From f57060e1ac8877572f21e27fb9b25d04ba8fe8f3 Mon Sep 17 00:00:00 2001 From: ring520 Date: Fri, 28 Feb 2025 20:40:51 +0800 Subject: [PATCH] =?UTF-8?q?=E6=B7=BB=E5=8A=A0=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 | 24 +++++++++++++++++++ 1 file changed, 24 insertions(+) create mode 100644 %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 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 new file mode 100644 index 0000000..bd367a8 --- /dev/null +++ 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 @@ -0,0 +1,24 @@ +// 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_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 + +// 动量与趋势因子 +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) + +// 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 + +// 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 + +// 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 + DRAWNULL +) * X_7, COLORCYAN; // 用X_7二次过滤信号 \ No newline at end of file