文华财经第一期技术分析高级研修班

文华财经第一期技术分析高级研修班培训部施巍巍2005年9月21日一、技术指标掌握：（1）公式基本语法（2）基础函数意义（3）函数组合应用例1简单公式A:=(HIGH-OPEN)-(OPEN-LOW);B:SUM(A,0);例2KDJ公式•RSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;•K:SMA(RSV,M1,1),COLORWHITE;•D:SMA(K,M2,1),COLORYELLOW;•J:3*K-2*D,COLORMAGENTA;例3K线公式•TMP:=OPEN-CLOSE;•DRAWLINE(TMP0.00001,HIGH,TMP0.00001,OPEN,COLORCYAN);•DRAWLINE(TMP0.00001,LOW,TMP0.00001,CLOSE,COLORCYAN);•DRAWLINE(TMP-0.00001,HIGH,TMP-0.00001,CLOSE,COLORRED);•DRAWLINE(TMP-0.00001,LOW,TMP-0.00001,OPEN,COLORRED);•DRAWLINE(ABS(TMP)0.00001,LOW,ABS(TMP)0.00001,OPEN,COLORWHITE);•DRAWLINE(ABS(TMP)0.00001,HIGH,ABS(TMP)0.00001,OPEN,COLORWHITE);•STICKLINE(TMP0,OPEN,CLOSE,COLORCYAN,0);•STICKLINE(TMP=0,OPEN,CLOSE,COLORRED,1);例4移动平均线•MA1:MA(CLOSE,N1),COLORRED;•MA2:MA(CLOSE,N2),COLORYELLOW;•MA3:MA(CLOSE,N3),COLORGREEN;•MA4:MA(CLOSE,N4),COLORMAGENTA;组合应用•TMP:=OPEN-CLOSE;•DRAWLINE(TMP0.00001,HIGH,TMP0.00001,OPEN,COLORCYAN);•DRAWLINE(TMP0.00001,LOW,TMP0.00001,CLOSE,COLORCYAN);•DRAWLINE(TMP-0.00001,HIGH,TMP-0.00001,CLOSE,COLORRED);•DRAWLINE(TMP-0.00001,LOW,TMP-0.00001,OPEN,COLORRED);•DRAWLINE(ABS(TMP)0.00001,LOW,ABS(TMP)0.00001,OPEN,COLORWHITE);•DRAWLINE(ABS(TMP)0.00001,HIGH,ABS(TMP)0.00001,OPEN,COLORWHITE);•STICKLINE(TMP0,OPEN,CLOSE,COLORCYAN,0);•STICKLINE(TMP=0,OPEN,CLOSE,COLORRED,1);•MA1:MA(CLOSE,N1),COLORRED;•MA2:MA(CLOSE,N2),COLORYELLOW;•MA3:MA(CLOSE,N3),COLORGREEN;•MA4:MA(CLOSE,N4),COLORMAGENTA;例5成交量•STICKLINE(OPENCLOSE,VOL,0,COLORCYAN,0);•STICKLINE(OPEN=CLOSE,VOL,0,COLORRED,0);例6期货指南针•STICKLINE(SMA(CLOSE,SHORT,X)SMA(CLOSE,LONG,X),OPEN,CLOSE,COLORCYAN,0);•DRAWLINE(SMA(CLOSE,SHORT,X)SMA(CLOSE,LONG,X),HIGH,SMA(CLOSE,SHORT,X)SMA(CLOSE,LONG,X),LOW,COLORCYAN);•STICKLINE(SMA(CLOSE,SHORT,X)SMA(CLOSE,LONG,X),OPEN,CLOSE,COLORRED,0);•DRAWLINE(SMA(CLOSE,SHORT,X)SMA(CLOSE,LONG,X),HIGH,SMA(CLOSE,SHORT,X)SMA(CLOSE,LONG,X),LOW,COLORRED);二、交易模型掌握：（1）与技术指标在公式上的区别（2）与技术指标在交易上的区别（3）交易模型的几种基本形式1、交叉问题10周期的均线上穿20周期的均线时买开；5周期的均线下叉10周期的均线时卖平；10周期的均线下叉20周期的均线时卖开；5周期的均线上穿10周期的均线时买平；关键函数：CROSS（X，Y）例7交叉模型MA5:=MA(CLOSE,5);MA10:=MA(CLOSE,10);MA20:=MA(CLOSE,20);CROSS(MA10,MA20),BK;CROSS(MA10,MA5),SP;CROSS(MA20,MA10),SK;CROSS(MA5,MA10),BP;交易模型中的交易指令2、同时有多个条件•5周期均线上穿10周期均线并且前个周期的J值（KDJ）少于70或者KD金叉时并且J值小于30时买开；•KD出现死叉并前个周期J值大于70时卖平•5周期均线下叉10周期均线并且前个周期的J值（KDJ）大于30或者KD死叉时并且J值大于70时卖开；•KD出现金叉并前个周期J值小于30时卖平•关键操作符：&&（并且）||（或者）例8多条件•RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;•K:=SMA(RSV,3,1);•D:=SMA(K,3,1);•J:=3*K-2*D;•MA5:=MA(CLOSE,N1);•MA10:=MA(CLOSE,N2);•(CROSS(MA5,MA10)&&REF(J,1)70)||(CROSS(K,D)&&J30),BK;•CROSS(D,K)&&REF(J,1)70,SP;•(CROSS(MA10,MA5)&&REF(J,1)30)||(CROSS(D,K)&&J70),SK;•CROSS(K,D)&&REF(J,1)30,BP;REF(X,N)作用•（1）解决当前周期交易指令不稳定•（2）判断线类指标值是否拐头•（3）其它模型1RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;K:=SMA(RSV,3,1);D:=SMA(K,3,1);J:=3*K-2*D;(CROSS(J,0)||((REF(K,1)20)&&(REF(D,1)20)&&(CROSS(K,D)))),BK;CROSS(50,K),SP;CROSS(K,50),BP;(CROSS(100,J)||((D80)&&(K80)&&(CROSS(D,K)))),SK;模型2豆一合约5分钟MA5:=MA(CLOSE,5);MA10:=MA(CLOSE,10);CROSS(MA10,MA5)||(CLOSE-MA5)8,SK;(MA5-CLOSE)6,BP;CROSS(MA5,MA10)||(MA5-CLOSE)8,BK;(CLOSE-MA5)6,SP;止损问题三、套利分析与套利模型掌握：（1）与一般交易模型的区别（2）特点套利模型中的交易指令例8简单价差模型•CROSS(300,CLOSE),BKSK;•CROSS(CLOSE,500),SPBP;•CROSS(CLOSE,600),SKBK;•CROSS(400,CLOSE),BPSP;例9组合模型•RSV:=(CLOSE-LLV(LOW,N))/(HHV(HIGH,N)-LLV(LOW,N))*100;•BACKGROUNDSTYLE(1);•K:=SMA(RSV,M1,1);•D:=SMA(K,M2,1);•J:=3*K-2*D;•CLOSE300&&CROSS(K,D),BKSK;•CROSS(CLOSE,500)||CROSS(D,K),SPBP;•CLOSE600&&CROSS(D,K),SKBK;•CROSS(400,CLOSE)||CROSS(K,D),BPSP;