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逐买单占比:(TRADEINNUM-TRADEOUTNUM)/(TRADEINNUM+TRADEOUTNUM)*100;
买卖总单:=TRADEINNUM+TRADEOUTNUM;
总单系数:买卖总单/TRADENUM;
总单系数1:TRADENUM/买卖总单;
DFAS:1-总单系数1;
{大单:=L2_VOLNUM(0,0)+L2_VOLNUM(0,1);
{小单:=L2_VOLNUM(1,0)+L2_VOLNUM(1,1)};
{大单占比:100*大单/买卖总单;
小单占比:100-大单占比;
MB:=TRADEINNUM/总单系数;
MS:TRADEOUTNUM/总单系数;
DDZB:100*TRADEINNUM/总单系数/TRADENUM;
DDZS:100*TRADEOUTNUM/总单系数/TRADENUM;
CCC:DDZB-DDZS;
MMB:100*(MB-MS)/(MB+MS)};

{M1X:=L2_AMO(0,0);
M1L:=L2_AMO(1,0);
M1M:=L2_AMO(2,0);
M1S:=L2_AMO(3,0);
M4X:=L2_AMO(0,1);
M4L:=L2_AMO(1,1);
M4M:=L2_AMO(2,1);
M4S:=L2_AMO(3,1);
ZM1X:=L2_AMO(0,2);
ZM1L:=L2_AMO(1,2);
ZM1M:=L2_AMO(2,2);
ZM1S:=L2_AMO(3,2);
ZM4X:=L2_AMO(0,3);
ZM4L:=L2_AMO(1,3);
ZM4M:=L2_AMO(2,3);
ZM4S:=L2_AMO(3,3);
主力买换手3:(M1X+M1L+M1M)/AMO*100;
主力买换手31:M1S/AMO*100;
主力卖换手3:(M4X+M4L+M4M)/AMO*100;
主力卖换手31:M4S/AMO*100;
主力买换手2:(M1X+M1L)/AMO*100;
主力买换手22:(M1S+M1M)/AMO*100;
主力卖换手2:(M4X+M4L)/AMO*100;
主力卖换手22:(M4S+M4M)/AMO*100;
{主买换手3:(ZM1X+ZM1L+ZM1M)/AMO*100;
主卖换手3:(ZM4X+ZM4L+ZM4M)/AMO*100;
YC2:主买换手3-主卖换手3;
主买换手2:(ZM1X+ZM1L+ZM1M+ZM1S)/AMO*100;
主卖换手2:(ZM4X+ZM4L+ZM4M+ZM4S)/AMO*100;
YC4:主买换手2-主卖换手2};
{逐笔大单净买1:(M1S+M1L+M1M-M4M-M4S-M4L)/10000;
逐笔小单净买1:(M1X-M4X)/10000;
逐笔大单净买:(M1X+M1L-M4X-M4L)/10000;
逐笔小单净买:(M1M+M1S-M4M-M4S)/10000;
逐笔净额:逐笔大单净买+逐笔小单净买;
大单A:=M1X+M1L+M4X+M4L;
小单A:=M1M+M1S+M4M+M4S;
大单占比A:100*大单A/(大单A+小单A);
小单占比A:100-大单占比A;
ECC:大单占比A-小单占比A;
总额系数A:(大单A+小单A)/AMO;
主买换手3:(ZM1X+ZM1L+ZM1M)/AMO*100;
主买换手31:ZM1S/AMO*100;
YC1:主买换手3-主买换手31;
主卖换手3:(ZM4X+ZM4L+ZM4M)/AMO*100;
主卖换手31:ZM4S/AMO*100;
YC2:主买换手3-主卖换手3;
主买换手2:(ZM1X+ZM1L+ZM1M+ZM1S)/AMO*100;
主卖换手2:(ZM4X+ZM4L+ZM4M+ZM4S)/AMO*100;
YC4:主买换手2-主卖换手2};
{
一级主力:(M1X-M4X)/(M1X+M4X)*100;
二级主力:(M1L-M4L)/(M1L+M4L)*100;
三级主力:(M1M-M4M)/(M1M+M4M)*100;
四级主力:(M1S-M4S)/(M1S+M4S)*100;
二级合:(M1X+M1L-M4X-M4L)/(M1X+M1L+M4X+M4L)*100;
三级合:(M1X+M1L+M1M-M4X-M4L-M4M)/(M1X+M1L+M1M+M4X+M4L+M4M)*100;
四级合:(M1X+M1L+M1M+M1S-M4X-M4L-M4M-M4S)/(M1X+M1L+M1M+M1S+M4X+M4L+M4M+M4S)*100;
二三级:(M1L+M1M-M4L-M4M)/(M1L+M1M+M4L+M4M)*100;
{大单:=M1X+M1L+M4X+M4L;
小单:=M1M+M1S+M4M+M4S;
大单占比:100*大单/AMO*总单系数;
小单占比:100*小单/AMO*总单系数};
{BM1X:=M1X-ZM1X;
BM1L:=M1L-ZM1L;
BM1M:=M1M-ZM1M;
BM1S:=M1S-ZM1S;
BM4X:=M4X-ZM4X;
BM4L:=M4L-ZM4L;
BM4M:=M4M-ZM4M;
BM4S:=M4S-ZM4S;
{ZME:(ZM1X+ZM1L+ZM1M+ZM1S)/10000;
ZME1:(M1X+M1L+M1M+M1S)/总额系数A/10000;
ZM4E:(ZM4X+ZM4L+ZM4M+ZM4S)/10000;
ZM4E1:(M4X+M4L+M4M+M4S)/总额系数A/10000;
HE:ZME+ZM4E;
HE1:ZME1+ZM4E1;
JE:AMO/10000;
EC:HE-HE1};

