筹码分布熵值策略

{******************************************************* ** 公式名称：筹码分布熵值策略 ** 公式 ID：119 ** 创建日期：2026-06-09 ** 作者：Q1 (qclaw) ** ** 策略说明： ** 利用信息熵理论分析筹码分布的混乱度，识别主力吸筹/派发阶段。 ** - 熵值下降：筹码从分散→集中（主力吸筹） ** - 熵值上升：筹码从集中→分散（主力派发） ** ** 买卖信号： ** 买入：熵值高位下降 + 价格突破20日均线 ** 卖出：熵值低位上升 + 价格跌破20日均线 ** ** 验收状态：R01-R07 全部通过 *******************************************************} N:=10; {价格区间数量} LEN:=60; {筹码分布计算周期} {===== 1. 计算价格区间边界 =====} PRICE_LOW:=LLV(LOW, LEN); {N周期内最低价} PRICE_HIGH:=HHV(HIGH, LEN); {N周期内最高价} INTERVAL:=(PRICE_HIGH-PRICE_LOW)/N; {每个区间的宽度} {===== 2. 计算每个区间的筹码占比 =====} {由于通达信限制，使用10个关键价格点近似计算} P1:=PRICE_LOW+INTERVAL*0.5; P2:=PRICE_LOW+INTERVAL*1.5; P3:=PRICE_LOW+INTERVAL*2.5; P4:=PRICE_LOW+INTERVAL*3.5; P5:=PRICE_LOW+INTERVAL*4.5; P6:=PRICE_LOW+INTERVAL*5.5; P7:=PRICE_LOW+INTERVAL*6.5; P8:=PRICE_LOW+INTERVAL*7.5; P9:=PRICE_LOW+INTERVAL*8.5; P10:=PRICE_LOW+INTERVAL*9.5; {每个价格点的获利盘比例} WP1:=WINNER(P1); WP2:=WINNER(P2); WP3:=WINNER(P3); WP4:=WINNER(P4); WP5:=WINNER(P5); WP6:=WINNER(P6); WP7:=WINNER(P7); WP8:=WINNER(P8); WP9:=WINNER(P9); WP10:=WINNER(P10); {每个区间的筹码占比（近似）} DIST1:=WP1; DIST2:=WP2-WP1; DIST3:=WP3-WP2; DIST4:=WP4-WP3; DIST5:=WP5-WP4; DIST6:=WP6-WP5; DIST7:=WP7-WP6; DIST8:=WP8-WP7; DIST9:=WP9-WP8; DIST10:=WP10-WP9; {===== 3. 计算信息熵 H = -Σ(p_i * ln(p_i)) =====} {通达信无LN函数，使用LOG(P)/LOG(EXP(1))近似} LN_E:=LOG(2.718281828); ENTROPY:=0; ENTROPY:=ENTROPY - IF(DIST1>0.001, DIST1*LOG(DIST1)/LN_E, 0); ENTROPY:=ENTROPY - IF(DIST2>0.001, DIST2*LOG(DIST2)/LN_E, 0); ENTROPY:=ENTROPY - IF(DIST3>0.001, DIST3*LOG(DIST3)/LN_E, 0); ENTROPY:=ENTROPY - IF(DIST4>0.001, DIST4*LOG(DIST4)/LN_E, 0); ENTROPY:=ENTROPY - IF(DIST5>0.001, DIST5*LOG(DIST5)/LN_E, 0); ENTROPY:=ENTROPY - IF(DIST6>0.001, DIST6*LOG(DIST6)/LN_E, 0); ENTROPY:=ENTROPY - IF(DIST7>0.001, DIST7*LOG(DIST7)/LN_E, 0); ENTROPY:=ENTROPY - IF(DIST8>0.001, DIST8*LOG(DIST8)/LN_E, 0); ENTROPY:=ENTROPY - IF(DIST9>0.001, DIST9*LOG(DIST9)/LN_E, 0); ENTROPY:=ENTROPY - IF(DIST10>0.001, DIST10*LOG(DIST10)/LN_E, 0); {===== 4. 熵值标准化（0-1之间）======} MAX_ENTROPY:=LOG(N)/LN_E; {最大熵值（均匀分布）} NORM_ENTROPY:=ENTROPY/MAX_ENTROPY; {归一化熵值，0=集中，1=分散} {===== 5. 熵值变化趋势 =====} ENTROPY_MA:=MA(NORM_ENTROPY, 5); {熵值平滑} ENTROPY_CHANGE:=NORM_ENTROPY - REF(NORM_ENTROPY, 1); {熵值变化} ENTROPY_TREND:=ENTROPY_CHANGE > 0; {熵值上升趋势} {===== 6. 价格趋势确认 =====} MA20:=MA(CLOSE, 20); PRICE_UP:=CLOSE > MA20 AND MA20 > REF(MA20, 1); {价格向上} PRICE_DOWN:=CLOSE < MA20 AND MA20 < REF(MA20, 1); {价格向下} {===== 7. 买卖信号 =====} {买入信号：熵值从高位下降（主力吸筹完成）+ 价格突破} BUY_SIGNAL:=CROSS(NORM_ENTROPY, 0.7) = 0 AND NORM_ENTROPY < 0.5 AND REF(NORM_ENTROPY, 5) > 0.7 AND PRICE_UP; {卖出信号：熵值从低位上升（主力开始派发）+ 价格跌破} SELL_SIGNAL:=CROSS(0.3, NORM_ENTROPY) = 0 AND NORM_ENTROPY > 0.6 AND REF(NORM_ENTROPY, 5) < 0.3 AND PRICE_DOWN; {===== 8. 输出信号 =====} BUY: BUY_SIGNAL; SELL: SELL_SIGNAL; {===== 9. 可视化 =====} DRAWTEXT(BUY, LOW*0.98, '买'), COLORRED; DRAWTEXT(SELL, HIGH*1.02, '卖'), COLORGREEN; {熵值曲线} ENTROPY_LINE:NORM_ENTROPY, COLORWHITE, LINETHICK2; HIGH_LINE:0.7, COLORYELLOW, LINETHICK1; LOW_LINE:0.3, COLORCYAN, LINETHICK1; {===== 10. 辅助指标 =====} CHIP_CONCENTRATION:1-NORM_ENTROPY, COLORMAGENTA, LINETHICK1; {筹码集中度}