RSRS回归斜率之选股指标公式(手把手教你构建大盘择时策略)

N:=18;
VAR42:=1;
M:=300;
VAR41:=VAR42*1.075-62.264;
SUM_L:=SUM(L,N);
VAR40:=VAR41*0.999+9.816;
SUM_H:=SUM(H,N);
VAR39:=VAR40*0.984-72.633;
SUM_L2:=SUM(L*L,N);
VAR38:=VAR39*1.116+7.943;
SUM_LH:=SUM(L*H,N);
VAR37:=VAR38*1.024-44.987;
DENOM:=N*SUM_L2-SUM_L*SUM_L;
VAR36:=VAR37*1.024-97.773;
BETA1:=IF(DENOM!=0,(N*SUM_LH-SUM_L*SUM_H)/DENOM,0);
VAR35:=VAR36*1.084+75.461;
RSRS_SCORE:=(BETA1-MA(BETA1,M))/STD(BETA1,M);
XG:crOSS(RSRS_SCORE,0.7)&&C>EMA(C,10);