[量化选股]二个选股公式 通达信版

{第1个}

A1:=((MA(C,60)-L)/MA(C,20))*200;

B1:=((MA(C,60)-L)/MA(C,60))*200;

C1:=((MA(C,30)-L)/MA(C,60))*200;

M1:=REF(CLOSE,1);

M2:=SMA(MAX(CLOSE-M1,0),7,1)/SMA(ABS(CLOSE-M1),7,1)*100;

G1:=FILTER(REF(M2,1)<20 AND M2>REF(M2,1),5);

TU:=C/MA(C,40)<0.74;

PER1:=5;

MMA:=EMA(C,PER1);

SMMA:=EMA(MMA,PER1);

IMPETMMA:=MMA – REF(MMA,1);

IMPETSMMA:=SMMA – REF(SMMA,1);

DIVMA:= ABS(MMA – SMMA);

TDJ:=(H-L)/REF(C,1)>0.05;

AVERIMPET:= (IMPETMMA+IMPETSMMA)/2;

TDF:= POW(DIVMA,1)*POW(AVERIMPET,3);

NTDF:=TDF/HHV(ABS(TDF),PER1*3);

YUL:=COUNT(TDJ,5)>1;

启动:=TU AND TDJ AND YUL;

确定:=CROSS(NTDF,-0.9);

波段:=FILTER((G1 AND C1>20 OR C>REF(C,1)) AND REF(启动,1),10);

选股:=FILTER(REF(启动,1) AND (确定 OR C>REF(C,1)) AND “MACD.MACD”>-1.5,10);

妖底:COUNT(选股,13)>=1 AND 波段;

{第2个}

X_1:=VOL<MA(VOL,5) AND MA(VOL,5)<MA(VOL,55) AND CLOSE/REF(CLOSE,1)>1.028 AND MA(CLOSE,10)>CLOSE*1.05 AND MA(CLOSE,10)<CLOSE*1.13 AND MA(CLOSE,60)>CLOSE*1.28;

X_2:=(CLOSE-SMA(CLOSE,13,1))/SMA(CLOSE,13,1)*(-100);

X_3:=REF(X_2,1)>13 AND REF(X_2,1)/X_2>1.23 AND CLOSE/REF(CLOSE,1)>1.03;

X_4:=FILTER(IF(X_3 AND REF(CLOSE,1)<=COST(1),1,0) AND CLOSE<>LOW,5);

X_5:=IF(HIGH>LOW*1.051 AND COUNT(HIGH>LOW*1.051,5)>1 AND (CLOSE/MA(CLOSE,40)*100<78 OR CLOSE/MA(CLOSE,60)*100<74),2,0);

X_16:=CLOSE/REF(CLOSE,1)>1.011 AND VOL*1.1<REF(VOL,1) AND CLOSE>OPEN*1.015 AND REF(CLOSE,1)/REF(CLOSE,2)<0.999 AND REF(CLOSE,1)*1.015<REF(OPEN,1) AND NOT(CLOSE/REF(CLOSE,1)>1.0989);

X_17:=IF(X_16,0.5,0);

缩底:=X_1+X_4+X_5+X_17>=2 AND KDJ.D<10 AND KDJ.J>0;

缩量底:缩底>0 AND REF(缩底,1)<1,COLORCYAN;

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。