{"id":25083,"date":"2026-02-22T18:47:55","date_gmt":"2026-02-22T10:47:55","guid":{"rendered":"https:\/\/www.xq.com.tw\/xstrader\/?p=25083"},"modified":"2026-02-23T05:38:11","modified_gmt":"2026-02-22T21:38:11","slug":"wavetrend-oscillator","status":"publish","type":"post","link":"https:\/\/www.xq.com.tw\/xstrader\/wavetrend-oscillator\/","title":{"rendered":"WaveTrend Oscillator"},"content":{"rendered":"

\u6ce2\u6d6a\u8da8\u52e2\u9707\u76ea\u6307\u6a19 (WaveTrend Oscillator, WT)<\/b> \u662f\u8fd1\u5e74\u5728 TradingView \u7b49\u65b0\u4e16\u4ee3\u793e\u7fa4\u4e2d\u88ab\u5949\u70ba\u300c\u6293\u8f49\u6298\u795e\u5668\u300d\u7684\u6307\u6a19\uff0c\u6700\u521d\u7531\u958b\u767c\u8005 LazyBear \u767c\u8868\u5f8c\u8fc5\u901f\u7206\u7d05\u3002<\/span><\/p>\n

WT \u5b8c\u7f8e\u89e3\u6c7a\u4e86\u50b3\u7d71 KD\uff08\u96a8\u6a5f\u6307\u6a19\uff09\u8207 RSI \u6700\u8b93\u6563\u6236\u75db\u82e6\u7684\u554f\u984c\uff1a<\/span>\u92f8\u9f52\u72c0\u7684\u5287\u70c8\u8df3\u52d5\u8207\u983b\u7e41\u7684\u5047\u4ea4\u53c9\u3002<\/b><\/p>\n

\u4ee5\u4e0b\u70ba\u60a8\u6df1\u5ea6\u62c6\u89e3 WT \u7684\u6578\u5b78\u610f\u7fa9\u3001\u5be6\u6230\u61c9\u7528\uff0c\u4ee5\u53ca XScript \u8173\u672c\u3002<\/span><\/p>\n

1. \u6838\u5fc3\u6578\u5b78\u610f\u7fa9\u8207\u908f\u8f2f\uff1a\u6975\u81f4\u5e73\u6ed1\u7684 CCI \u8b8a\u9ad4<\/b><\/h2>\n

WT \u7684\u5e95\u5c64\u908f\u8f2f\u5176\u5be6\u662f\u6e90\u81ea\u65bc\u5546\u54c1\u901a\u9053\u6307\u6578 (Commodity Channel Index, CCI)\uff0c\u4f46\u5b83\u52a0\u4e0a\u4e86\u975e\u5e38\u7cbe\u5de7\u7684<\/span>\u96d9\u91cd\u6307\u6578\u5e73\u6ed1 (Double EMA Smoothing)<\/b> \u6a5f\u5236\uff0c\u786c\u751f\u751f\u5c07\u539f\u672c\u66b4\u8e81\u7684\u6578\u64da\uff0c\u99b4\u5316\u6210\u5982\u6d77\u6d6a\u822c\u8d77\u4f0f\u7684\u5e73\u6ed1\u66f2\u7dda\u3002<\/span><\/p>\n

\u904b\u7b97\u6b65\u9a5f\u62c6\u89e3\uff1a<\/b><\/p>\n

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  1. \u5178\u578b\u50f9\u683c (Typical Price)\uff1a<\/b> \u4e0d\u55ae\u770b\u6536\u76e4\u50f9\uff0c\u800c\u662f\u53d6 <\/span>(\u6700\u9ad8\u50f9 + \u6700\u4f4e\u50f9 + \u6536\u76e4\u50f9) \/ 3<\/span>\uff0c\u9019\u80fd\u66f4\u771f\u5be6\u5730\u53cd\u6620\u7576\u65e5\u591a\u7a7a\u4ea4\u6230\u7684\u5e73\u5747\u6210\u672c\u3002<\/span><\/li>\n
  2. \u8a08\u7b97\u7d55\u5c0d\u504f\u5dee\u7684 EMA\uff1a<\/b> \u5148\u7b97\u51fa\u5178\u578b\u50f9\u683c\u7684\u6307\u6578\u79fb\u52d5\u5e73\u5747 (EMA)\uff0c\u518d\u8a08\u7b97\u50f9\u683c\u504f\u96e2\u9019\u689d\u5747\u7dda\u7684\u300c\u7d55\u5c0d\u8ddd\u96e2\u300d\uff0c\u4e26\u5c0d\u9019\u500b\u8ddd\u96e2\u518d\u505a\u4e00\u6b21 EMA\u3002\u9019\u7b49\u65bc\u91cf\u5316\u4e86\u300c\u6ce2\u52d5\u7684\u539a\u5ea6\u300d\u3002<\/span><\/li>\n
  3. \u5e38\u614b\u5316 (Normalization)\uff1a<\/b> \u5c07\u50f9\u683c\u7684\u504f\u96e2\u7a0b\u5ea6\u9664\u4ee5\u300c\u6ce2\u52d5\u539a\u5ea6 \uff58 0.015\u300d\uff08\u9019\u662f\u6e90\u81ea CCI \u7684\u7d93\u5178\u5e38\u6578\uff0c\u80fd\u5c07 70% \u5230 80% \u7684\u6578\u503c\u6536\u6582\u5728 +100 \u5230 -100 \u4e4b\u9593\uff09\u3002<\/span><\/li>\n
  4. \u7d42\u6975\u5e73\u6ed1\uff1a<\/b> \u5c0d\u4e0a\u8ff0\u7b97\u51fa\u7684\u6578\u503c\u518d\u505a\u4e00\u6b21\u9577\u9031\u671f\u7684 EMA \u5f97\u5230\u4e3b\u7dda <\/span>WT1<\/span>\uff0c\u63a5\u8457\u5c0d <\/span>WT1<\/span> \u505a 4 \u9031\u671f\u7684\u7c21\u55ae\u5747\u7dda\u5f97\u5230\u8a0a\u865f\u7dda <\/span>WT2<\/span>\u3002<\/span><\/li>\n<\/ol>\n

