[量化選股]三個選股公式 通達信版

{第1個}

VARD:=EMA(CLOSE,5)-EMA(CLOSE,10);

VARF:=EMA(VARD,9);

VAR10:=(-100)*(HHV(CLOSE,5)-CLOSE)/(HHV(CLOSE,5)-LLV(LOW,5))+100;

VAR11:=(-100)*(HHV(CLOSE,10)-CLOSE)/(HHV(CLOSE,10)-LLV(LOW,10))+100;

VAR12:=(-100)*(HHV(CLOSE,20)-CLOSE)/(HHV(CLOSE,20)-LLV(LOW,20))+100;

VAR13:=(-100)*(HHV(CLOSE,30)-CLOSE)/(HHV(CLOSE,30)-LLV(LOW,30))+100;

VAR14:=REF(VARF,1);

VAR15:=VARF;

VAR16:=VAR15-VAR14;

CROSS(VARD,VARF) AND VARD<0 AND VARF<-0.2 AND VAR11>45 AND VAR16>0;

{第2個}

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

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

CMDSY:=100*VOL/CAPITAL;

TTS1:=(C-MIN(CMC0,CMC1))/C<0.085 AND SUM(CMDSY,5)/5<1.8;

BWVAR1:=(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;

BWVAR2:=(C-DMA(EMA(C,8),SUM(V,9)/2.8/CAPITAL))/DMA(EMA(C,8),SUM(V,9)/2.8/CAPITAL)*100;

BWVAR3:=REF(BWVAR2,1)<-46 AND BWVAR2>REF(BWVAR2,1)>2.2;

TTS2:=(BWVAR1 OR BWVAR3);

BWVAR10:=SMA(SMA((INDEXC-LLV(INDEXL,275))/(HHV(INDEXH,275)-LLV(INDEXL,275))*100,50,1),40,1);

TTS3:=(C-MA(C,70))/MA(C,70)*100<-24 AND BWVAR10<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;

BWVAR15:=DMA(EMA(C,5),SUM(V,8)/2.8/CAPITAL);

BWVAR16:=REF((C-BWVAR15)/BWVAR15*100,1)<-40;

BWVAR11:=(C-BWVAR15)/BWVAR15*100>REF((C-BWVAR15)/BWVAR15*100,1);

BWVAR12:=REF((C-BWVAR15)/BWVAR15*100,1)<REF((C-BWVAR15)/BWVAR15*100,2);

BWVAR13:=(C-BWVAR15)/BWVAR15*100-REF((C-BWVAR15)/BWVAR15*100,1)>1.8;

BWVAR14:=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);

TTS4:=BWVAR16 AND BWVAR11 AND BWVAR12 AND BWVAR13 OR BWVAR14;

JBVAR1:=(C-MA(C,48))/MA(C,48)*100<-28;

JBVAR2:=SMA(MAX(C-REF(C,1),0),12,1)/SMA(ABS(C-REF(C,1)),12,1)*100>23;

TTS5:=JBVAR1 AND JBVAR2 AND VOL>MA(VOL,18) AND COUNT(C=0,6)=0;

XRVAR2:=(C-MA(C,50))/MA(C,50)*100<-23;

XRVAR3:=SMA(MAX(C-REF(C,1),0),3,1)/SMA(ABS(C-REF(C,1)),3,1)*100>16;

XRVAR4:=CROSS(100*(HHV(H,27)-C)/(HHV(H,27)-LLV(L,27)),79);

XRVAR5:=(0-REF(C,1))/REF(C,1)<0.05 AND V>MA(V,23);

TTS6:=XRVAR2 AND XRVAR3 AND XRVAR4 AND (0>C OR 0<C) AND XRVAR5;

TTS:(TTS1+TTS2+TTS3+TTS4+TTS5+TTS6)>=2,COLORRED;

{第3個}

TTT0:=EMA(CLOSE,12)-EMA(CLOSE,26);

TTT1:=EMA(TTT0,9);

TTT2:=2*(TTT0-TTT1);

TTT3:=1.25*TTT0-0.25*TTT1;

TTT4:=(TTT3*13*27-27*11*EMA(CLOSE,12)+13*25*EMA(CLOSE,26))/28;

TTT5:=(TTT0*13*27-27*11*EMA(CLOSE,12)+13*25*EMA(CLOSE,26))/28;

TTT6:=(TTT1*13*27-27*11*EMA(CLOSE,12)+13*25*EMA(CLOSE,26))/28;

TTT7:=(TTT4+TTT6)/2;

TTT8:=ATAN((TTT5-REF(TTT5,1))/REF(TTT5,1)*100)*180/3.14159;

TTT9:=TTT4;

XA_50:=TTT5;

XA_51:=TTT7;

XA_52:=TTT6;

XA_53:=EMA(TTT9,3);

XA_54:=EMA(TTT9,2);

TTT9>XA_54 AND REF(TTT9>XA_54,1)=0 AND TTT9>XA_51;

通達信量化選股系列是為大家初選的量化因子，選擇源碼的標(biāo)準(zhǔn)是通過最近10年的歷史數(shù)據(jù)測試，使用通達信默認的測試條件和參數(shù)，收益率為正的那些選股公式。