[量化选股]十二指共振代码 通达信版

N1:=3;

N2:=5;

N3:=9;

N4:=13;

N5:=21;

N6:=34;

DIFF:=EMA(CLOSE,N3)-EMA(CLOSE,N4);

DEA:=EMA(DIFF,N2);

A1:=DIFF>DEA;

RSV1:=(CLOSE-LLV(LOW,N3))/(HHV(HIGH,N3)-LLV(LOW,N3))*100;

K:=SMA(RSV1,N1,1);

D:=SMA(K,N1,1);

A2:=K>D;

LC:=REF(CLOSE,1);

RSI1:=(SMA(MAX(CLOSE-LC,0),N2,1))/(SMA(ABS(CLOSE-LC),N2,1))*100;

RSI2:=(SMA(MAX(CLOSE-LC,0),N4,1))/(SMA(ABS(CLOSE-LC),N4,1))*100;

A3:=RSI1>RSI2;

RSV:=-(HHV(HIGH,N4)-CLOSE)/(HHV(HIGH,N4)-LLV(LOW,N4))*100;

LWR1:=SMA(RSV,N1,1);

LWR2:=SMA(LWR1,N1,1);

A4:=LWR1>LWR2;

BBI:=(MA(CLOSE,N1)+MA(CLOSE,N2)+MA(CLOSE,N3)+MA(CLOSE,N4))/4;

A5:=CLOSE>BBI;

MTM:=CLOSE-REF(CLOSE,1);

MMS:=100*EMA(EMA(MTM,N2),N1)/EMA(EMA(ABS(MTM),N2),N1);

MMM:=100*EMA(EMA(MTM,N4),N3)/EMA(EMA(ABS(MTM),N4),N3);

A6:=MMS>MMM;

BIAS:=(C-MA(C,N2))/MA(C,N2);

DIF:=(BIAS-REF(BIAS,16));

DBCD:=SMA(DIF,76,1);

MM:=MA(DBCD,5);

A7:=DBCD>MM;

CHIGU:=3*SMA((CLOSE-LLV(LOW,27))/(HHV(HIGH,27)-LLV(LOW,27))*100,5,1)-2*SMA(SMA((CLOSE-LLV(LOW,27))/(HHV(HIGH,27)-LLV(LOW,27))*100,5,1),3,1),LINETHICK0,COLORRED;

ZHICHENG:=LLV(CHIGU,3),LINETHICK0,COLOR00FFFF;

XIADIE:=MA(CHIGU,12),COLOR6B8E23,LINETHICK0;

ZHUANGX:=CROSS(CHIGU,XIADIE);

MA1:=MA(CHIGU,5);

XIANGXIA:=CROSS(MA1,CHIGU) AND MA1>80;

A8:=CHIGU>XIADIE;

MT:=C-REF(C,1);

ZLGJ:=100*EMA(EMA(MT,N3),N3)/EMA(EMA(ABS(MT),N3),N3);

MAZL:=MA(ZLGJ,5);

A9:=ZLGJ>MAZL;

QJJ:=VOL/((HIGH-LOW)*2-ABS(CLOSE-OPEN));

XVL:=IF(CLOSE>OPEN,QJJ*(HIGH-LOW),IF(CLOSE<OPEN,QJJ*(HIGH-OPEN+CLOSE-LOW),VOL/2))+IF(CLOSE>OPEN,0-QJJ*(HIGH-CLOSE+OPEN-LOW),IF(CLOSE<OPEN,0-QJJ*(HIGH-LOW),0-VOL/2));

HSL:=(XVL/20)/1.15;

攻击流量:=((HSL*0.55+(REF(HSL,1)*0.33))+(REF(HSL,2)*0.22));

LLJX:=EMA(攻击流量,3);

资金流量:=LLJX,LINETHICK0,COLOR0000FF;

A10:=资金流量>0;

WJ:=(H+L+C)/3;

V1:=IF(H=L,1,H-MAX(O,C));

V2:=IF(H=L,1,MAX(C,O)-WJ);

V3:=IF(H=L,1,MIN(O,C)-L);

V4:=IF(H=L,1,WJ-MIN(C,O));

V5:=VOL/IF(H=L,4,H-L);

V6:=(V1*V5);

V7:=(V2*V5);

V8:=(V3*V5);

V9:=(V4*V5);

NEIPAN:=(V9+V8);

WAIPAN:=(V6+V7);

CHAZHIHE:=NEIPAN-WAIPAN;

DDX:=CHAZHIHE;

DX:=MA(CHAZHIHE,5)*20;

DDX1:=SMA(DX,3,1);

DDX2:=SMA(DDX1,3,1);

DDX3:=(5*DDX2+4*REF(DDX2,1)+3*REF(DDX2,2)+2*REF(DDX2,3)+REF(DDX2,4))/15;

A11:=DDX1>DDX2;

VAR1:=VOL/((HIGH-LOW)*2-ABS(CLOSE-OPEN));

NEIPAN1:=IF(CLOSE>OPEN,VAR1*(HIGH-LOW),IF(CLOSE<OPEN,VAR1*((HIGH-OPEN)+(CLOSE-LOW)),VOL/2));

WAIPAN1:=IF(CLOSE>OPEN,0-VAR1*((HIGH-CLOSE)+(OPEN-LOW)),IF(CLOSE<OPEN,0-VAR1*(HIGH-LOW),0-VOL/2));

DLX:=(NEIPAN1-(-WAIPAN1))/V*V/CAPITAL*100;

DLX1:=SUM(DLX,6);

DLX2:=MA(DLX1,5);

A12:=DLX1>DLX2;

(A1 AND A2 AND A3 AND A4 AND A5 AND A6 AND A7 AND A8 AND A9 AND A10 AND A11 AND A12) AND REF(A1 AND A2 AND A3 AND A4 AND A5 AND A6 AND A7 AND A8 AND A9 AND A10 AND A11 AND A12,1)=0;

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。