{大单:=M1X+M1L+M4X+M4L;
小单:=M1M+M1S+M4M+M4S;
大单占比:100*大单/AMO*总单系数;
小单占比:100*小单/AMO*总单系数};
{BM1X:=M1X-ZM1X;
BM1L:=M1L-ZM1L;
BM1M:=M1M-ZM1M;
BM1S:=M1S-ZM1S;
BM4X:=M4X-ZM4X;
BM4L:=M4L-ZM4L;
BM4M:=M4M-ZM4M;
BM4S:=M4S-ZM4S;
大单流入:(ZM1X+ZM1L+BM4X+BM4L-ZM4X-ZM4L-BM1X-BM1L)/10000;
小单流入:(ZM1M+ZM1S+BM4M+BM4S-ZM4M-ZM4S-BM1M-BM1S)/10000;
总流入:大单流入+小单流入;
大单A:=M1X+M1L+M4X+M4L;
小单A:=M1M+M1S+M4M+M4S;
大单占比A:100*大单A/(大单A+小单A);
小单占比A:100-大单占比A;
总单系数A:(大单A+小单A)/AMO};
MV1X:=L2_VOL(0,0);
MV1L:=L2_VOL(1,0);
MV1MV:=L2_VOL(2,0);
MV1S:=L2_VOL(3,0);
MV4X:=L2_VOL(0,1);
MV4L:=L2_VOL(1,1);
MV4MV:=L2_VOL(2,1);
MV4S:=L2_VOL(3,1);
ZMV1X:=L2_VOL(0,2);
ZMV1L:=L2_VOL(1,2);
ZMV1MV:=L2_VOL(2,2);
ZMV1S:=L2_VOL(3,2);
ZMV4X:=L2_VOL(0,3);
ZMV4L:=L2_VOL(1,3);
ZMV4MV:=L2_VOL(2,3);
ZMV4S:=L2_VOL(3,3);
大单V:=MV1X+MV1L+MV4X+MV4L;
小单V:=MV1MV+MV1S+MV4MV+MV4S;
大单占比V:100*大单V/(大单V+小单V);
小单占比V:100*小单V/(大单V+小单V);
主力买换手3:(MV1X+MV1L+MV1MV)/VOL*100;
主力买换手31:MV1S/VOL*100;
主力卖换手3:(MV4X+MV4L+MV4MV)/VOL*100;
主力卖换手31:MV4S/VOL*100;
主力买换手2:(MV1X+MV1L)/VOL*100;
主力买换手22:(MV1S+MV1MV)/VOL*100;
主力卖换手2:(MV4X+MV4L)/VOL*100;
主力卖换手22:(MV4S+MV4MV)/VOL*100;
主买换手3:(ZMV1X+ZMV1L+ZMV1MV)/VOL*100;
主卖换手3:(ZMV4X+ZMV4L+ZMV4MV)/VOL*100;
YC2:主买换手3-主卖换手3;
主买换手2:(ZMV1X+ZMV1L+ZMV1MV+ZMV1S)/VOL*100;
主卖换手2:(ZMV4X+ZMV4L+ZMV4MV+ZMV4S)/VOL*100;
YC4:主买换手2-主卖换手2;

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关键词：Trade AMO Vol NUM DEO

感谢楼主分享

tsangwm 发表于 2018-1-16 11:19
感谢楼主分享

不要客气，只是我的一些个人想法，请多多指正。

感谢分享，辛苦！