#179
momentum
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OsMA动量振荡策略
研究报告
{=================== OsMA动量振荡策略 ===================}
{公式名称：OsMA动量振荡策略}
{作者：QClaw}
{日期：2026-06-09}
{版本：1.0}
N1 := 12; {快线周期}
N2 := 26; {慢线周期}
M := 9; {信号线周期}
{计算EMA}
EMA12 := EMA(CLOSE, N1);
EMA26 := EMA(CLOSE, N2);
{计算MACD}
DIF := EMA12 - EMA26;
DEA := EMA(DIF, M);
{OsMA = MACD - Signal}
OsMA := DIF - DEA;
{OsMA柱状线}
OsMA_Bar := OsMA;
{零轴突破信号}
ZeroBreakUp := CROSS(OsMA, 0);
ZeroBreakDown := CROSS(0, OsMA);
{柱状线放大（动量增强）}
MomentumUp := OsMA > REF(OsMA, 1) AND OsMA > 0;
MomentumDown := OsMA < REF(OsMA, 1) AND OsMA < 0;
{背离检测（价格新高但OsMA未新高）}
PriceHigh := HHV(HIGH, 20);
OsMA_High := HHV(OsMA, 20);
BearishDivergence := HIGH = PriceHigh AND OsMA < OsMA_High;
PriceLow := LLV(LOW, 20);
OsMA_Low := LLV(OsMA, 20);
BullishDivergence := LOW = PriceLow AND OsMA > OsMA_Low;
{买入信号}
BuySignal := ZeroBreakUp OR (BullishDivergence AND OsMA > 0);
{卖出信号}
SellSignal := ZeroBreakDown OR (BearishDivergence AND OsMA < 0);
{加仓信号：OsMA柱状线持续放大}
AddPosition := MomentumUp AND REF(MomentumUp, 1);
{止损信号：OsMA快速下降}
StopLoss := OsMA < REF(OsMA, 1) * 0.5 AND OsMA < 0;
{绘制OsMA柱状图}
STICKLINE(OsMA >= 0, 0, OsMA, 2, 0), COLORRED;
STICKLINE(OsMA < 0, 0, OsMA, 2, 0), COLORGREEN;
{绘制零轴}
ZERO: 0, COLORYELLOW, LINETHICK1;
{绘制信号线}
DIF_LINE: DIF, COLORWHITE, LINETHICK1;
DEA_LINE: DEA, COLORYELLOW, LINETHICK1;
{交易信号标记}
DRAWICON(BuySignal, OsMA * 1.2, 1);
DRAWICON(SellSignal, OsMA * 0.8, 2);
DRAWICON(AddPosition, OsMA * 1.2, 23);
DRAWICON(StopLoss, OsMA * 0.8, 12);
{文字提示}
DRAWTEXT(BuySignal, OsMA * 1.3, '买'), COLORYELLOW;
DRAWTEXT(SellSignal, OsMA * 0.7, '卖'), COLORGREEN;
DRAWTEXT(BullishDivergence, OsMA * 1.3, '底背离'), COLORRED;
DRAWTEXT(BearishDivergence, OsMA * 0.7, '顶背离'), COLORGREEN;
{参数设置}
N1, 5, 30, 12;
N2, 10, 50, 26;
M, 5, 20, 9;
{================== 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
46.9%
平均收益
11.40%
夏普比率
0.17
最大回撤
-27.1%
按市场状态分段表现
暂无市场状态数据