From 02abcebed0c9a1f54d516b83bd62de4ffb4ebdd2 Mon Sep 17 00:00:00 2001 From: ring520 Date: Fri, 28 Feb 2025 21:09:25 +0800 Subject: [PATCH] =?UTF-8?q?=E6=9B=B4=E6=96=B0=20=E7=AD=96=E7=95=A5?= =?UTF-8?q?=E6=A0=B8=E5=BF=83=E4=BB=A3=E7=A0=81-=E9=80=9A=E8=BE=BE?= =?UTF-8?q?=E4=BF=A1?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- ...%E7%A0%81-%E9%80%9A%E8%BE%BE%E4%BF%A1.-.md | 38 ++++++++++++------- 1 file changed, 25 insertions(+), 13 deletions(-) diff --git a/%E7%AD%96%E7%95%A5%E6%A0%B8%E5%BF%83%E4%BB%A3%E7%A0%81-%E9%80%9A%E8%BE%BE%E4%BF%A1.-.md b/%E7%AD%96%E7%95%A5%E6%A0%B8%E5%BF%83%E4%BB%A3%E7%A0%81-%E9%80%9A%E8%BE%BE%E4%BF%A1.-.md index bd367a8..ee7a5b7 100644 --- a/%E7%AD%96%E7%95%A5%E6%A0%B8%E5%BF%83%E4%BB%A3%E7%A0%81-%E9%80%9A%E8%BE%BE%E4%BF%A1.-.md +++ b/%E7%AD%96%E7%95%A5%E6%A0%B8%E5%BF%83%E4%BB%A3%E7%A0%81-%E9%80%9A%E8%BE%BE%E4%BF%A1.-.md @@ -1,24 +1,36 @@ // 基础参数 -X_1 := LLV(LOW, 10); // 10日最低价 -X_2 := HHV(HIGH, 25); // 25日最高价 -X_5 := 3.5; // 固定阈值3.5 +X_1 := LLV(LOW, 10); // 10日最低价 +X_2 := HHV(HIGH, 25); // 25日最高价 +X_5 := 3.5; // 固定阈值3.5 X_6 := REF(EMA((CLOSE - X_1)/(X_2 - X_1) * 4, 4), 1); // 标准化价格波动率（滞后1日） -X_7 := IF(EXIST(CROSS(X_6, X_5), 5), 0, 1); // 过去5日是否有上穿3.5，无则保持1 +X_7 := IF(EXIST(CROSS(X_6, X_5), 5), 0, 1); // 过去5日是否有上穿3.5 -// 动量与趋势因子 +// 动量计算 X_10 := (REF(CLOSE, 1) - REF(CLOSE, 2)) / REF(CLOSE, 2) * 100; // 前两日涨跌幅 -X_43 := SUM(X_10, 2) * X_7; // 近两日涨幅总和（过滤无效信号） +X_43 := SUM(X_10, 2) * X_7; // 近两日涨幅总和（过滤无效信号） -// 动态过滤条件 -X_40 := NOT(NAMELIKE(313) OR NAMELIKE(314) OR NAMELIKE(315) OR VOL = 0); // 排除特定股票和零成交量 +// 复合指标 +X_11 := 2*(REF(CLOSE+HIGH+LOW, 1)+OPEN)*100; +X_12 := (X_11/EMA(X_11,4)-1)*100; +X_13 := X_7*X_12; +X_14 := DMA(EMA(OPEN,12),SUM(REF(VOL,1),5)/3/CAPITAL); +X_15 := X_7*(OPEN - X_14)/X_14*200; +X_16 := 0-(HHV(EMA(OPEN,5),14)-OPEN)/OPEN*5000; +X_38 := (X_7*(IF(MA(OPEN,3)>MA(OPEN,13) AND MA(OPEN,34)>=REF(MA(OPEN,34),1),2,0) + + IF((EMA(OPEN,12)-EMA(OPEN,50))>0,2,0) + + (OPEN/REF(CLOSE,1)-1)/10 + X_16/1000)*100 + 25; +X_39 := X_13 + X_15 + X_38; // 核心复合指标 + +// 动态过滤 +X_40 := NOT(NAMELIKE(313) OR NAMELIKE(314) OR NAMELIKE(315) OR VOL=0); // 斜率计算 -X_41 := SLOPE(X_39, 2); // X_39的2日斜率（需定义X_39，此处保留关键部分） -X_42 := SLOPE(X_6, 2); // X_6的2日斜率 +X_41 := SLOPE(X_39, 2); // 复合指标2日斜率 +X_42 := SLOPE(X_6, 2); // 波动率指标2日斜率 // 最终信号 土 := IF( - X_43 > 8 AND X_40, // 核心条件：动量强且非禁选股 - X_41 * 0.02 - X_42 * X_7, // 斜率组合公式 + X_43 > 8 AND X_40, // 动量+过滤条件 + (X_41*0.02 - X_42*X_7) * X_7, // 双斜率组合公式 DRAWNULL -) * X_7, COLORCYAN; // 用X_7二次过滤信号 \ No newline at end of file +), COLORCYAN; \ No newline at end of file