VCP pattern程式碼

 // VCP pattern（根據Minervini參數）

//目標是輕鬆找到緊縮到足以吸引購買的VCP pivot

//可調參數//////////////////////////////////////////////// /

{

Timeframe = 252； //一年內的交易。尋找成長股，通常是從新的ATH(all time high)開始

//上述概念也傾向於淘汰上方過多壓力overhead supply

VolTf= 50; // 50天的平均交易量（類似於大多數受IBD啟發的圖表）

//大多數良好的底部最多只能回撤30％。即使底部更深，也可能不是一個好選擇

//cheat pivots（3C patterns）會很接近底部

BaseLowerLimit= 0.7;

//Pivot length。最後一次收縮需要多長時間才能合格？

//如果再加上供應枯竭(dry-up)，三天可能是絕對最少的時間

PivotLength= 5;

//Pivot的寬度多大才算得上Pivot？ 6％似乎是高質量最終收縮的最佳選擇

//上限為10％

PVLimit= 0.10;

}

Ticker= Name（）;

//過濾參數////////////////////////////////////////

{

//股票不應該再創新高，而是要接近新高

//基準的初始修正必須小於30％，但在動盪或熊市中可能會更大

//基本價格

//找到時間範圍內的最高價格

HighPrice = HHV(Cur , Timeframe);

//確保當前價格仍在基準範圍內，而在下方則不要過高

NearHigh  = Cur < HighPrice AND Cur  > BaseLowerLimit * HighPrice;

//平均交易量正在減少

//交易量必須收縮和/或低於平均水平，最好兩者都確保供應確實枯竭

//使用典型的50天平均值

Vma = MA(V, VolTf);//Volume moving average

//平均交易量線性回歸的負斜率應表明供應趨勢

VolSlope = LinRegSlope(Vma, VolTf);

//如果斜率為負，則交易量確實在減少

VolDecreasing = VolSlope < 0;

//Pivot質量

//最近幾天必須嚴格，<10％，如果可能的話，最好是小於6％，以便獲得緊密的進場點

//止損

//Pivot的高點應該在Pivot形成的第一天才能真正收縮

//低點可以出現在Pivot的任何位置

PivotHighPrice  = HHV(High, PivotLength);

//

SYNTAX	hhv( ARRAY, periods )
RETURNS	ARRAY
FUNCTION	Calculates the highest value in the ARRAY over the preceding periods (periods includes the current day). HHV accepts periods parameter that can be constant as well as time-variant (array).
EXAMPLE	The formula "hhv( close, 4)" returns the highest closing price over the preceding four periods; "hhv( high, 8)" returns the highest high price over the preceding eight periods.

PivotLowPrice  = LLV(Low, PivotLength);

//

SYNTAX	llv( ARRAY, periods )
RETURNS	ARRAY
FUNCTION	Calculates the lowest value in the ARRAY over the preceding periods (periods includes the current day). The function accepts periods parameter that can be constant as well as time-variant (array).
EXAMPLE	The formula "llv( close, 14 )" returns the lowest closing price over the preceding 14 periods.

PivotWidth     = (PivotHighPrice - PivotLowPrice)/Cur;

PivotStartHP   = Ref(High, -PivotLength +1);

//

SYNTAX	Ref( ARRAY, period )
RETURNS	ARRAY
FUNCTION	References a previous or subsequent element in a ARRAY. A positive period references "n" periods in the future; a negative period references "n" periods ago. The function accepts periods parameter that can be constant as well as time-variant (array).
EXAMPLE	The formula "ref( CLOSE, -14 )" returns the closing price 14 periods ago. Thus, you could write the 14-day price rate-of-change (expressed in points) as "C - ref( C, -14 )." The formula "ref( C, 12 )" returns the closing price 12 periods ahead (this means looking up the future)

IsPivot        = PivotWidth < PVLimit AND PivotHighPrice == PivotStartHP;

//現在，確保Pivot區域中的交易量確實變枯竭

//將初始值設置為true

VolDryUp = True;

//遍歷PivotLength天並確保交易量低於平均水平

for (i = 0; i < PivotLength; i++)

    VolDryup = VolDryup AND Ref(V, -i) < Ref(Vma, -i);

}

//過濾結果/////////////////////////////////////////////

Filter = NearHigh AND VolDecreasing AND IsPivot AND VolDryUp;

// EOF