1.DMI指标改 ——主升浪DMI指标
DMI指标是趋势指标,信号稳定,对捕捉主升浪有独特作用。但DMI指标有一个很大的弱点——ADX线缺乏方向,导致与ADXR的组合无论在盘整,还是主升、主跌都不好判断方向。产生原因是ADX设计中用了绝对值函数,将PDI、MDI两线差值正数化了,差值如果是负数,ADX显示的是对应正数,ADX、ADXR是扭曲的差值。
通达信DMI指标源码: MTR:=EXPMEMA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(REF(CLOSE,1)-LOW)),N); HD :=HIGH-REF(HIGH,1); LD :=REF(LOW,1)-LOW; DMP:=EXPMEMA(IF(HD>0 && HD>LD,HD,0),N); DMM:=EXPMEMA(IF(LD>0 && LD>HD,LD,0),N); PDI: DMP*100/MTR; MDI: DMM*100/MTR; ADX: EXPMEMA(ABS(MDI-PDI)/(MDI+PDI)*100,M); ADXR:EXPMEMA(ADX,M); N默认为14,M默认为6。 ADX线缺乏方向性原因是这句公式——ADX: EXPMEMA(ABS(MDI-PDI)/(MDI+PDI)*100,M),这里用了ABS函数。弄明白这个道理后,我将之修改为: EMA(PDI-MDI)/(MDI+PDI)*100,M)。修改的关键差别是原来的ABS(MDI-PDI)改为PDI-MDI了,转换后即为EMA((DMP-DMM)/(DMP+DMM)*100,M)。用彩带表示ADX与ADXR,便于与PDI、MDI醒目区分;新设计ADX与ADXR的乖离线AAJ,相当于KDJ指标中的J线作用;增加ADX-ADXR的差值MAAD。 tdx改进后源码如下:
N:=14; M:=6; TRR:=EMA(MAX(MAX(H-L,ABS(H-REF(C,1))),ABS(REF(C,1)-L)),N); HD:=H-REF(H,1); LD:=REF(L,1)-L; DMP:=EMA(IF(HD>0 && HD>LD,HD,0),N); DMM:=EMA(IF(LD>0 && LD>HD,LD,0),N); ADX0:=EMA((DMP-DMM)/(DMP+DMM)*100,M); ADXR0:=EMA(ADX0,M); DRAWBAND(ADX0,RGB(155,10,10),ADXR0,RGB(0,155,0)); PDI:DMP/TRR*100,COLORWHITE; MDI:DMM/TRR*100,COLORYELLOW; ADX:ADX0,NODRAW,COLORMAGENTA; ADXR:ADXR0,NODRAW,COLORGREEN; AAJ:(3*ADX-2*ADXR),COLORMAGENTA; MAAD:ADX-ADXR,COLORLIMAGENTA,COLORSTICK; STICKLINE(MAAD>=REF(MAAD,1) && MAAD<=0,0,MAAD,1,0),COLORCYAN; STICKLINE(MAAD>=REF(MAAD,1) && MAAD>0,0,MAAD,1,0),COLORLIMAGENTA; PDIL:=IF(PDI<=10,PDI,DRAWNULL);{超跌} MDIL:=IF(MDI<=10,MDI,DRAWNULL);{超涨} AAJT:=IF(PDI<REF(PDI,1) && AAJ>REF(AAJ,1) && MAAD>PDI,AAJ,DRAWNULL);{明日可能回调} DRAWBAND(PDIL,RGB(150,150,0),PDIL,RGB(150,150,0)),POINTDOT,LINETHICK4,COLORWHITE; DRAWBAND(MDIL,RGB(150,150,0),MDIL,RGB(150,150,0)),POINTDOT,LINETHICK4,COLORYELLOW; DRAWBAND(AAJT,RGB(150,150,0),AAJT,RGB(150,150,0)),POINTDOT,LINETHICK4,COLORGREEN; 下图为上证指数近期日线截图,附图上为传统DMI指标,下为改进后的DMIR指标。
dzh2改进后源码如下:
N:=14; M:=6; HD:=H-REF(H,1); LD:=REF(L,1)-L; DMP:=EMA(IF(HD>0 and HD>LD,HD,0),N); DMM:=EMA(IF(LD>0 and LD>HD,LD,0),N); ADX0:=EMA((DMP-DMM)/(DMP+DMM)*100,M); ADXR0:=EMA(ADX0,M); fillrgn(ADX0,ADXR0,ADX0>ADXR0,RGB(155,10,10),ADX0<ADXR0,RGB(0,155,0)); TRR:=EMA(MAX(MAX(H-L,ABS(H-REF(C,1))),ABS(REF(C,1)-L)),N); PDI:=DMP/TRR*100;{,COLORWHITE;} MDI:=DMM/TRR*100;{,COLORYELLOW;} ADX:ADX0,linethick0,COLORMAGENTA; ADXR:ADXR0,linethick0,COLORGREEN; AAJ:(3*ADX-2*ADXR),COLORMAGENTA; MAAD:(ADX-ADXR)*1.5,COLORMAGENTA,COLORSTICK;
