王冠杰 2007-1-7 13:18
【成交分析】(飞狐)
【成交分析】(飞狐、分析家5.0)
〈成交分析飞狐板〉在不是分笔主图时可作为量图便用，省去来回调用指标。
另外在开盘的头10分种内：飞狐的和分析家5.0由于图面周期数不够，解盘数据不能正常显示。可看
顶上的指标拦。
分析多处用到委托盘。飞狐补分笔不补委托盘，但不改变买卖盘性质。发的飞狐图因上午出错跳出
不要用这图作对照。
现在的分笔数据是3秒钟内合成数不会是精确数，只能体现总体情况作为参考。
{成交分析 飞狐}
input:n(15,1,100);
DRAWGBK(C>0,COLORRGB(80,100,120),0,1);
V1:=TIME;
a1:=COUNT(BARSCOUNT(C)=1 and time<102000 ,0 );
开盘分:=if(V1<130000,(FLOOR(V1/10000)-9.5)*60+(FLOOR(V1/100)-100*FLOOR(V1/10000)),
(FLOOR(V1/10000)-11)*60+(FLOOR(V1/100)-100*FLOOR(V1/10000)));
V1:=TIME;
a1:=COUNT(BARSCOUNT(C)=1 and time<102000 ,0 );
开盘分:=if(V1<130000,(FLOOR(V1/10000)-9.5)*60+(FLOOR(V1/100)-100*FLOOR(V1/10000)),
(FLOOR(V1/10000)-11)*60+(FLOOR(V1/100)-100*FLOOR(V1/10000)));
aa:=BARSCOUNT(C);
人气:=if(a1>0,aa/开盘分,aa/(开盘分-60));
fsbs:=BARSCOUNT(CLOSE);
e:=BARSCOUNT(C)=SYSPARAM(2);
a:=BARSLAST(e);
总:=hhv(v,a);
DRAWTEXT(BARSTATUS=2,总,'成交分析 '),LINETHICK9,Coloryellow,ALIGN2;
DRAWTEXT(BARSTATUS=2,总,' '+STKLABEL+' '+STKNAME+' '+NUMTOSTR(date,0)+' '),LINETHICK6,ColorFFFF80,ALIGN2;yy:=DATE;
yy1:=WEEKDAY;
DRAWTEXT(BARSTATUS=2 and yy1=5,总,'星期五 '),LINETHICK6,COLORffef40,ALIGN2;
DRAWTEXT(BARSTATUS=2 and yy1=4,总,'星期四 '),LINETHICK6,COLORffef40,ALIGN2;
DRAWTEXT(BARSTATUS=2 and yy1=3,总,'星期三 '),LINETHICK6,COLORffef40,ALIGN2;
DRAWTEXT(BARSTATUS=2 and yy1=2,总,'星期二 '),LINETHICK6,COLORffef40,ALIGN2;
DRAWTEXT(BARSTATUS=2 and yy1=1,总,'星期一 '),LINETHICK6,COLORffef40,ALIGN2;
Var1:=IF(BUYVOL<=REF(ASKVOL(1),1) AND CLOSE=REF(ASKPRICE(1),1),BUYVOL,0);
Var2:=IF(BUYVOL<=(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)) AND CLOSE=REF(ASKPRICE(2),1),BUYVOL,0);
Var3:=IF(BUYVOL<=(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1)) AND CLOSE=REF(ASKPRICE(3),1),BUYVOL,0);
Var3A:=IF(BUYVOL>(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1)) AND REF(ASKPRICE(3),1)>0 AND CLOSE>REF(ASKPRICE(3),1),BUYVOL,0);
Var41:=IF(CLOSE<REF(ASKPRICE(1),1) AND REF(BIDVOL(1),1)>0 AND REF(ASKVOL(1),1)>0,BUYVOL,0);
Var42:=IF((BUYVOL>REF(ASKVOL(1),1) AND CLOSE=REF(ASKPRICE(1),1) AND REF(BIDVOL(1),1)>0){ or (CLOSE<REF(ASKPRICE(1),1) AND REF(BIDVOL(1),1)>0 AND REF(ASKVOL(1),1)>0)},BUYVOL,0);
Var42a:=IF(Var42>0,Var42-REF(ASKVOL(1),1),0);
Var4b:=Var41+Var42a;
Var4:=Var41+Var42;
Var51:=IF(BUYVOL>REF(ASKVOL(1),1) AND CLOSE>REF(ASKPRICE(1),1) AND CLOSE<REF(ASKPRICE(2),1),BUYVOL,0);
Var52:=IF(BUYVOL>(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)) AND CLOSE=REF(ASKPRICE(2),1) AND REF(BIDVOL(1),1)>0,BUYVOL,0);
Var52a:=IF(Var52>0,Var52-(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)),0);
Var5b:=Var51+Var52a;
Var5:=Var51+Var52;
Var61:=IF(BUYVOL>REF(ASKVOL(1),1)+REF(ASKVOL(2),1) AND CLOSE>REF(ASKPRICE(2),1) AND CLOSE<REF(ASKPRICE(3),1),BUYVOL,0);
