这是一个基于Level-2数据的资金流向分析指标。
功能:
指标通过Level-2数据,将市场委托单按金额大小分类为“超大单”、“大单”、“中单”、“小单”,并分别计算其净买入(B)与净卖出(S)的差值,形成“净流入”数据。核心功能是可视化展示不同资金级别的当日净流向。
使用:
1. 图表展示:在主图或副图区域,以不同颜色的柱状图直观显示“净流入”、“超大单”、“大单”、“中单”、“小单”的净额。红色代表净流入(买入>卖出),绿色代表净流出(卖出>买入)。柱体高度代表净额大小。
2. 数值显示:在图表固定位置精确显示各项净额的数值。
3. 资金对比:通过左右对比的色块图,展示总买入资金与总卖出资金的占比情况。
4. 大单分析:额外显示基于成交的大单买入与卖出成交量占比。
要点:
指标依赖Level-2行情数据,无此数据则无法正常显示。
主要用于观察当日主力资金(超大单、大单)与散户资金(中单、小单)的动向及合力情况。
通过对比不同级别资金的流向,辅助判断资金推动的强度和性质。
超B:=L2_AMO(0,2)/10000.0;
大B:=L2_AMO(1,2)/10000.0;
中B:=L2_AMO(2,2)/10000.0;
小B:=L2_AMO(3,2)/10000.0;
超S:=L2_AMO(0,3)/10000.0;
大S:=L2_AMO(1,3)/10000.0;
中S:=L2_AMO(2,3)/10000.0;
小S:=L2_AMO(3,3)/10000.0;
TESTSKIP(NOT(超B OR 大B OR 中B OR 小B OR 超S OR 大S OR 中S OR 小S)!=0);
净流入:=(超B+大B+中B+小B)-(超S+大S+中S+小S),NODRAW;
超大单:=(超B)-(超S);
大单:=(大B)-(大S);
中单:=(中B)-(中S);
小单:=(小B)-(小S);
DAZHI:=CONST(MAX(ABS(净流入),MAX(ABS(超大单),MAX(ABS(大单),MAX(ABS(中单),ABS(小单)))))),NODRAW;
DRAWRECTREL(530,CONST(800-(ABS(净流入)*500/DAZHI)),570,800,IF(CONST(净流入)>0,RGB(255,0,0),RGB(0,250,50))),NODRAW;
DRAWRECTREL(620,CONST(800-(ABS(超大单)*500/DAZHI)),660,800,IF(CONST(超大单)>0,RGB(250,0,0),RGB(0,250,50)));
DRAWRECTREL(720,CONST(800-(ABS(大单)*500/DAZHI)),760,800,IF(CONST(大单)>0,RGB(255,0,0),RGB(0,250,50)));
DRAWRECTREL(820,CONST(800-(ABS(中单)*500/DAZHI)),860,800,IF(CONST(中单)>0,RGB(255,0,0),RGB(0,250,50)));
DRAWRECTREL(910,CONST(800-(ABS(小单)*500/DAZHI)),950,800,IF(CONST(小单)>0,RGB(255,0,0),RGB(0,250,50)));
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.505,0.89,0,'净流入'),COLORYELLOW,NODRAW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.615,0.89,0,'超大单'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.720,0.89,0,'大单'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.820,0.89,0,'中单'),COLORYELLOW;
DRAWTEXT_FIX(CURRBARSCOUNT=1,0.910,0.89,0,'小单'),COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.521,0.050,0,CEILING(净流入)),COLORYELLOW,NODRAW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.615,0.050,0,CEILING(超大单)),COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.716,0.050,0,CEILING(大单))COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.816,0.050,0,CEILING(中单))COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.914,0.050,0,CEILING(小单))COLORYELLOW;
大宗进:=(超B)+(大B),NODRAW;
大宗出:=(超S)+(大S),NODRAW;
非大宗进:=(中B)+(小B),NODRAW;
非大宗出:=(中S)+(小S),NODRAW;
总流入比:=(超B+大B+中B+小B)/(超B+大B+中B+小B+超S+大S+中S+小S)*100,NODRAW;
总流出比:=(超S+大S+中S+小S)/(超B+大B+中B+小B+超S+大S+中S+小S)*100,NODRAW;
大宗进限制:=IF((超B+大B)=0,0,大宗进),NODRAW;
大宗出限制:=IF((超S+大S)=0,0,大宗出),NODRAW;
非大宗进限制:=IF(中B+小B=0,0,非大宗进),NODRAW;
非大宗出限制:=IF(中S+小S=0,0,非大宗出),NODRAW;
资金流向买:=大宗进限制+非大宗进限制;
资金流向卖:=大宗出限制+非大宗出限制;
流入比:=净流入*1000000/AMOUNT,NODRAW;
大宗净流入:=(超B+大B)-(超S+大S),NODRAW;
大宗流入比:=大宗净流入*1000000/AMOUNT,NODRAW;
DRAWRECTREL(70,380,420,600,RGB(0,250,50));
DRAWRECTREL(70,380,255,600,RGB(0,250,50));
DRAWRECTREL(70,380,70+CONST(总流入比*380/100),600,RGB(255,0,0));
DRAWTEXT_FIX(1,0.01,0.5,0,STRCAT(STRCAT(' ',CON2STR(资金流向买,0)),' ')),COLORYELLOW;
DRAWTEXT_FIX(1,0.425,0.5,0,STRCAT(STRCAT(' ',CON2STR(资金流向卖,0)),' ')),COLORYELLOW;
大单流入:=(超B+大B)/(超B+大B+超S+大S)*100,NODRAW;
大单流入限制:=IF((超B+大B+超S+大S)=0,0,大单流入);
{大单流出比:=(超S+大S)/(超B+大B+超S+大S)*100,NODRAW;
大单流出限制:=IF((超B+大B+超S+大S)=0,0,大单流出比);}
大单买比:=LARGEINTRDVOL*100/(LARGEINTRDVOL+LARGEOUTTRDVOL),NODRAW;
大单卖比:=LARGEOUTTRDVOL*100/(LARGEINTRDVOL+LARGEOUTTRDVOL),NODRAW;
DRAWTEXT_FIX(1,0.01,0.35,0,STRCAT(STRCAT('买 ',CON2STR(大单买比,0)),' ')),COLORYELLOW;
DRAWTEXT_FIX(1,0.43,0.35,0,STRCAT(STRCAT('卖 ',CON2STR(大单卖比,0)),' ')),COLORYELLOW;
DRAWNUMBER_FIX(CURRBARSCOUNT=1,0.220,0.150,0,(净流入)),COLORYELLOW;