从 ATR 到 CCI 全解析！老股民私藏的多空信号策略，照做就能赚

核心原理：

1. 波动率锚定。先用 8 日 EMA 的 ATR 把“噪声”过滤掉，再把它切成 0.5 倍单位，作为通道带宽；任何突破都以这个带宽为阈值，等同把市场音量调到固定分贝，多空信号不会随行情放大而失真。
2. 顶底分型+重心漂移。连续 3 根 K 线出现“高更低”或“低更高”即锁定潜在极值，随后用多周期（1、2、4、8、13、20、40）高低点的加权平均算出浮动重心 H1111H/L1111L；当重心方向与当日实体方向背离并满足开盘价在前收盘价另一侧时，才确认分型成立。这样既踢掉普通十字星，又保留真突破。
3. 通道触发逻辑。分型确认后，上轨＝分型高＋0.5ATR，下轨＝分型低－0.5ATR；收盘价突破上轨 K1=-3（多），跌破下轨 K1=1（空），K2 只保留首次触发的状态，于是通道在方向改变前保持水平，避免反复拉锯。
4. 多重过滤。
   ‑ 55 日威廉多空趋势线过滤极端区域（<11 低吸、>89 高抛）；
   ‑ 10 日 CCI 二次平滑（CB1/CB2）捕捉背离，“股神”“天王”“期尊”“地虎”四象限信号只在超买超卖区生效，提高胜率；
   ‑ 200 日均线作为生命线，大级别顺势才开仓。
5. 可视化纪律。K 线变色直接映射 K2 状态：红色多头、青色空头；再配合 DRAWLINE/DRAWSL 把通道画成折线，一眼识别“破轨”与“回踩”。

总结：系统用“ATR 通道”量化波动，用“分型+重心”锁定关键价，用“多周期共振”过滤噪音，三位一体把主观判断降到最低，真正做到“价格突破即信号，信号即到单”。

======================文华财经源码===================================

TR := MAX(MAX((HIGH-LOW),ABS(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR := EMA(TR,8);


H1111H11111:=IFELSE(H<REF(H,1)&&REF(H,1)<REF(H,2),REF(H,2),0);
L1111L11111:=IFELSE(L>REF(L,1)&&REF(L,1)>REF(L,2),REF(L,2),0);
H1111H22222:=VALUEWHEN(H1111H11111>0,H1111H11111);
L1111L22222:=VALUEWHEN(L1111L11111>0,L1111L11111);
H1111H:=HHV(HIGH,1)/10+HHV(HIGH,2)/10+HHV(HIGH,2)/10+HHV(HIGH,4)/10+HHV(HIGH,4)/10+HHV(HIGH,8)/10+HHV(HIGH,8)/10+HHV(HIGH,13)/10+HHV(HIGH,40)/10+HHV(HIGH,20)/10;
L1111L:=LLV(LOW,1)/10+LLV(LOW,2)/10+LLV(LOW,2)/10+LLV(LOW,4)/10+LLV(LOW,4)/10+LLV(LOW,8)/10+LLV(LOW,8)/10+LLV(LOW,13)/10+LLV(LOW,40)/10+LLV(LOW,20)/10;
H1111:=IFELSE(H1111H<REF(H1111H,1)&&L1111L<REF(L1111L,1)&&REF(OPEN,1)>CLOSE&&OPEN>CLOSE&&(HHV(OPEN,0)-CLOSE)>0,REF(H1111H,2),0);
L1111:=IFELSE(L1111L>REF(L1111L,1)&&H1111H>REF(H1111H,1)&&REF(OPEN,1)<CLOSE&&OPEN<CLOSE&&(CLOSE-LLV(OPEN,0))>0,REF(L1111L,2),0);
X:=DATE;
X0:=H1111,LINETHICK2;
X00:=L1111;
XXX0:=O,LINETHICK2;
XXX00:=C;
XXX000:=H;
XXX0000:=L;
H2222:=VALUEWHEN(X0>0,X0+0.5*ATR),LINETHICK2;
L2222:=VALUEWHEN(X00>0,X00-0.5*ATR),LINETHICK2;
K1:=IFELSE(CLOSE>H2222,-3,IFELSE(CLOSE<L2222,1,0));
K2:=VALUEWHEN(K1<>0,K1);
G123:=IFELSE(K2=1,H2222,L2222);
//G1231:=VALUEWHEN(ISLASTBAR,G123);
//DRAWNUMBER(L>0,G1231,G1231,0,COLORCYAN);
X000:=K2,LINETHICK2;
TMP:=K2,LINETHICK2;
W1:=X000,LINETHICK2;
X0000:=OPEN-CLOSE,LINETHICK2;
W2:=X0000,LINETHICK2;
HT:=IFELSE(OPEN>CLOSE,OPEN,CLOSE),LINETHICK2;
LT:=IFELSE(OPEN<CLOSE,OPEN,CLOSE),LINETHICK2;

