[量化选股]乖离底部选股副图代码 通达信版

CMC0:=REF(C,2)*0.865;

CMC1:=REF(C,13)*0.772;

TT1:=(C-MIN(CMC0,CMC1))/C<0.085 ;

TJ1:=(C-MA(C,48))/MA(C,48)*100<-30 AND (C-MA(C,70))/MA(C,70)*100<-27 AND COUNT((C-MA(C,48))/MA(C,48)*100<-30,2)=1 AND COUNT(C-MA(C,70)*100<-27,2)=1 AND (0-REF(C,1))/REF(C,1)>-0.07 AND COUNT(C=0,6)=0;

TT2:=(TJ1 );

TJ10:=SMA(SMA((INDEXC-LLV(INDEXL,275))/(HHV(INDEXH,275)-LLV(INDEXL,275))*100,50,1),40,1);

TT3:=(C-MA(C,70))/MA(C,70)*100<-24 AND TJ10<23 AND COUNT((C-MA(C,70))/MA(C,70)*100<-23,2)=1 AND (0>C OR 0<C) AND 0/REF(C,1)>0.96;

TJ15:=DMA(EMA(C,5),SUM(V,8)/2.8/CAPITAL);

TJ16:=REF((C-TJ15)/TJ15*100,1)<-40;

TJ11:=(C-TJ15)/TJ15*100>REF((C-TJ15)/TJ15*100,1);

TJ12:=REF((C-TJ15)/TJ15*100,1)<REF((C-TJ15)/TJ15*100,2);

TJ13:=(C-TJ15)/TJ15*100-REF((C-TJ15)/TJ15*100,1)>1.8;

TJ14:=H>L*1.053 AND COUNT(H>L*1.053,5)>2 AND (C/MA(C,30)*100<75 OR C/MA(C,50)*100<78);

TT4:=TJ16 AND TJ11 AND TJ12 AND TJ13 OR TJ14;

SY1:=(C-MA(C,48))/MA(C,48)*100<-28;

SY2:=SMA(MAX(C-REF(C,1),0),12,1)/SMA(ABS(C-REF(C,1)),12,1)*100>23;

TT5:=SY1 AND SY2 AND VOL>MA(VOL,18) AND COUNT(C=0,6)=0;

WY2:=(C-MA(C,50))/MA(C,50)*100<-23;

WY3:=SMA(MAX(C-REF(C,1),0),3,1)/SMA(ABS(C-REF(C,1)),3,1)*100>16;

WY4:=CROSS(100*(HHV(H,27)-C)/(HHV(H,27)-LLV(L,27)),79);

WY5:=(0-REF(C,1))/REF(C,1)<0.05 AND V>MA(V,23);

TT6:=WY2 AND WY3 AND WY4 AND (0>C OR 0<C) AND WY5;

FILTER((TT1+TT2+TT3+TT4+TT5+TT6)>=2,20);

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。