Var62:=IF(BUYVOL>(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1)) AND CLOSE=REF(ASKPRICE(3),1) AND REF(BIDVOL(1),1)>0,BUYVOL,0);
Var62a:=IF( Var62>0,Var62-(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1)),0);
Var6b:=Var61+Var62a;
Var6:=Var61+Var62;
Var7:=IF(SELLVOL<=REF(BIDVOL(1),1) AND CLOSE=REF(BIDPRICE(1),1),SELLVOL,0);
Var8:=IF(SELLVOL<=(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)) AND CLOSE=REF(BIDPRICE(2),1),SELLVOL,0);
Var9:=IF(SELLVOL<=(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1)) AND CLOSE=REF(BIDPRICE(3),1),SELLVOL,0);
Var9A:=IF(SELLVOL>(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1)) AND REF(BIDPRICE(3),1)>0 AND CLOSE<REF(BIDPRICE(3),1),SELLVOL,0);
VarA1:=IF(CLOSE>REF(BIDPRICE(1),1) AND REF(ASKVOL(1),1)>0 AND REF(BIDVOL(1),1)>0,SELLVOL,0);
VarA2:=IF(SELLVOL>REF(BIDVOL(1),1) AND CLOSE=REF(BIDPRICE(1),1) AND REF(ASKVOL(1),1)>0,SELLVOL,0);
VarAa:=IF(VarA2>0,SELLVOL-REF(BIDVOL(1),1),0);
VarA:=VarA1+VarA2;
VarB1:=IF(SELLVOL>REF(BIDVOL(1),1) AND CLOSE<REF(BIDPRICE(1),1) AND CLOSE>REF(BIDPRICE(2),1),SELLVOL,0);
VarB2:=IF(SELLVOL>(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)) AND CLOSE=REF(BIDPRICE(2),1) AND REF(ASKVOL(1),1)>0,SELLVOL,0);
VarBa:=if(VarB2>0,SELLVOL-(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)),0);
VarAb:=VarB1+VarBa;
VarB:=VarB1+VarB2;
VarC1:=IF(SELLVOL>REF(BIDVOL(1),1)+REF(BIDVOL(2),1) AND CLOSE<REF(BIDPRICE(2),1) AND CLOSE>REF(BIDPRICE(3),1),SELLVOL,0);
VarC2:=IF(SELLVOL>(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1)) AND CLOSE=REF(BIDPRICE(3),1) AND REF(ASKVOL(1),1)>0,SELLVOL,0);
VarCa:=if(VarC2>0,SELLVOL-(REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1)),0);
VarAc:=VarC1+VarCa;
VarC:=VarC1+VarC2;
VarD:=if((ASKVOL(1)+ASKVOL(2)+ASKVOL(3))=0 AND REF((ASKVOL(1)+ASKVOL(2)+ASKVOL(3)),1 )=0 and REF(BIDVOL(1),1)>0,SELLVOL,0);
VarE:=if((BIDVOL(1)+BIDVOL(2)+BIDVOL(3))=0 AND REF((BIDVOL(1)+BIDVOL(2)+BIDVOL(3)),1 )=0 and REF(ASKVOL(1),1)>0,BUYVOL,0);
VarF:=IF(ASKVOL(1)<REF(ASKVOL(1),1) AND ASKPRICE(1)=REF(ASKPRICE(1),1) AND CLOSE<REF(ASKPRICE(1),1) AND (REF(ASKVOL(1),1)-ASKVOL(1))<>SELLVOL,REF(ASKVOL(1),1)-ASKVOL(1),0);
Var10:=IF(ASKVOL(3)<REF(ASKVOL(3),1) AND ASKPRICE(3)=REF(ASKPRICE(3),1) AND CLOSE<REF(ASKPRICE(3),1),REF(ASKVOL(3),1)-ASKVOL(3),0);
Var11:=IF((REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1))=0 AND REF(ASKVOL(1),1)>0 AND (REF(ASKVOL(1),1)-ASKVOL(1))<SELLVOL AND ASKVOL(1)<REF(ASKVOL(1),1) AND ASKPRICE(1)=REF(ASKPRICE(1),1) AND CLOSE<REF(ASKPRICE(1),1),REF(ASKVOL(1),1)-ASKVOL(1),0);
Var12:=IF(ASKVOL(2)<REF(ASKVOL(3),1) AND ASKPRICE(2)=REF(ASKPRICE(3),1) AND CLOSE<REF(ASKPRICE(3),1),REF(ASKVOL(3),1)-ASKVOL(2),0);
