雲端策略中心精進版之30~跌破糾結均線

糾結均線代表的是短中長期持股者的成本都接近一致，一旦突破，賣壓很輕，同樣的道理，一旦跌破，代表短中長期的持股者大家都同時被套牢，這種情況會造成，股價一旦反彈，馬上就會面臨極大的賣壓，所以跌破糾結均線，是可信度極高的波段空頭策略，特別是對那些長期不大賺錢的大型股，更是如此。

跌破糾結均線的腳本，跟突破糾結均線的腳本差不多

複製
1if GetSymbolField("tse.tw","收盤價")
2<average(GetSymbolField("tse.tw","收盤價"),10)
3then begin
4
5input: shortlength(5); setinputname(1,"短期均線期數");
6input: midlength(10); setinputname(2,"中期均線期數");
7input: Longlength(20); setinputname(3,"長期均線期數");
8input: Percent(5); setinputname(4,"均線糾結區間%");
9input: XLen(20); setinputname(5,"均線糾結期數");
10
11input: Volpercent(25); setinputname(6,"放量幅度%");//帶量突破的量是超過最長期的均量多少%
12variable: shortaverage(0);
13variable: midaverage(0);
14variable: Longaverage(0);
15variable: AvgHLp(0),AvgH(0),AvgL(0);
16
17shortaverage = average(close,shortlength);
18midaverage = average(close,midlength);
19Longaverage = average(close,Longlength);
20 
21 
22AvgH = maxlist(shortaverage,midaverage,Longaverage);
23AvgL = minlist(shortaverage,midaverage,Longaverage);
24
25if AvgL > 0 then AvgHLp = 100*AvgH/AvgL -100;
26
27condition1 = trueAll(AvgHLp < Percent,XLen);
28condition2 = V > average(V[1],XLen)*(1+Volpercent/100) ;
29condition3 = average(Volume[1], 5) >= 2000;
30condition4 = C < AvgL *(0.98) and L < lowest(L[1],XLen);
31
32ret = condition1 and condition2 and condition3 and condition4;
33end;
if GetSymbolField("tse.tw","收盤價")
<average(GetSymbolField("tse.tw","收盤價"),10)
then begin

input: shortlength(5); setinputname(1,"短期均線期數");
input: midlength(10); setinputname(2,"中期均線期數");
input: Longlength(20); setinputname(3,"長期均線期數");
input: Percent(5); setinputname(4,"均線糾結區間%");
input: XLen(20); setinputname(5,"均線糾結期數");

input: Volpercent(25); setinputname(6,"放量幅度%");//帶量突破的量是超過最長期的均量多少%
variable: shortaverage(0);
variable: midaverage(0);
variable: Longaverage(0);
variable: AvgHLp(0),AvgH(0),AvgL(0);

shortaverage = average(close,shortlength);
midaverage = average(close,midlength);
Longaverage = average(close,Longlength);
 
 
AvgH = maxlist(shortaverage,midaverage,Longaverage);
AvgL = minlist(shortaverage,midaverage,Longaverage);

if AvgL > 0 then AvgHLp = 100*AvgH/AvgL -100;

condition1 = trueAll(AvgHLp < Percent,XLen);
condition2 = V > average(V[1],XLen)*(1+Volpercent/100) ;
condition3 = average(Volume[1], 5) >= 2000;
condition4 = C < AvgL *(0.98) and L < lowest(L[1],XLen);

ret = condition1 and condition2 and condition3 and condition4;
end;

不過在回測設定時，我用的是不大賺錢的大型股，出場是進場後二十天後

回測報告如下

我們可以看得出來，這是一個勝率超過六成的波段作空策略