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自编简化马尔可夫模型(通达信)----预测明天涨跌

(2014-02-09 20:02:35)
分类: 公式仓库

A0:=(C-REF(C,1))/REF(C,1);
 A01:=IF(A0>-10,1,0);
 A02:=IF(A0>0,1,0);
 AAAAA0:=A01+A02;
 AA100:=IF(AAAAA0=1,1,0);
 AA200:=IF(AAAAA0=2,1,0);

 A1:=(REF(C,1)-REF(C,2))/REF(C,2);
 A11:=IF(A1>-10,1,0);
 A12:=IF(A1>-0,1,0);
 AAAAA1:=A11+A12;
 AA101:=IF(AAAAA1=1,1,0);
 AA201:=IF(AAAAA1=2,1,0);

 A2:=(REF(C,2)-REF(C,3))/REF(C,3);
 A21:=IF(A2>-10,1,0);
 A22:=IF(A2>-0,1,0);
 AAAAA2:=A21+A22;
 AA102:=IF(AAAAA2=1,1,0);
 AA202:=IF(AAAAA2=2,1,0);

 A3:=(REF(C,3)-REF(C,4))/REF(C,4);
 A31:=IF(A3>-10,1,0);
 A32:=IF(A3>0,1,0);
 AAAAA3:=A31+A32;
 AA103:=IF(AAAAA3=1,1,0);
 AA203:=IF(AAAAA3=2,1,0);

 A4:=(REF(C,4)-REF(C,5))/REF(C,5);
 A41:=IF(A4>-10,1,0);
 A42:=IF(A4>0,1,0);
 AAAAA4:=A41+A42;
 AA104:=IF(AAAAA4=1,1,0);
 AA204:=IF(AAAAA4=2,1,0);

 A5:=(REF(C,5)-REF(C,6))/REF(C,6);
 A51:=IF(A5>-10,1,0);
 A52:=IF(A5>0,1,0);
 AAAAA5:=A51+A52;
 AA105:=IF(AAAAA5=1,1,0);
 AA205:=IF(AAAAA5=2,1,0);

 A6:=(REF(C,6)-REF(C,7))/REF(C,7);
 A61:=IF(A6>-10,1,0);
 A62:=IF(A6>0,1,0);
 AAAAA6:=A61+A62;
 AA106:=IF(AAAAA6=1,1,0);
 AA206:=IF(AAAAA6=2,1,0);

 A7:=(REF(C,7)-REF(C,8))/REF(C,8);
 A71:=IF(A7>-10,1,0);
 A72:=IF(A7>0,1,0);
 AAAAA7:=A71+A72;
 AA107:=IF(AAAAA7=1,1,0);
 AA207:=IF(AAAAA7=2,1,0);

 A8:=(REF(C,8)-REF(C,9))/REF(C,9);
 A81:=IF(A8>-10,1,0);
 A82:=IF(A8>0,1,0);
 AAAAA8:=A81+A82;
 AA108:=IF(AAAAA8=1,1,0);
 AA208:=IF(AAAAA8=2,1,0);

 A9:=(REF(C,9)-REF(C,10))/REF(C,10);
 A91:=IF(A9>-10,1,0);
 A92:=IF(A9>0,1,0);
 AAAAA9:=A91+A92;
 AA109:=IF(AAAAA9=1,1,0);
 AA209:=IF(AAAAA9=2,1,0);

 A10:=(REF(C,10)-REF(C,11))/REF(C,11);
 A101:=IF(A10>-10,1,0);
 A102:=IF(A10>0,1,0);
 AAAAA10:=A101+A102;
 AA110:=IF(AAAAA10=1,1,0);
 AA210:=IF(AAAAA10=2,1,0);

 A11A:=(REF(C,11)-REF(C,12))/REF(C,12);
 A111:=IF(A11A>-10,1,0);
 A112:=IF(A11A>0,1,0);
 AAAAA11:=A111+A112;
 AA111:=IF(AAAAA11=1,1,0);
 AA211:=IF(AAAAA11=2,1,0);

 A12A:=(REF(C,12)-REF(C,13))/REF(C,13);
 A121:=IF(A12A>-10,1,0);
 A122:=IF(A12A>0,1,0);
 AAAAA12:=A121+A122;
 AA112:=IF(AAAAA12=1,1,0);
 AA212:=IF(AAAAA12=2,1,0);

