Quantitative Momentum & Institutional Flow System

14 jam yang lalu

🇨🇳 中文

🔍 概述
QuantFlow_MSVO 是一款专业量化指标，用于追踪机构资金流向、基准指数情绪及趋势衰竭。通过对比标的与参考指数（如上证指数）的资本动态，识别资金共振区——个股与大盘同步吸筹或派发的关键区域。

🧠 核心逻辑
机构资金流：基于加权价 (2*C+H+L)/4 * 10 构建类MACD振荡器（13/34指数平均，5期信号线），柱状图放大5.5倍，反映机构净参与力度。
基准情绪：对所选指数应用完全相同的算法，生成独立的流入/流出度量。
趋势矩阵：将收盘价在55根K线范围内标准化为0–100，经三重平滑（3×简单移动平均 → 指数平均）得到干净、不漂移的趋势线。
动能加速度：趋势线的环比变化率，用于捕捉早期突破。

🎨 视觉元素
机构资金 – 洋红（流入）/ 蓝色（流出），粗线。
基准资金 – 红色（正向）/ 绿色（负向），细线。
趋势线 – 橙色，范围0–100，辅以13（吸筹区）和90（超买区）参考线。
状态柱 –

🟠 趋势≤13时显示 蓄势脉冲 (20)
🔵 趋势≤13且加速度>13时显示 爆发确认 (50)
🔴 趋势>90且上升时显示 抛压警戒 (100)
共振柱 – 当机构流入或基准流入与趋势≤13共振时，显示洋红/红色柱 → 吸筹共振。
文字标签 – 筑底区域、买入确认、趋势衰减仅在信号首次出现时绘制，界面清爽。

📊 使用方法
底部区域（趋势≤13）：寻找洋红/红色共振柱 → 潜在吸筹。蓝色爆发确认柱+标签是更强的入场信号。
顶部区域（趋势>90）：橙色线走平或拐头，同时机构流入减弱，触发趋势衰减标签 → 派发预警。
零轴：机构资金流平衡线。

⚙️ 参数设置
可在属性中更换参考指数（默认上证指数）。
所有周期（13、34、5、55、8、18等）均为原始算法固化的数值，无外部输入，确保一致性与不重绘。

🌍 适用市场
主要为中国A股设计，也适用于任何机构行为显著的流动性市场。日线及以下周期效果最佳。


English

🔍 Overview
QuantFlow_MSVO is a professional quantitative indicator that tracks institutional money flow, benchmark sentiment, and trend exhaustion. By comparing the capital dynamics of the current symbol against a reference index (e.g., SSE 000001), it identifies capital resonance zones — areas where individual stocks and the broader market accumulate or distribute in sync.

🧠 Core Logic

Institutional Flow: Derived from a MACD‑style oscillator on the weighted price (2*C+H+L)/4 * 10. Uses 13/34 EMAs and a 5‑period signal line. The histogram (scaled ×5.5) represents net institutional engagement.
Benchmark Sentiment: Applies the identical algorithm to the selected index, generating independent inflow/outflow metrics.
Trend Matrix: Normalizes the close within a 55‑bar range (0–100), then applies triple smoothing (3×SMA → EMA) to produce a clean, non‑repainting trend line.
Momentum Acceleration: Period‑over‑period percentage change of the trend line detects early breakouts.
🎨 Visual Components

Institutional Flow – Fuchsia (inflow) / Blue (outflow), bold lines.
Benchmark Flow – Red (positive) / Green (negative), thin lines.
Trend Line – Orange, scale 0–100, with reference lines at 13 (accumulation zone) and 90 (overbought zone).
Status Columns –

🟠 蓄势脉冲 / Prepare Cash (20) when trend ≤ 13
🔵 爆发确认 / Breakout (50) when trend ≤ 13 and momentum accel > 13
🔴 抛压警戒 / Exhaustion (100) when trend > 90 and rising
Resonance Columns – Magenta/Red columns when institutional inflow or benchmark inflow aligns with trend ≤ 13 → accumulation resonance.
Labels – 筑底区域 / Accumulation, 买入确认 / BUY, 趋势衰减 / TOP EXIT appear only at the first occurrence to avoid clutter.
📊 Usage Guide

Bottom zone (trend ≤ 13): Look for fuchsia/red resonance columns → potential accumulation. A blue Breakout column + label is a stronger entry trigger.
Top zone (trend > 90): Orange line flattening or turning down, combined with weakening institutional inflow, generates a TOP EXIT label → distribution warning.
Zero line: Balance axis for institutional flow.
⚙️ Parameters

Reference index can be changed in the settings (default: SSE 000001).
All periods (13, 34, 5, 55, 8, 18, etc.) are hard‑coded according to the original algorithm – no user inputs, ensuring consistency and non‑repainting.
🌍 Suitable Markets
Primarily designed for Chinese A‑shares, but applicable to any liquid market where institutional activity matters. Works best on daily or lower timeframes.

14 jam yang lalu

Catatan Rilis

Fixed some bugs

14 jam yang lalu

Catatan Rilis

Fixed some bugs