[量化选股]三个资金曲线稳定向上的选股公式 通达信版

{第1个}

AA:=LLV(LOW,36);

BB:=HHV(HIGH,30);

DD:=(EMA(((CLOSE-AA)/(BB-AA))*(4),4))*(25);

GUHAI:=(((DD-LLV(DD,21))/(HHV(DD,21)-LLV(DD,21)))*(4))*(25);

CROSS(GUHAI,90) AND (DD<40),COLORFFFF00;

{第2个}

RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;

K:=SMA(RSV,3,1);

D:=SMA(K,3,1);

J:=3*K-2*D;

VARV:=(2*C+H+L)/4;

VARU:=LLV(LOW,30);

VARA1:=HHV(HIGH,30);

B:=EMA((VARV-VARU)/(VARA1-VARU)*100,8);

B1:=EMA(B,5);

多:=B-B1>0;

空:=B-B1<0;

转空:=空 AND REF(多,1);

转多:=多 AND REF(空,1);

转多期:=COUNT(转多,5);

PASTDAYS:=5;

LC:=REF(CLOSE,1);

RSI:=SMA(MAX(CLOSE-LC,0),6,1)/SMA(ABS(CLOSE-LC),6,1)*100;

低吸:=IF(CROSS(RSI,11),70,0);

VAR7:=EMA(AMOUNT/VOL/100,3);

VAR8:=EMA(VAR7,88);

VAR9:=EMA(VAR7,88)*0.85;

VARA:=VAR9*0.87;

VARB:=LOW<VARA AND CLOSE>REF(CLOSE,1)*1.02;

坚决买进:=IF(FILTER(VARB,6),65,0);

VARF:=(2*CLOSE+HIGH+LOW)/4;

VA4:=LLV(LOW,34);

VA5:=HHV(HIGH,34);

VA6:=EMA((VARF-VA4)/(VA5-VA4)*100,6);

VA7:=EMA(0.667*REF(VA6,1)+0.333*VA6,4);

出击:=IF(IF(COUNT(CLOSE<REF(CLOSE,1),8)/8>0.3 AND COUNT(VA6>VA7,3) AND REF(LOW,1)=LLV(LOW,120) AND CLOSE>OPEN,1,0),60,0);

A:=(3*CLOSE+LOW+OPEN+HIGH)/6;

D1:=(20*A+19*REF(A,1)+18*REF(A,2)+17*REF(A,3)+16*REF(A,4)+15*REF(A,5)+14*REF(A,6)+13*REF(A,7)+12*REF(A,8)+11*REF(A,9)+10*REF(A,10)+9*REF(A,11)+8*REF(A,12)+7*REF(A,13)+6*REF(A,14)+5*REF(A,15)+4*REF(A,16)+3*REF(A,17)+2*REF(A,18)+REF(A,20))/211;

D2:=EMA(D1,2);

D3:=EMA(D2,2);

K1:=EMA(D3,2);

波段买入:=IF(CROSS(D1,K1) AND 多>0,MIN(B,B1),0);

VAR10:=100-3*SMA((CLOSE-LLV(LOW,75))/(HHV(HIGH,75)-LLV(LOW,75))*100,20,1)+2*SMA(SMA((CLOSE-LLV(LOW,75))/(HHV(HIGH,75)-LLV(LOW,75))*100,20,1),15,1);

VAR11:=100-3*SMA((OPEN-LLV(LOW,75))/(HHV(HIGH,75)-LLV(LOW,75))*100,20,1)+2*SMA(SMA((OPEN-LLV(LOW,75))/(HHV(HIGH,75)-LLV(LOW,75))*100,20,1),15,1);

VAR12:=VAR10<REF(VAR11,1) AND VOL>REF(VOL,1) AND CLOSE>REF(CLOSE,1);

主力进场:=VAR12 AND COUNT(VAR12,30)=1;

主力进场期:=COUNT(主力进场,PASTDAYS);

DIFF:=EMA(C,12)-EMA(C,26),COLORWHITE;

DEA:=EMA(DIFF,8),COLORFFAA00;

MACD:=2*(DIFF-DEA);

DIFF上穿0轴:=CROSS(DIFF,0);

MACD金叉:=CROSS(DIFF,DEA);

MACD金叉期:=COUNT(MACD金叉,PASTDAYS);

MACD势增:=MACD>REF(MACD,1);

N:=9;

M1:=3;

M2:=3;

KDJ势增:=J>REF(J,1);

高安全区:=0,COLORRED;

安全区:=20,COLORCYAN;

风险区:=100,COLORGREEN;

KDJ金叉:=CROSS(J,K);

KDJ死叉:=CROSS(K,J);

KDJ买点:=KDJ金叉 ;

KDJ卖点:=KDJ死叉;

KDJ买点期:=COUNT(KDJ买点,PASTDAYS);

通:=MA(C,21);

低吸期:=COUNT(低吸,PASTDAYS);

出击期:=COUNT(出击,PASTDAYS);

坚决买进期:=COUNT(坚决买进,PASTDAYS);

波段买入期:=COUNT(波段买入,PASTDAYS);

转多买点:=(转多期) AND (KDJ金叉 OR MACD金叉);

最佳买点:=(多>0) AND (主力进场期 OR 出击期 OR 坚决买进期 OR 波段买入期) AND (KDJ金叉 OR MACD金叉);

低吸 AND 最佳买点<1;

{第3个}

AA:=LLV(LOW,36);

BB:=HHV(HIGH,30);

DD:=(EMA(((CLOSE-AA)/(BB-AA))*(4),4))*(25);

(COUNT((DD>REF(DD,1)),1)=1) AND (REF(DD,1)<REF(REF(DD,1),1)) AND (DD<10),COLORF00FF0;

通达信量化选股系列是为大家初选的量化因子，选择源码的标准是通过最近10年的历史数据测试，使用通达信默认的测试条件和参数，测试沪深300成分股，收益率为正的那些选股公式。