1 = bollingerband(Close, Length, 1);

var:cp(0);
var:count(0);
count=0;
value1=GetField("總成交次數","D");
value2=GetField("成交金額");

if value1<>0
then value3=value2/value1
else
value3=0;
value4=close-open;
value5=average(value3,3)*average(value4,3);
value6=bollingerband(value5,20,2);
if getsymbolfield("tse.tw","收盤價")
>average(getsymbolfield("tse.tw","收盤價"),10)
then begin
if close cross over up1
and value5 cross over value6
and close<close[10]*1.1

then ret=1;
end;

拿這個腳本去回測，我用那些有成交量的中小型股票來跑，一年期及三年期的回測報告如下:

各位老大可以自己試試在每筆平均成交金額這樣的數據上，尋找私房的交易策略