注意:本指标源码用于通达信、通达信金融终端和通达信期货通。

01

指标源码

NN:=5;

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;

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

PYSU:=LLV(LOW,30);

PYSA1:=HHV(HIGH,30);

B:=EMA((PYSV-PYSU)/(PYSA1-PYSU)*100,8);

B1:=EMA(B,5);

DUO:=B-B1>0;

KONG:=B-B1<0;

LC:=REF(CLOSE,1);

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

DIXI:=IF(CROSS(RSI,11),70,0);

PYS7:=EMA(AMOUNT/VOL/100,3);

PYS8:=EMA(PYS7,88);

PYS9:=EMA(PYS7,88)*0.85;

PYSA:=PYS9*0.87;

PYSB:=LOW<PYSA AND CLOSE>REF(CLOSE,1)*1.02;

JIANJUEM:=IF(FILTER(PYSB,6),65,0);

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

VA4:=LLV(LOW,34);

VA5:=HHV(HIGH,34);

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

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

CHUJ:=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);

BUDMA:=IF(CROSS(D1,K1) AND DUO>0,MIN(B,B1),0);

PYS10:=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);

PYS11:=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);

PYS12:=PYS10<REF(PYS11,1) AND VOL>REF(VOL,1) AND CLOSE>REF(CLOSE,1);

ZHULIINC:=PYS12 AND COUNT(PYS12,30)=1;

ZHULIINCQI:=COUNT(ZHULIINC,NN);

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

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

MACD:=2*(DIFF-DEA);

MACDJINC:=CROSS(DIFF,DEA);

KDJJINC:=CROSS(J,K);

DIXIQI:=COUNT(DIXI,NN);

CHUJQI:=COUNT(CHUJ,NN);

JIANJUEMQI:=COUNT(JIANJUEM,NN);

BUDMAQI:=COUNT(BUDMA,NN);

ZZZ1:=(DUO>0) AND (ZHULIINCQI OR CHUJQI OR JIANJUEMQI OR BUDMAQI) AND (KDJJINC OR MACDJINC);

DIXI AND ZZZ1<1;

02

指标说明

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。


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