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。
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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; |
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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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