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SRC Calendar Scenes [includeno]

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指标基于 Stochastic、ATR 波动带、回归通道、趋势热度,以及 Volume Sentiment Breakout 风格的趋势状态过滤,把价格所处环境归纳成更适合交易决策的场景标签,而不是单纯给出买卖点。

核心用途:
- 识别 Call Calendar 偏多回踩场景
- 识别 Put Calendar 偏空反弹场景
- 标记 ATM Calendar 中性钉住环境
- 标记强趋势下更适合 Vertical / Diagonal 的环境
- 提醒不要追高、不要抄底、不要过早反向做 calendar
- 给出基于 ATR 偏移的参考 strike 与短腿预期波动范围

主要场景:
C+:高质量偏多回踩 Call Calendar 场景
c+:弱确认偏多 Call Calendar 场景
P-:高质量偏空反弹 Put Calendar 场景
p-:弱确认偏空 Put Calendar 场景
ATM:中性钉住 ATM Calendar 场景
VC+:Bull Call Vertical 候选场景
VP-:Bear Put Vertical 候选场景
↗!:快速上涨,普通 Call Calendar 可能被价格冲过
↘!:快速下跌,普通 Put Calendar 可能被价格冲过
F↑:多头反转陷阱,不宜过早做反向 Put Calendar
F↓:空头反转陷阱,不宜过早做反向 Call Calendar
X↑:不要追高
X↓:不要抄底

使用建议:
- 1H 可作为 5-7 DTE calendar 的主要观察周期
- 4H / Daily 更适合判断大环境和趋势质量
- 2m / 5m 更适合观察执行温度,不建议把每一个短周期信号都当作独立入场
- Manual IV % 用于估算短腿 expected move,需要根据实际期权链 IV 手动调整
- 指标给出的 strike 是基于 ATR 与价格步长的参考值,不等同于真实期权链最优合约

注意:
本指标用于期权策略场景分析和交易计划辅助,不构成投资建议。实际交易前请结合 IV、流动性、财报/宏观事件、bid-ask spread、风险收益比和账户风险控制独立判断。

Attribution:
Derived from “Stochastic Overlay - Regression Channel (Zeiierman)”.
Volume Sentiment Breakout style trend-state idea inspired by AlgoAlpha’s VSB channel logic.
Calendar spread scene extension by includeno.
Notas de Lançamento
C+:需要后续向上收盘确认,否则变灰 c+
P-:需要后续向下收盘确认,否则变灰 p-
参数也改成通用名字:
Calendar Confirm Bars
Calendar Confirm Move, ATR
Calendar Confirm Needs Basis

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