Python编程学动量自动化：主力趋势力度指标

朋友们大家好今天来学习这个主力吸筹趋势力度指标通达信指标算法，注意：本指标源码用于通达信，友情情提示：代码较多，一定要复制全。本文所述模型算法仅限学术探讨，指标公式作为知识免费分享，"基于开源数据集的理论推演"，仅用于学习交流。

风险提示：本指标仅供技术研究与学习交流使用。市场具有高度不确定性，任何基于本指标的决策都需要自行承担风险，不构成任何投资建议。

01 指标图例

图一

图二

02 Py 源码




    
import pandas as pd
import numpy as np

def calculate_indicator(df):
    # 计算LIJIN2
    df['LLV24'] = df['low'].rolling(24).min()
    df['HHV24'] = df['high'].rolling(24).max()
    df['LIJIN2'] = (df['close'] - df['LLV24']) / (df['HHV24'] - df['LLV24']) * 2000
    
    # 计算力道（SMA）
    df['力道'] = df['LIJIN2'].ewm(alpha=1/3, adjust=False).mean()
    
    # 计算LIJIN3
    denominator = (df['high'] - df['low']) * 2 - abs(df['close'] - df['open'])
    df['LIJIN3'] = df['volume'] / np.where(denominator != 0, denominator, 1)
    
    # 计算LIJIN4
    condition1 = df['close'] > df['open']
    condition2 = df['close'] < df['open']
    
    numerator = np.where(
        condition1,
        df['LIJIN3'] * (df['high'] - df['low']),
        np.where(
            condition2,
            df['LIJIN3'] * (df['high'] - df['open'] + df['close'] - df['low']),
            df['volume'] / 2
        )
    )
    
    denominator_part = np.where(
        condition1,
        -df['LIJIN3'] * (df['high'] - df['close'] + df['open'] - df['low']),
        np.where(
            condition2,
            -df['LIJIN3'] * (df['high'] - df['low']),
            -df['volume'] / 2
        )
    )

    df['LIJIN4'] = (numerator / (denominator_part * -1)) - (denominator_part * -1) / numerator
    
    # 计算LIJIN5-LIJIN7
    df['LIJIN5'] = df['amount'] / (100 * df['volume'])
    df['LIJIN6'] = df['LIJIN5'].rolling(40).mean()
    df['LIJIN7'] = 100 * (df['close'] - df['LIJIN6']) / df['LIJIN6']
    
    # 计算底部追击
    df['底部追击'] = np.where(
        (df['LIJIN4'] > 0) & (df['LIJIN7'] -12) & (df['close']/df['open'] > 1.08),
        300,
        200
    )
    
    # 计算LIJIN8-LIJINA
    df['LLV34'] = df['low'].rolling(34).min()
    df['HHV34'] = df['high'].rolling(34).max()
    df['LIJIN8'] = (df['close'] - df['LLV34']) / (df['HHV34'] - df['LLV34']) * 100
    df['LIJIN9'] = df['LIJIN8'].ewm(alpha=1/3, adjust=False).mean()
    df['LIJINA'] = df['LIJIN9'].ewm(alpha=1/3, adjust=False).mean()
    df['D'] = df['LIJINA'].ewm(alpha=1/5, adjust=False).mean() * 20
    
    # 计算趋势线
    window = 55
    sma1 = ((df['close'] - df['low'].rolling(window).min()) / 
           (df['high'].rolling(window).max() - df['low'].rolling(window).min()) * 100)
    sma1 = sma1.rolling(5).mean()
    sma2 = sma1.rolling(3).mean()
    df[


    
'趋势线'] = 3 * sma1 - 2 * sma2
    df['趋势线'] = df['趋势线'].ewm(span=3, adjust=False).mean()
    
    # 计算BB信号
    df['LIJIN12'] = (df['趋势线'] - df['趋势线'].shift(1)) / df['趋势线'].shift(1) * 100
    df['BB'] = (df['趋势线'] <= 13) & (df['LIJIN12'] > 13)
    
