(window.webpackJsonp=window.webpackJsonp||[]).push([[117],{bno5:function(e,t,c){"use strict";c.r(t),c.d(t,"_frontmatter",(function(){return i})),c.d(t,"default",(function(){return s}));var b=c("Fcif"),n=c("dV/x"),p=(c("mXGw"),c("/FXl")),a=c("TjRS"),l=c("wCAC");c("l1C2");const r=["components"],i={};void 0!==i&&i&&i===Object(i)&&Object.isExtensible(i)&&!Object.prototype.hasOwnProperty.call(i,"__filemeta")&&Object.defineProperty(i,"__filemeta",{configurable:!0,value:{name:"_frontmatter",filename:"src/components/zh/ScreenerImbalance.mdx"}});const o={_frontmatter:i},d=a.a;function s(e){let{components:t}=e,c=Object(n.a)(e,r);return Object(p.b)(d,Object(b.a)({},o,c,{components:t,mdxType:"MDXLayout"}),Object(p.b)("h1",{id:"失衡筛选器"},"失衡筛选器"),Object(p.b)(l.i,{mdxType:"Tags"},Object(p.b)(l.a,{tone:"primary",mdxType:"Badge"},"每 20 秒更新")),Object(p.b)(l.e,{mdxType:"Lead"},"跟踪大额买入和卖出限价单之间的失衡及其随时间的变化。该筛选器基于 [订单失衡指标](/zh/chart/indicators#订单失衡)。"),Object(p.b)(l.f,{src:"../../public/widgets/imbalance_screener.png",alt:"失衡筛选器表格",mdxType:"Screenshot"}),Object(p.b)("h2",{id:"数据如何构建"},"数据如何构建"),Object(p.b)("p",null,"对于每个交易对，我们在 ",Object(p.b)("strong",{parentName:"p"},"1m、5m、15m、1h 和 4h")," 周期上采集 ",Object(p.b)("strong",{parentName:"p"},"30 个区间")," 的数据，并据此生成失衡图：卖盘总和、买盘总和及其 Delta。表格的每一列都来自这些图。"),Object(p.b)("h2",{id:"筛选器表格"},"筛选器表格"),Object(p.b)("h3",{id:"a--卖盘变化"},"A — 卖盘变化"),Object(p.b)("p",null,"卖盘总和最大值与最小值之间的变化 (%)。"),Object(p.b)(l.f,{src:"../../public/a_change.png",alt:"卖盘变化",width:"520px",mdxType:"Screenshot"}),Object(p.b)("h3",{id:"b--买盘变化"},"B — 买盘变化"),Object(p.b)("p",null,"买盘总和最大值与最小值之间的变化 (%)。"),Object(p.b)(l.f,{src:"../../public/b_change.png",alt:"买盘变化",width:"520px",mdxType:"Screenshot"}),Object(p.b)("h3",{id:"ab--总变化"},"AB — 总变化"),Object(p.b)("p",null,"卖盘与买盘合计总和的最大值与最小值之间的变化 (%)。"),Object(p.b)(l.f,{src:"../../public/a_b_change.png",alt:"卖盘和买盘变化",width:"520px",mdxType:"Screenshot"}),Object(p.b)("h3",{id:"d--delta-变化"},"D — Delta 变化"),Object(p.b)("p",null,"卖盘与买盘 Delta 的最大值与最小值之间的变化 (%)。"),Object(p.b)(l.f,{src:"../../public/d_change.png",alt:"Delta 变化",width:"520px",mdxType:"Screenshot"}),Object(p.b)("h3",{id:"p--价格变化"},"P — 价格变化"),Object(p.b)("p",null,"价格最大值与最小值之间的变化 (%)。"),Object(p.b)(l.f,{src:"../../public/p_change.png",alt:"价格变化",width:"520px",mdxType:"Screenshot"}),Object(p.b)("h3",{id:"c--交叉"},"C — 交叉"),Object(p.b)("p",null,"卖盘总和图与买盘总和图之间的交叉次数。"),Object(p.b)(l.f,{src:"../../public/a_b_cross.png",alt:"卖盘与买盘的交叉",width:"520px",mdxType:"Screenshot"}),Object(p.b)("h3",{id:"s--相似度"},"S — 相似度"),Object(p.b)("p",null,"卖盘总和图与买盘总和图之间的相似度，从 ",Object(p.b)("inlineCode",{parentName:"p"},"0"),"（完全不同）到 ",Object(p.b)("inlineCode",{parentName:"p"},"1"),"（完全相同）。相似与不相似的图："),Object(p.b)(l.f,{src:"../../public/a_b_similar.png",alt:"相似的卖盘和买盘图",width:"520px",mdxType:"Screenshot"}),Object(p.b)(l.f,{src:"../../public/a_b_not_similar.png",alt:"不相似的卖盘和买盘图",width:"520px",mdxType:"Screenshot"}),Object(p.b)("h2",{id:"设置"},"设置"),Object(p.b)("p",null,"设置筛选器过滤条件，在市场中搜索你需要的情形："),Object(p.b)(l.f,{src:"../../public/screener_imb_popup_en.png",alt:"失衡筛选器设置",mdxType:"Screenshot"}))}void 0!==s&&s&&s===Object(s)&&Object.isExtensible(s)&&!Object.prototype.hasOwnProperty.call(s,"__filemeta")&&Object.defineProperty(s,"__filemeta",{configurable:!0,value:{name:"MDXContent",filename:"src/components/zh/ScreenerImbalance.mdx"}}),s.isMDXComponent=!0}}]);
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