
🎯 建议使用方式:
RSRS 指标的核心作用是抓主升浪,而非抓反弹。
核心原理区别于 MACD、KDJ 等滞后性价格指标,RSRS 聚焦最高价与最低价的结构。Beta 斜率增大,代表多头持续抬高底部,是进攻信号;经标准化量化后,分数>0.7 即为主升浪启动信号。
实战三步策略
买入
:主图 K 线由灰变红且出现 “RSRS” 信号,或副图数值上穿 0.7 红线,即可出击。持股
:副图数值在 0.7 以上(红色填充区),或主图 K 线保持红色,坚定持有。卖出
:数值跌破 0.7(脱离强势区),或直接跌破 - 0.7(进入熊市),止盈离场。风险提示
震荡市中,RSRS 易在 0.7 附近反复金叉死叉造成磨损,对策是连续两次买入次日不涨,就暂停操作,等待大盘放量。该指标不预测涨停,赚的是趋势上涨的钱,而非打板收益。------------------图片
图片
进度条,百分之1🚀量化·数理战法源码分享1️⃣量化·数理战法主图N:=18; M:=300;
SUM_L := SUM(L, N);
SUM_H := SUM(H, N);
SUM_L2 := SUM(L*L, N);
SUM_LH := SUM(L*H, N);
DENOM := N*SUM_L2 - SUM_L*SUM_L;
BETA1 := IF(DENOM!=0, (N*SUM_LH - SUM_L*SUM_H) / DENOM, 0);
RSRS_SCORE := (BETA1 - MA(BETA1, M)) / STD(BETA1, M);
DRAWKLINE(H,O,L,C);
DRAWTEXT_FIX(1,0.01,0.25,0,'微信公众:风帆量化'),COLORWHITE;
ZBHJ := RSRS_SCORE > 0.7;
ZBHJ1 := RSRS_SCORE < -0.7;
ZBHJ2 := RSRS_SCORE >= -0.7 AND RSRS_SCORE <= 0.7;
STICKLINE(ZBHJ, H, L, 0, 0), COLORRED;
STICKLINE(ZBHJ, C, O, 3, 0), COLORRED;
STICKLINE(ZBHJ1, H, L, 0, 0), COLORGREEN;
STICKLINE(ZBHJ1, C, O, 3, 0), COLORGREEN;
STICKLINE(ZBHJ2, H, L, 0, 0), COLORGRAY;
STICKLINE(ZBHJ2, C, O, 3, 0), COLORGRAY;
ZBHJ3 := CROSS(RSRS_SCORE, 0.7);
DRAWICON(ZBHJ3, L*0.98, 25);
DRAWTEXT(ZBHJ3, L*0.96, '★RSRS'), COLORYELLOW;
DRAWTEXT_FIX(1,0.00,0.05,0,'当前状态:'), COLORWHITE;
DRAWTEXT_FIX(1,0.08,0.05,0,IF(ZBHJ,'【强势**】',IF(ZBHJ1,'【弱势**】','【震荡观察】'))), COLORYELLOW;
2️⃣量化·数理战法副图N:=18;
M:=300;
SUM_L := SUM(L, N);
SUM_H := SUM(H, N);
SUM_L2 := SUM(L*L, N);
SUM_LH := SUM(L*H, N);
DENOM := N*SUM_L2 - SUM_L*SUM_L;
BETA1 := IF(DENOM!=0, (N*SUM_LH - SUM_L*SUM_H) / DENOM, 0);
RSRS_MEAN := MA(BETA1, M);
RSRS_STDDEV := STD(BETA1, M);
RSRS_SCORE := IF(RSRS_STDDEV!=0, (BETA1 - RSRS_MEAN) / RSRS_STDDEV, 0);
DRAWBAND(RSRS_SCORE, RGB(150,0,0), 0.7, RGB(60,60,60));
DRAWBAND(RSRS_SCORE, RGB(0,100,0), -0.7, RGB(60,60,60));
强势线: 0.7, COLORLIRED, DOTLINE;
弱势线: -0.7, COLORLIGREEN, DOTLINE;
零轴线: 0, COLORGRAY, POINTDOT;
RSRS数值: RSRS_SCORE, COLORYELLOW, LINETHICK1;
IF(RSRS_SCORE > 0.7, RSRS_SCORE, DRAWNULL), COLORRED, LINETHICK3;
IF(RSRS_SCORE < -0.7, RSRS_SCORE, DRAWNULL), COLORGREEN, LINETHICK2;
ZBHJ := CROSS(RSRS_SCORE, 0.7);
STICKLINE(ZBHJ, -1.5, 2, 0.1, 0), COLORYELLOW;
DRAWICON(ZBHJ, 0.7, 26);
DRAWTEXT(ZBHJ, 1.2, ' ★RSRSZBHJ'), COLORYELLOW;
ZBHJ1:= CROSS(0.7, RSRS_SCORE);
DRAWICON(ZBHJ1, 0.75, 2);
DRAWTEXT_FIX(1,0.01,0.25,0,'微信公众:风帆量化'),COLORWHITE;
DRAWTEXT(ZBHJ1, 0.9, ' 离*'), COLORGREEN;
DRAWTEXT_FIX(1,0.01,0.01,0,'【RSRS状态判断】'), COLORWHITE;
DRAWTEXT_FIX(ISLASTBAR AND RSRS_SCORE>0.7, 0.12,0.01,0,'★ 强势**区 (持*)'), COLORRED;
DRAWTEXT_FIX(ISLASTBAR AND RSRS_SCORE<-0.7, 0.12,0.01,0,'● 弱势**区 (空*)'), COLORGREEN;
DRAWTEXT_FIX(ISLASTBAR AND RSRS_SCORE>= -0.7 AND RSRS_SCORE<=0.7, 0.12,0.01,0,'◆ 震荡**区 (观*)'), COLORYELLOW;
3️⃣ 量化·数理战法选股(自动筛选)N:=18;
M:=300;
SUM_L:=SUM(L,N);
SUM_H:=SUM(H,N);
SUM_L2:=SUM(L*L, N);
SUM_LH:=SUM(L*H, N);
DENOM:=N*SUM_L2 - SUM_L*SUM_L;
BETA1:=IF(DENOM!=0,(N*SUM_LH - SUM_L*SUM_H)/DENOM, 0);
RSRS_SCORE:=(BETA1-MA(BETA1, M))/STD(BETA1,M);
XG:CROSS(RSRS_SCORE,0.7);
本站仅提供存储服务,所有内容均由用户发布,如发现有害或侵权内容,请点击举报。配资门户提示:文章来自网络,不代表本站观点。