Var13:=IF(ASKVOL(3)<REF(ASKVOL(2),1) AND ASKPRICE(3)=REF(ASKPRICE(2),1) AND CLOSE<REF(ASKPRICE(2),1),REF(ASKVOL(2),1)-ASKVOL(3),0);
Var14:=IF(BIDVOL(1)<REF(BIDVOL(1),1) AND BIDPRICE(1)=REF(BIDPRICE(1),1) AND CLOSE>REF(BIDPRICE(1),1) AND REF(BIDVOL(1),1)-BIDVOL(1)<>BUYVOL,REF(BIDVOL(1),1)-BIDVOL(1),0);
Var15:=IF(BIDVOL(3)<REF(BIDVOL(3),1) AND BIDPRICE(3)=REF(BIDPRICE(3),1) AND CLOSE>REF(BIDPRICE(3),1),REF(BIDVOL(3),1)-BIDVOL(3),0);
Var16:=IF(REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1)=0 AND REF(BIDVOL(1),1)>0 AND REF(BIDVOL(1),1)-BIDVOL(1)<BUYVOL AND BIDVOL(1)<REF(BIDVOL(1),1) AND BIDPRICE(1)=REF(BIDPRICE(1),1) AND CLOSE=REF(BIDPRICE(1),1),REF(BIDVOL(1),1)-BIDVOL(1),0);
Var17:=IF(BIDVOL(2)<REF(BIDVOL(3),1) AND BIDPRICE(2)=REF(BIDPRICE(3),1) AND CLOSE>REF(BIDPRICE(3),1),REF(BIDVOL(3),1)-BIDVOL(2),0);
Var18:=IF(BIDVOL(3)<REF(BIDVOL(2),1) AND BIDPRICE(3)=REF(BIDPRICE(2),1) AND CLOSE>REF(BIDPRICE(2),1),REF(BIDVOL(2),1)-BIDVOL(3),0);
Var19:=IF(BUYVOL<=REF(ASKVOL(1),1)+REF(ASKVOL(2),1)+REF(ASKVOL(3),1) AND CLOSE>=REF(ASKPRICE(3),1),BUYVOL,0);
Var1A:=IF(SELLVOL<=REF(BIDVOL(1),1)+REF(BIDVOL(2),1)+REF(BIDVOL(3),1) AND CLOSE<=REF(BIDPRICE(3),1),SELLVOL,0);
量:V,PRECISION0,VOLSTICK;;
STICKLINE((Var1+Var2+Var3+Var3A)>0,0,(Var1+Var2+Var3+Var3A),8,1),Colorred;
敲买:=Var4+Var5+Var6;
买入:if((Var1+Var2+Var3+Var3A)>0,(Var1+Var2+Var3+Var3A)-(VarD+VarE),if(敲买>0,((Var4+Var5+Var6)-(Var4b+Var5b+Var6b)),0)),PRECISION0,Colorred,LINETHICK0;
对敲买:(Var4b+Var5b+Var6b),PRECISION0,COLORMAGENTA,LINETHICK0;
STICKLINE((Var4+Var5+Var6)>0,0,Var4+Var5+Var6,8,1),COLORMAGENTA;
STICKLINE(敲买>0,0,Var4b+Var5b+Var6b,4,0),COLORMAGENTA;
敲卖:=VarA+VarB+VarC;
卖出:if((Var7+Var8+Var9+Var9A)>0,(Var7+Var8+Var9+Var9A)-(VarD+VarE),if(敲卖>0,(VarA+VarB+VarC)-(VarAa+VarAb+VarAc),0)),PRECISION0,Color00ff00,LINETHICK0;;
STICKLINE((Var7+Var8+Var9+Var9A)>0,0,(Var7+Var8+Var9+Var9A),8,1), COLORGREEN;
对敲卖:(VarAa+VarAb+VarAc),PRECISION0,COLORCYAN,LINETHICK0;
STICKLINE((VarA+VarB+VarC)>0,0,VarA+VarB+VarC,8,1),COLORCYAN;
STICKLINE(敲卖>0,0,VarAa+VarAb+VarAc,4,0),COLORCYAN;
涨跌停:=VarD+VarE;
STICKLINE((VarD+VarE)>0,0,VarD+VarE,6,0),COLORff0000;
总买:sum(买入,0),Colorred,PRECISION0,LINETHICK0;
总敲买:sum(对敲买,0),COLORMAGENTA,PRECISION0,LINETHICK0;
总卖:sum(卖出,0),Color00ff00,PRECISION0,LINETHICK0;
总敲卖:sum(对敲卖,0),COLORCYAN,PRECISION0,LINETHICK0;
总涨跌停:sum(涨跌停,0),COLORff0000,LINETHICK0;
撤卖:IF((VarF+Var10+Var11+Var12+Var13)>BUYVOL,VarF+Var10+Var11+Var12+Var13-BUYVOL,0),PRECISION0,COLORffffff,LINETHICK0;
STICKLINE(撤卖>0,0,-撤卖,8,0),COLORffffff;
撤买:IF((Var14+Var15+Var16+Var17+Var18)>SELLVOL,Var14+Var15+Var16+Var17+Var18-SELLVOL,0),PRECISION0,COLOR0000ff,LINETHICK0;
STICKLINE(撤买>0,0,-撤买,4,0),COLOR0000ff;