    # 计算MACD相关
    ema13 = df['close'].ewm(span=13, adjust=False).mean()
    ema24 = df['close'].ewm(span=24, adjust=False).mean()
    df['LIJINDIF'] = ema13 - ema24
    df['LIJINDEA'] = df['LIJINDIF'].ewm(span=6, adjust=False).mean()
    df['LIJINMACD'] = (df['LIJINDIF'] - df['LIJINDEA']) * 3

    
    return df

03 指标源码

通达信复制下方代码即可，下方代码仅用于学习交流使用。

LIJIN2:=(CLOSE-LLV(LOW,24))/(HHV(HIGH,24


    
)-LLV(LOW,24))*2000;力道:SMA(LIJIN2,3,1),COLORLIGRAY;LIJIN3:=VOL/((HIGH-LOW)*2-ABS(CLOSE-OPEN));LIJIN4:=(IF(CLOSE>OPEN,LIJIN3*(HIGH-LOW),IF(CLOSE<OPEN,LIJIN3*(HIGH-OPEN+CLOSE-LOW),VOL/2))/(IF(CLOSE>OPEN,0-LIJIN3*(HIGH-CLOSE+OPEN-LOW),IF(CLOSE<OPEN,0-LIJIN3*(HIGH-LOW),0-VOL/2))*(-1))-IF(CLOSE>OPEN,0-LIJIN3*(HIGH-CLOSE+OPEN-LOW),IF(CLOSE<OPEN,0-LIJIN3*(HIGH-LOW),0-VOL/2))*(-1)/IF(CLOSE>OPEN,LIJIN3*(HIGH-LOW),IF(CLOSE<OPEN,LIJIN3*(HIGH-OPEN+CLOSE-LOW),VOL/2)));LIJIN5:=AMOUNT/(100*VOL);LIJIN6:=MA(LIJIN5,40);LIJIN7:=100*(CLOSE-LIJIN6)/LIJIN6;底部追击:=IF(LIJIN4>0&&LIJIN7<-12&&CLOSE/OPEN>1.08,300,200),COLORGREEN;STICKLINE(LIJIN4>0&&LIJIN7<-12&&CLOSE/OPEN>1.08,1200,200,10,0),COLORGREEN;LIJIN8:=(CLOSE-LLV(LOW,34))/(HHV(HIGH,34)-LLV(LOW,34))*100;LIJIN9:=SMA(LIJIN8,3,1);LIJINA:=SMA(LIJIN9,3,1);D:SMA(LIJINA,5,1)*20,COLORCYAN;LIJIN11:=3*SMA((C-LLV(L,55))/(HHV(H,55)-LLV(L,55))*100,5,1)-2*SMA(SMA((C-LLV(L,55))/(HHV(H,55)-LLV(L,55))*100,5,1),3,1);趋势线:=EMA(LIJIN11,3);LIJIN12:=(趋势线-REF(趋势线,1))/


    
REF(趋势线,1)*100;BB:(趋势线<=13&&LIJIN12>13)&&FILTER((趋势线<=13&&LIJIN12>13),10);量化:=(趋势线<=13&&LIJIN12>13),COLORRED;LIJINCC:=(趋势线>=90&&LIJIN12)&&FILTER((趋势线>=90&&LIJIN12),10);对冲:=FILTER(趋势线>=90&&LIJIN12&&CROSS(D,力道),5),COLORYELLOW;套利:对冲+1800,COLORYELLOW;中:(0+套利)/2,COLORGREEN;STICKLINE(力道>=中&&力道>=REF(力道,1),中,力道+中/10,0,0),COLORMAGENTA;STICKLINE(力道>=中&&力道<REF(力道,1),中,力道+中/10,0,0),COLORBROWN;STICKLINE(力道<中&&力道>=REF(力道,1),中,力道-中/10,0,0),COLORGREEN;STICKLINE(力道<中&&力道<REF(力道,1),中,力道-中/10,0,0),COLORBLUE;DRAWICON(量化,中,15);DRAWTEXT(BB,0,'买股'),COLORYELLOW;DRAWTEXT(对冲,力道,'顶'),COLORYELLOW;STICKLINE(对冲,力道,力道+0.01,2,0),COLORBLUE;DRAWICON(CROSS(D,中),中,13);DRAWICON(CROSS(中,力道),力道,2);LIJINDIF:=(EMA(CLOSE,13)-EMA(CLOSE,24));LIJINDEA:=(EMA(LIJINDIF,6));LIJINMACD:=(LIJINDIF-LIJINDEA)*3;红线:=IF(LIJINMACD>=0&&LIJINMACD>REF(LIJINMACD,1),中,DRAWNULL);青线:=IF(LIJINMACD>=0&&LIJINMACD<REF(LIJINMACD,1),中,DRAWNULL);粉线:=IF(LIJINMACD<0&&LIJINMACD>=REF(LIJINMACD,1),中,DRAWNULL);蓝线:=IF(LIJINMACD<0&&LIJINMACD<REF(LIJINMACD,1),中,DRAWNULL);STICKLINE(红线,200,250,1,0),COLORRED,LINETHICK1;STICKLINE(青线,200,250,1,0),COLORCYAN,LINETHICK1;STICKLINE(粉线,200,250,1,0),COLORMAGENTA,LINETHICK1;STICKLINE(蓝线,200,250,1,0),COLORBLUE,LINETHICK1;

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