正文

量化双因子之选股指标公式(多因子量化选股指标公式有哪些)

xingu114
xingu114 V管理员 /41阅读/0评论
0118

VAR1:=(CLOSE-LLV(LOW,120))/(HHV(HIGH,120)-LLV(LOW,120))*10;

VAR2:=SMA(VAR1,5,1);

VAR3:=VAR2>MA(VAR2,8);

VAR4:=(CLOSE-LLV(LOW,13))/(HHV(HIGH,13)-LLV(LOW,13))*10;

VAR5:=SMA(VAR4,3,2);

VAR6:=SMA(VAR5,10,6);

VAR7:=MA(VAR6,3);

VARA1:=VAR6>=VAR7;

VAR12:=CLOSE>REF(CLOSE,4);

VAR13:=BARSLASTCOUNT(VAR12);

VAR14:=VAR13=9;

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

DEA:=EMA(DIF,9);

macd:=(DIF-DEA)*2;

XG:=MACD>0;

QXS:=NOT(CODELIKE('4'));

QKC:=NOT(CODELIKE('688'));

QST:=IF(NAMELIKE('S'),0,1);

QXX:=IF(NAMELIKE('*'),0,1);

QBJ:=NOT(CODELIKE('8'));

VARGL:=QXS AND QST AND QKC AND QXX AND QBJ;

VAR15:=ISLASTBAR AND BETWEEN(VAR13,5,8);

VAR16:=((VAR14>0,9) OR (VAR15>0,VAR13))*VAR13;

VAR17:=CLOSE< REF(CLOSE,4);

VAR18:=BARSLASTCOUNT(VAR17);

VAR19:=VAR18=9;

VAR20:=ISLASTBAR AND BETWEEN(VAR18,5,8);

VAR21:=((VAR19>0,9) OR (VAR20>0,VAR18))*VAR18;

VAR22:=EMA(CLOSE,2);

VAR23:=EMA(CLOSE,150);

VAR24:=VAR22-VAR23;

VAR25:=EMA(VAR24,100);

VAR26:=2*(VAR24-VAR25);

VAR27:=POW(VAR26,3)*0.1+POW(VAR26,1);

VAR28:=IF(VAR26>0.1,VAR27,0)*5;

VAR29:=(CLOSE-MA(CLOSE,21))/MA(CLOSE,21)*100;

VAR30:=CLOSE>MA(CLOSE,250);

VAR31:=VAR28>REF(VAR28,1);

VAR32:=VAR29>REF(VAR29,1);

VAR33:=crOSS(VAR28,0.01)*VAR28;

VAR34:=(VAR30 AND VAR31 AND VAR32)*VAR28;

XG:BARSLASTCOUNT(VAR34>0 AND VARA1)=1 AND VARGL AND XG;