#178
breakout
免费
线性回归通道突破策略
研究报告
{=================== 线性回归通道突破策略 ===================}
{公式名称：线性回归通道突破策略}
{作者：QClaw}
{日期：2026-06-09}
{版本：1.0}
N := 20; {线性回归周期}
M := 2; {通道倍数}
{计算线性回归}
Slope := LINREGSLOPE(CLOSE, N);
Intercept := LINREGINTERCEPT(CLOSE, N);
LinearReg := Intercept + Slope * (N - 1);
{计算标准差通道}
StdDev := STD(CLOSE, N);
UpperChannel := LinearReg + M * StdDev;
LowerChannel := LinearReg - M * StdDev;
{价格位置}
PricePosition := (CLOSE - LowerChannel) / (UpperChannel - LowerChannel) * 100;
{买入信号：价格从下向上突破中轨}
BuySignal := CROSS(CLOSE, LinearReg) AND Slope > 0;
{卖出信号：价格从上向下跌破中轨}
SellSignal := CROSS(LinearReg, CLOSE) AND Slope < 0;
{突破上轨加仓信号}
AddPosition := CLOSE > UpperChannel AND REF(CLOSE, 1) <= UpperChannel;
{止损信号：价格跌破下轨}
StopLoss := CLOSE < LowerChannel;
{输出信号}
DRAWICON(BuySignal, LOW * 0.98, 1);
DRAWICON(SellSignal, HIGH * 1.02, 2);
DRAWICON(AddPosition, LOW * 0.98, 23);
DRAWICON(StopLoss, HIGH * 1.02, 12);
{绘制通道}
LINESTREG: LinearReg, COLORWHITE, LINETHICK2;
UPPER: UpperChannel, COLORGREEN, LINETHICK1;
LOWER: LowerChannel, COLORRED, LINETHICK1;
{填充通道区域}
FILLRGN(UpperChannel, LowerChannel, Slope > 0), COLORRGB(0, 100, 0);
FILLRGN(UpperChannel, LowerChannel, Slope < 0), COLORRGB(100, 0, 0);
{交易提示文字}
DRAWTEXT(BuySignal, LOW * 0.96, '买'), COLORYELLOW;
DRAWTEXT(SellSignal, HIGH * 1.04, '卖'), COLORGREEN;
DRAWTEXT(AddPosition, LOW * 0.96, '加'), COLORYELLOW;
DRAWTEXT(StopLoss, HIGH * 1.04, '止损'), COLORRED;
{风险警示}
RiskWarning := PricePosition > 80 OR PricePosition < 20;
DRAWTEXT(RiskWarning, HIGH * 1.06, '风险'), COLORRED;
{参数设置}
N, 5, 60, 20;
M, 1, 5, 2;
{================== 风险提示（修复R04） ==================}
{1. 本公式仅供参考，不构成投资建议}
{2. 任何策略在极端行情下都可能失效}
{3. 建议组合使用，单一策略风险较高}
{4. 历史回测不代表未来收益}
{5. 实际使用需结合市场环境和其他指标}
{6. 投资有风险，入市需谨慎}
{================== 回测数据（修复R07） ==================}
{待真实回测验证 — 回测参数：沪深300成分股，2023-01-01至今，持有周期10日}
{预计胜率：待验证}
{预计总收益率：待验证}
{预计最大回撤：待验证}
{夏普比率：待验证}
{交易次数：待验证}
回测统计
胜率
---
平均收益
---
夏普比率
待验证
最大回撤
-0.0%
按市场状态分段表现
暂无市场状态数据