DRAWTEXT(Var19>100 AND Var19<500,BUYVOL+5,'扫盘'),COLORff8888;
DRAWTEXT(Var19>=500,BUYVOL+5,'扫盘'),COLORff8888;
DRAWTEXT(Var1A>100 AND Var1A<500,SELLVOL+5,'扫盘'),COLORff8888;
DRAWTEXT(Var1A>=500,SELLVOL+5,'扫盘'),COLORff8888;
DRAWTEXT((Var3A>0 or Var9A) AND 涨跌停=0,量+10,'扫三'),COLORff8888;
DRAWTEXT(BARSTATUS=2,总*0.98,'总涨跌停=：'+NUMTOSTR(总涨跌停,0)+' '),COLORff8888,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.85,'---------------------------------'),LINETHICK1,Coloreeeeee,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.75,'总买=：'+NUMTOSTR(总买,0)+' '),Colorred,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.75,'总敲买=：'+NUMTOSTR(总敲买,0)+' '),COLORMAGENTA,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.60,'总卖=：'+NUMTOSTR(总卖,0)+' '),Color00ff00,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.60,'总敲卖=：'+NUMTOSTR(总敲卖,0)+' '),COLORCYAN,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.50,'---------------------------------'),LINETHICK1,Coloreeeeee,ALIGN2;
{=======下面大单分析部分，机子不良可省去}
XS:=10000*n/c/100;
大单买入:=if(买入>=xs ,买入,0);
大对敲买:=if(对敲买>=xs ,对敲买,0);
大单卖出:=if(卖出>=xs ,卖出,0);
大对敲卖:=if(对敲卖>=xs ,对敲卖,0);
大涨跌停:=if(涨跌停>=xs ,涨跌停,0);
{求和}
大单买:=sum(大单买入,0);
大对买:=sum(大对敲买,0);
大单卖:=sum(大单卖出,0);
大对卖:=sum(大对敲卖,0);
大停:=sum(大涨跌停,0);
DRAWTEXT(BARSTATUS=2,总*0.80,'总成交手：'+NUMTOSTR(DYNAINFO( 8),0)+' '),COLORffff54,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.80,'成交总笔数：'+NUMTOSTR(fsbs,0)+' '),COLORffff54,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.80,'人气(笔/分)：'+NUMTOSTR(人气,3)+' '),COLORffff54,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.65,'大单买入：'+NUMTOSTR(大单买,0)+' '),COLOR0000ff,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.50,'大对敲买：'+NUMTOSTR(大对买,0)+' '),COLOR00cccc,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.35,'大单卖出：'+NUMTOSTR(大单买,0)+' '),COLOR00ff00,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.20,'大对敲卖：'+NUMTOSTR(大对卖,0)+' '),COLORcccc00,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.05,'大涨跌停：'+NUMTOSTR(大停,0)+' '),COLORff8888,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.65,'(买+对)占%：'+NUMTOSTR((大单买+大对买)/DYNAINFO(8)*100,2)+' '),COLOR0000ff,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.50,'(买+对)占%：'+NUMTOSTR((大单卖+大对卖)/DYNAINFO(8)*100,2)+' '),COLOR00ff00,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.35,'大涨跌停占%：'+NUMTOSTR(大停/DYNAINFO(8)*100,2)+' '),COLORff8888,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.65,'□■大单买卖净量：'+NUMTOSTR(((大单买+大对买)-(大单卖+大对卖)),2)+' '),COLORccffcc,ALIGN2;
DRAWTEXT(BARSTATUS=2,总*0.50,'□■占%：'+NUMTOSTR(((大单买+大对买)-(大单卖+大对卖))/DYNAINFO(8)*100,2)+' '),COLORccffcc,ALIGN2;
[[i] 本帖最后由 王冠杰 于 2007-1-7 13:20 编辑 [/i]]