 A13:=(REF(C,13)-REF(C,14))/REF(C,14);
 A131:=IF(A13>-10,1,0);
 A132:=IF(A13>0,1,0);
 AAAAA13:=A131+A132;
 AA113:=IF(AAAAA13=1,1,0);
 AA213:=IF(AAAAA13=2,1,0);

 A14:=(REF(C,14)-REF(C,15))/REF(C,15);
 A141:=IF(A14>-10,1,0);
 A142:=IF(A14>0,1,0);
 AAAAA14:=A141+A142;
 AA114:=IF(AAAAA14=1,1,0);
 AA214:=IF(AAAAA14=2,1,0);

 A15:=(REF(C,15)-REF(C,16))/REF(C,16);
 A151:=IF(A15>-10,1,0);
 A152:=IF(A15>0,1,0);
 AAAAA15:=A151+A152;
 AA115:=IF(AAAAA15=1,1,0);
 AA215:=IF(AAAAA15=2,1,0);

 OO:=AA101+AA102+AA103+AA104+AA105+AA106+AA107+AA108+AA109+AA110+AA111
 +AA112+AA113+AA114+AA115;
 PP:=AA201+AA202+AA203+AA204+AA205+AA206+AA207+AA208+AA209+AA210+AA211
 +AA212+AA213+AA214+AA215;

 K15:=IF(AAAAA15*AAAAA14=1,1,0);
 K14:=IF(AAAAA14*AAAAA13=1,1,0);
 K13:=IF(AAAAA13*AAAAA12=1,1,0);
 K12:=IF(AAAAA12*AAAAA11=1,1,0);
 K11:=IF(AAAAA11*AAAAA10=1,1,0);
 K10:=IF(AAAAA10*AAAAA9=1,1,0);
 K09:=IF(AAAAA9*AAAAA8=1,1,0);
 K08:=IF(AAAAA8*AAAAA7=1,1,0);
 K07:=IF(AAAAA7*AAAAA6=1,1,0);
 K06:=IF(AAAAA6*AAAAA5=1,1,0);
 K05:=IF(AAAAA5*AAAAA4=1,1,0);
 K04:=IF(AAAAA4*AAAAA3=1,1,0);
 K03:=IF(AAAAA3*AAAAA2=1,1,0);
 K02:=IF(AAAAA2*AAAAA1=1,1,0);
 K01:=IF(AAAAA1*AAAAA0=1,1,0);
 KK:=K15+K14+K13+K12+K11+K10+K09+K08+K07+K06+K05+K04+K03+K02+K01;

 KK15:=IF(AAAAA15*AAAAA14=4,1,0);
 KK14:=IF(AAAAA14*AAAAA13=4,1,0);
 KK13:=IF(AAAAA13*AAAAA12=4,1,0);
 KK12:=IF(AAAAA12*AAAAA11=4,1,0);
 KK11:=IF(AAAAA11*AAAAA10=4,1,0);
 KK10:=IF(AAAAA10*AAAAA9=4,1,0);
 KK09:=IF(AAAAA9*AAAAA8=4,1,0);
 KK08:=IF(AAAAA8*AAAAA7=4,1,0);
 KK07:=IF(AAAAA7*AAAAA6=4,1,0);
 KK06:=IF(AAAAA6*AAAAA5=4,1,0);
 KK05:=IF(AAAAA5*AAAAA4=4,1,0);
 KK04:=IF(AAAAA4*AAAAA3=4,1,0);
 KK03:=IF(AAAAA3*AAAAA2=4,1,0);
 KK02:=IF(AAAAA2*AAAAA1=4,1,0);
 KK01:=IF(AAAAA1*AAAAA0=4,1,0);
 MM:=KK15+KK14+KK13+KK12+KK11+KK10+KK09+KK08+KK07+KK06+KK05+KK04+KK03+KK02+KK01;

状态1明跌:KK/OO;
状态1明涨:1-KK/OO;
状态2明涨:MM/PP;
状态2明跌:1-MM/PP;

 W1:=MAX(状态1明跌,状态1明涨);
W2:=MAX(状态2明涨,状态2明跌);
状态1:IF(AAAAA0=1,W1,0);
状态2:IF(AAAAA0=2,W2,0);

用法:先确定状态1或状态2不为0的值,再找到对应的值,最后反推明跌或明涨。
 准确率请各位验正,可辅助判断权证走势,在此抛砖引玉.

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