     <\/p>\n

    \/\/ \u6307\u6a19\u540d\u7a31\uff1aWaveTrend Oscillator (WT \u6ce2\u6d6a\u8da8\u52e2\u6307\u6a19)\r\n\/\/ \u7406\u8ad6\u57fa\u790e\uff1aLazyBear\r\n\/\/ -----------------------------------------------------------\r\nInput:\r\nChannelLen(10, \"\u901a\u9053\u8a08\u7b97\u9031\u671f(n1)\"),\r\nAverageLen(21, \"\u5e73\u6ed1\u8a08\u7b97\u9031\u671f(n2)\");\r\n\r\nVariable:\r\nap(0), esa(0), d(0), ci(0),\r\nwt1(0), wt2(0);\r\n\r\n\/\/ 1. \u8a08\u7b97\u5178\u578b\u50f9\u683c (Typical Price)\r\nap = (High + Low + Close) \/ 3;\r\n\r\n\/\/ 2. \u8a08\u7b97\u5178\u578b\u50f9\u683c\u7684\u6307\u6578\u79fb\u52d5\u5e73\u5747 (EMA)\r\nesa = XAverage(ap, ChannelLen);\r\n\r\n\/\/ 3. \u8a08\u7b97\u7d55\u5c0d\u504f\u5dee\u7684 EMA (\u91cf\u5316\u6ce2\u52d5\u539a\u5ea6)\r\nd = XAverage(AbsValue(ap - esa), ChannelLen);\r\n\r\n\/\/ 4. \u8a08\u7b97\u901a\u9053\u6307\u6578 (\u5e38\u898f\u5316\u8655\u7406)\r\n\/\/ \u4e58\u4ee5 0.015 \u662f\u70ba\u4e86\u5c07\u7d55\u5927\u591a\u6578\u6578\u503c\u58d3\u7e2e\u5230 -100 ~ +100 \u4e4b\u9593\r\nif d > 0 then\r\nci = (ap - esa) \/ (0.015 * d)\r\nelse\r\nci = 0;\r\n\r\n\/\/ 5. \u8a08\u7b97 WT1 (\u4e3b\u7dda) \u8207 WT2 (\u8a0a\u865f\u7dda)\r\nwt1 = XAverage(ci, AverageLen);\r\nwt2 = Average(wt1, 4); \/\/ \u8a0a\u865f\u7dda\u901a\u5e38\u56fa\u5b9a\u53d6 4 \u9031\u671f SMA\r\n\r\n\/\/ 6. \u7e6a\u5716\u8f38\u51fa\r\nPlot1(wt1, \"WT1 (\u4e3b\u7dda)\");\r\nPlot2(wt2, \"WT2 (\u8a0a\u865f\u7dda)\");\r\n\r\n\/\/ \u7e6a\u88fd\u6975\u503c\u53c3\u8003\u7dda\r\nPlot3(60, \"\u8d85\u8cb7\u7dda\");\r\nPlot4(53, \"\u8b66\u6212\u5929\u82b1\u677f\"); \/\/ \u8f14\u52a9\u89c0\u5bdf\u7dda\r\nPlot5(-60, \"\u8d85\u8ce3\u7dda\");\r\nPlot6(-53, \"\u8b66\u6212\u5730\u677f\"); \/\/ \u8f14\u52a9\u89c0\u5bdf\u7dda\r\nPlot7(0, \"\u591a\u7a7a\u5206\u6c34\u5dba\");<\/pre>\n
     <\/p>\n
    \"\"<\/p>\n
     <\/p>\n
    2. \u5be6\u6230\u61c9\u7528\u6307\u5357 (PM \u7522\u54c1\u8996\u89d2)<\/b><\/h2>\n
    WT \u7684\u66f2\u7dda\u7570\u5e38\u5713\u6ed1\uff0c\u9019\u5728\u7522\u54c1\u8a2d\u8a08\u8207\u4f7f\u7528\u8005\u9ad4\u9a57\uff08UX\uff09\u4e0a\u6709\u8457\u6975\u5927\u7684\u512a\u52e2\u3002\u7528\u6236\u4e0d\u6703\u518d\u56e0\u70ba\u76e4\u4e2d\u7684\u5c0f\u6ce2\u52d5\u800c\u611f\u5230\u7126\u616e\u3002<\/span><\/p>\n