通达信VCP形态公式 源码附图
VCP形态的英文”Volatility Contraction Pattern”的缩写,意思是“波动收缩形态”。VCP形态是全美交易冠军马克·米勒维尼的核心交易模式之一,在其著作《股票魔法师》中有详细介绍。
马克·米勒维尼把VCP形态比喻为湿毛巾,拧过一次后仍含水,重新拧一下,又挤出一些。继续拧紧毛巾,每次挤出的水越来越少,最后毛巾变干变轻。VCP每一次收缩,股价变得“更加紧实”,意味着供给减少,就像毛巾被拧干。经历几次收缩后,股票变得更轻,比之前有大量供给时更容易向一个方向移动。
SL:=EMA(EMA(SLOPE(C,10)*5+C,10),2);
DI:=REF(SL,1)<REF(SL,2) AND REF(SL,1)<SL;
DING:=REF(SL,1)>REF(SL,2) AND REF(SL,1)>SL;
TDI1:=BARSLAST(DI)+1;
TDI2:=SUMBARS(DI,2);
TDI3:=SUMBARS(DI,3);
TDI4:=SUMBARS(DI,4);
DINGH1:=FINDHIGH(H,TDI1,TDI2-TDI1,1);
DINGH2:=FINDHIGH(H,TDI2,TDI3-TDI2,1);
DINGH3:=FINDHIGH(H,TDI3,TDI4-TDI3,1);
TDING1:=BARSLAST(DING)+1;
TDING2:=SUMBARS(DING,2);
TDING3:=SUMBARS(DING,3);
DIL1:=FINDLOW(L,TDING1,TDING2-TDING1,1);
DIL2:=FINDLOW(L,TDING2,TDING3-TDING2,1);
DL:=FINDLOW(L,1,TDING1,1);
MAXH:=MAX(DINGH1,MAX(DINGH2,DINGH3));
MINH:=MIN(DINGH1,MIN(DINGH2,DINGH3));
A1:=(MAXH-MINH)/MINH*100<5;
A2:=(DIL1-DIL2)/DIL2*100>-2 AND DL>DIL1;
A3:=H=HHV(H,20) AND C>O;
AA:=A1 AND A2 AND A3;
XG:=FILTER(AA,20);
DRAWICON(XG,L,1);
STICKLINE(XG,H,L,0,0),COLORYELLOW;
STICKLINE(XG,O,C,3,0),COLORYELLOW;