量化选股005-MACD背离

背离是转折的开始，意味着趋势的改变，是进场或者出场的时机。macd柱和diff线同时背离的正确率比单一正确率更高。周线比日线的准确率高，判断大盘指数、板块指数比判断个股的正确率更高。

公式如下：

DIFF:EMA(CLOSE,12) - EMA(CLOSE,26);DEA:EMA(DIFF,9);MACD:2*(DIFF-DEA), COLORSTICK,DRAWABOVE;
{MACD顶背离}H1:MACD>0 AND MACD>REF(HHV(MACD,5),1) AND MACD>=REFX(HHV(MACD,5),5),NODRAW;L1:MACD<0 AND MACD<REF(LLV(MACD,5),1) AND MACD<=REFX(LLV(MACD,5),5),NODRAW;
H1D:=REF(BARSLAST(H1),1)+1;L1D:=REF(BARSLAST(L1),1)+1;
柱顶背离:H1 AND H1D>1 AND COUNT(MACD<0,H1D)>2 AND MACD<REF(MACD,H1D) AND H>REF(H,H1D),NODRAW;柱低背离:L1 AND L1D>1 AND COUNT(MACD>0,L1D)>2 AND MACD>REF(MACD,L1D) AND L<REF(L,L1D),NODRAW;
DRAWLINE(H1,MACD,柱顶背离,MACD,0),COLORGREEN,LINETHICK2;DRAWLINE(L1,MACD,柱低背离,MACD,0),COLORRED,LINETHICK2;
{线顶背离}DH1:MACD>0 AND DIFF>0 AND DIFF>REF(HHV(DIFF,5),1) AND DIFF>=REFX(HHV(DIFF,5),5),NODRAW;DL1:MACD<0 AND DIFF<0 AND DIFF<REF(LLV(DIFF,5),1) AND DIFF<=REFX(LLV(DIFF,5),5),NODRAW;
DH1D:=REF(BARSLAST(DH1),1)+1;DL1D:=REF(BARSLAST(DL1),1)+1;
线顶背离:DH1 AND DH1D>1 AND COUNT(MACD<0,DH1D)>2 AND DIFF<REF(DIFF,DH1D) AND H>REF(H,DH1D),NODRAW;线低背离:DL1 AND DL1D>1 AND COUNT(MACD>0,DL1D)>2 AND DIFF>REF(DIFF,DL1D) AND L<REF(L,DL1D),NODRAW;
DRAWLINE(DH1,DIFF,线顶背离,DIFF,0),COLORGREEN,LINETHICK2;DRAWLINE(DL1,DIFF,线低背离,DIFF,0),COLORRED,LINETHICK2;