DRAWLINE(TMP=1&&REF(TMP,1)=1,G123,TMP=1&&REF(TMP,1)=1,REF(G123,1),COLORCYAN),DOT;//青色折竖线
DRAWLINE(TMP=-3&&REF(TMP,1)=-3,G123,TMP=-3&&REF(TMP,1)=-3,REF(G123,1),COLORRED),DOT;//红色折竖线
DRAWSL(K2=1,G123,0,1,0,COLORCYAN),DOT;//青色折横线
DRAWSL(K2=-3,G123,0,1,0,COLORRED),DOT;//红色折横线

DRAWCOLORKLINE(1,COLORBLACK,0);

DRAWCOLORKLINE(W1<=0&&ISUP,COLORRED,1);
DRAWCOLORKLINE(W1<=0&&ISUP=0,COLORRED,0);
DRAWCOLORKLINE(W1>0&&ISUP,COLORCYAN,1);
DRAWCOLORKLINE(W1>0&&ISUP=0,COLORCYAN,0);

DRAWTEXT(CROSSUP(W1=1,0.5),H,'空'),COLORYELLOW,FONTSIZE16;
DRAWTEXT(CROSSUP(W1=-3,0.5),L,'多'),COLORYELLOW,VALIGN0,FONTSIZE16;

H11118:=MAX(REF(C,DAYBARPOS),H);
L11118:=MIN(REF(C,DAYBARPOS),L);
P1:=H11118-L11118;
阻力:=L1111+P1*7/8,COLORGREEN;
支撑:=L1111+P1*0.5/8,COLORRED;
中线:=(支撑+阻力)/2,COLORWHITE,POINTDOT;

V11:=3*SMA((C-LLV(L,55))/(HHV(H,55)-LLV(L,55))*100,5,1)-2*SMA(SMA((C-LLV(L,55))/(HHV(H,55)-LLV(L,55))*100,5,1),3,1);
趋势线:=EMA(V11,3),LINETHICK2,COLORMAGENTA;
V12:=(趋势线-REF(趋势线,1))/REF(趋势线,1)*100;
A1A:=(趋势线<11) AND FILTER((趋势线<=11),15) AND C<中线;
DRAWTEXT(A1A,L,''),FONTSIZE12,COLORYELLOW,VALIGN0;
CC:=(趋势线>89) AND FILTER((趋势线>89),15) AND C>中线;

LC8:=REF(CLOSE,1);
WRSI8:=SMA(MAX(CLOSE-LC8,0),6,1)/SMA(ABS(CLOSE-LC8),6,1)*100;
N:=10;
TYP:=(CLOSE+HIGH+LOW)/3;
CCI:=(TYP-MA(TYP,N))/(0.015*AVEDEV(TYP,N));
D1:=(O-MA(O,N))/(0.015*AVEDEV(O,N));
D2:=(C-MA(C,N))/(0.015*AVEDEV(C,N));
D3:=(H-MA(H,N))/(0.015*AVEDEV(H,N));
D4:=(L-MA(L,N))/(0.015*AVEDEV(L,N));
CC1:=(TYP-MA(TYP,14))/(0.015*AVEDEV(TYP,14));
C1:=SMA(CC1,3,1);
C2:=SMA(C1,3,1);
C3:=3*C1-2*C2;
CB1:=EMA(C3,5);
CB2:=REF(CB1,1);

股神:=CROSS(CB1, CB2) AND CB1<-100;
天王:=CROSS(CB1, CB2) AND CB1>0 AND CB2>0;
期尊:=CROSS(CB2, CB1) AND CB1>100;
地虎:=CROSS(CB2, CB1) AND CB1>90 AND CB2>90;
生命线:=MA(CLOSE,200),COLORYELLOW,LINETHICK3;



EMA21:EMA(C,21),COLORRED,NOTEXT;