STICKLINE(MAAD<REF(MAAD,1) AND MAAD>0,0,MAAD,3,0 ),COLOR00BBFF; STICKLINE(MAAD>=REF(MAAD,1) AND MAAD>0,0,MAAD,3,0 ),COLOR0011BB; STICKLINE(MAAD>REF(MAAD,1) AND MAAD<0,0,MAAD,3,0),COLORBB11BB; STICKLINE(MAAD<=REF(MAAD,1) AND MAAD<0,0,MAAD,3,0),COLORFFBB11; {STICKLINE(MAAD>=REF(MAAD,1) and MAAD<=0,0,MAAD,3,0),COLORred; STICKLINE(MAAD>=REF(MAAD,1) and MAAD>0,0,MAAD,3,0),COLORred;} PDIL:=IF(PDI<=10,PDI,0);{超跌} MDIL:=IF(MDI<=10,MDI,0);{超涨} AAJT:=IF(PDI<REF(PDI,1) and AAJ>REF(AAJ,1) and PDI>MDI,AAJ,0);{明日可能回调} {fillrgn(PDIL,RGB(150,150,0),PDIL,RGB(150,150,0)),POINTDOT,LINETHICK4,COLORWHITE; fillrgn(MDIL,RGB(150,150,0),MDIL,RGB(150,150,0)),POINTDOT,LINETHICK4,COLORYELLOW; DRAWBAND(AAJT,RGB(150,150,0),AAJT,RGB(150,150,0)),POINTDOT,LINETHICK4,COLORGREEN;}; PARTLINE(AAJ,PDIL>0 ),CIRCLEDOT,LINETHICK2,COLORWHITE; PARTLINE(AAJ,MDIL>0),CROSSDOT,LINETHICK2,COLORYELLOW; PARTLINE(AAJ,AAJT>0),CROSSDOT,LINETHICK2,COLORGREEN;
2.KDJ月周日共振: 白虚线为日K线、白实线为日D线;红虚线为周K线、红实线为周D线;橙虚线为月K线、橙实线为月D线。白三角为日金叉、红三角为周金叉、橙三角为月金叉(都是D值40以下或60以上的金叉,40-60之间的金叉不显示)。0之下和100之上的橙虚柱为月J值、红虚柱为周J值、白柱为日J值(0-100之间的J值不显示)。月周日任意两个金叉共振时,在共振处显示一根黄色柱线。 1.tdx {KDJ月周日共振副图源码}
月K:"KDJ.K#MONTH"(9,3,3),COLOR0080FF,DOTLINE; 月D:"KDJ.D#MONTH"(9,3,3),COLOR0080FF,LINETHICK3; 月J:="KDJ.J#MONTH"(9,3,3); 周K:"KDJ.K#WEEK"(9,3,3),COLORRED,DOTLINE; 周D:"KDJ.D#WEEK"(9,3,3),COLORRED,LINETHICK3; 周J:="KDJ.J#WEEK"(9,3,3); 日K:"KDJ.K"(9,3,3),COLORWHITE,DOTLINE; 日D:"KDJ.D"(9,3,3),COLORWHITE,LINETHICK3; 日J:="KDJ.J"(9,3,3); 日金叉:IF(CROSS(日K,日D) AND (日D<40 OR 日D>60),20,0),COLORWHITE; 周金叉:IF(CROSS(周K,周D) AND (周D<40 OR 周D>60),30,0),COLORRED; 月金叉:IF(CROSS(月K,月D) AND (月D<40 OR 月D>60),40,0),COLOR0080FF; 共振:(周金叉 AND 日金叉) OR (周金叉 AND 月金叉) OR (日金叉 AND 月金叉),COLORYELLOW,NODRAW; STICKLINE(共振,0,50,1,0),COLORYELLOW; STICKLINE(月J<0,0,月J,2,-1),COLOR0080FF; STICKLINE(月J>100,100,月J,2,-1),COLOR0080FF; STICKLINE(周J<0,0,周J,1,-1),COLORRED; STICKLINE(周J>100,100,周J,1,-1),COLORRED; STICKLINE(日J<0,0,日J,0,0),COLORWHITE; STICKLINE(日J>100,100,日J,0,0),COLORWHITE; 2.dzh2 {KDJ月周日共振副图源码} {KDJ月周日共振副图源码} 月K:"KDJ.K#MONTH"(9,3,3),COLOR0080FF,DOTLINE; 月D:"KDJ.D#MONTH"(9,3,3),COLOR0080FF,LINETHICK3; 月J:="KDJ.J#MONTH"(9,3,3); 周K:"KDJ.K#WEEK"(9,3,3),COLORRED,DOTLINE; 周D:"KDJ.D#WEEK"(9,3,3),COLORRED,LINETHICK3; 周J:="KDJ.J#WEEK"(9,3,3); 日K:"KDJ.K"(9,3,3),COLORWHITE,DOTLINE; 日D:"KDJ.D"(9,3,3),COLORWHITE,LINETHICK3; 日J:="KDJ.J"(9,3,3); 日金叉:IF(CROSS(日K,日D) AND (日D<40 OR 日D>60),20,0),COLORWHITE; 周金叉:IF(CROSS(周K,周D) AND (周D<40 OR 周D>60),30,0),COLORRED; 月金叉:IF(CROSS(月K,月D) AND (月D<40 OR 月D>60),40,0),COLOR0080FF; 共振:(周金叉 AND 日金叉) OR (周金叉 AND 月金叉) OR (日金叉 AND 月金叉),COLORYELLOW,linethick0; STICKLINE(共振,0,50,1,0),COLORYELLOW,linethick2; STICKLINE(月J<0,0,月J,2,-1),COLOR0080FF; STICKLINE(月J>100,100,月J,2,-1),COLOR0080FF; STICKLINE(周J<0,0,周J,1,-1),COLORRED; STICKLINE(周J>100,100,周J,1,-1),COLORRED; STICKLINE(日J<0,0,日J,0,0),COLORWHITE; STICKLINE(日J>100,100,日J,0,0),COLORWHITE;
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