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多年来,我逐步将主观分析与自主开发的量化工具相结合,开发了一系列专注于衡量真实市场参与度的技术指标。
目前,我的研究重点集中在 LMPX – Liquidity Momentum Pulse 系列指标的开发上。该系列指标旨在分析归一化成交量与价格加速度之间的关系。
开发理念
LMPX 方法基于一个简单而核心的原则:
价格只有在获得高于平均水平的市场参与支持时,才能实现可持续的运动。
因此,LMPX 结合了:
归一化成交量(成交量 / 成交量移动平均)
价格动量(Rate of Change)
最终生成一个复合信号,用于衡量真实的市场压力,并区分:
由流动性支持的有效走势
缺乏参与度支撑的脆弱走势
吸筹或派发阶段
零轴以上或以下的市场趋势状态
项目未来发展方向
LMPX 系列的后续开发包括:
自适应平滑版本
波动率调整模型(volatility-adjusted)
自动识别背离结构
动态市场状态识别(Regime Detection)
与量化交易系统(Expert Advisor)集成
本项目的目标并非创建通用型指标,而是构建在数学逻辑上严谨一致、可用于结构化交易系统的专业工具。
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Liquidity Momentum Pulse (LMPX) 产品介绍 Liquidity Momentum Pulse(LMPX)是一款技术指标,用于通过结合市场参与度和价格加速度来衡量真实的市场压力。 该指标计算: 归一化成交量 :成交量 / 成交量移动平均 价格动量 :价格变化率(ROC) 最终数值为归一化成交量与动量(ROC)的乘积,从而生成一个复合信号,可用于: 识别由高于平均水平的成交量支持的价格波动 判断市场处于零轴以上或以下的趋势状态 发现可能的吸筹或派发阶段 主要特点 支持外汇、指数、贵金属及加密货币市场 适用于所有时间周期 可自定义报警阈值 零轴趋势判断 参数完全可调 参数说明 Use Real Volume – 选择使用真实成交量或Tick成交量。 Volume SMA Period – 用于归一化成交量的移动平均周期。 ROC Lookback – 计算价格变化率(ROC)所使用的K线数量。 Price Type – 计算所采用的价格类型(收盘价、典型价、中间价)。 ROC Percent – 启用百分比方式计算ROC。 Output Scale –





