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底背离选股公式集

 嘉陵山水 2011-06-14

底背离选股公式集

公式 2010-08-30 15:36:21 阅读406 评论0   字号: 订阅

MACD底背离的通达信选股公式
飞狐源码(macd背离)
DIFF : EMA(CLOSE,S) - EMA(CLOSE,P),colorred;//(这句表达的是S天与P天股价指数平滑曲线的差值,用红色表示)
DEA  : EMA(DIFF,M),coloryellow;//(这句表达的是第一句M天的指数平滑曲线,用黄色表示)
MACD : 2*(DIFF-DEA), COLORSTICK;//(这句表达的第一句和第二句差值的柱状线)

A4:=BARSLAST(ref(cross(diff,dea),1));
B1:=ref(h,A4+3)>ref(c,3) and ref(diff,A4+3)<ref(diff,3) and cross(diff,dea);
DRAWTEXT(FILTER(B1>0,5),diff,'←底背离'),COLORyellow;
A5:=BARSLAST(ref(cross(dea,diff),1));
B2:=ref(h,A5+3)<ref(h,3) and ref(diff,A5+3)>ref(diff,3) and cross(dea,diff);
DRAWTEXT(FILTER(B2>0,5),diff,'←顶背离'),COLORgreen;

partline(diff<ref(diff,1),diff),colorgreen;//(这句是我自己加的,DIFF上升红色,下降绿色,方便看盘而已,飞狐可用)。

----------------------------
大智慧(macd背离)
[MACD顶底背离] 参数 short=12 long=26 m=9 n=55
DIFF:EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA:EMA(DIFF,M);
MACD:2*(DIFF-DEA), COLORSTICK;
底背离:LLV(L,N)=L AND NOT(LLV(MACD,N)=MACD),COLORFF00FF;
顶背离:HHV(H,N)=H AND NOT(HHV(MACD,N)=MACD),COLORFFFFFF;
-----------------------
MACD 底背离选股 原码

DIFF := EMA(CLOSE,SHORT) - EMA(CLOSE,LONG);
DEA  := EMA(DIFF,M);
MACD := 2*(DIFF-DEA);
JC:=CROSS(DIFF,DEA);
T:=BARSLAST( DEA>0);
T1:=LLVBARS(DIFF,T);
REF(CLOSE,T1)>CLOSE AND REF(DIFF,T1)<DIFF AND
REF(MACD,1)<MACD AND ALL(DIFF<0,T) AND T1>15 AND
COUNT(JC,T)>=1;

以上参数LONG,SHORT, M需设置,缺省分别为26,12,9。

说明
1)T:=BARSLAST( DEA>0);语句取得dea跌入0线的周期;
2)T1:=LLVBARS(DIFF,T);语句取得dea跌入0线后的diff最低值周期;
3)ALL(DIFF<0,T)语句保证选出的股票在T周期内diff没有大于0。
4)T1>15 保证第一次金叉的时间距今天大于15日,是否合理?

---------------------
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条件选股公式:
macd背离的公式选股器

DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA);
A1:=BARSLAST(REF(CROSS(DIFF,DEA),1));
B1:=REF(C,A1+1)>C AND REF(DIFF,A1+1)<DIFF AND CROSS(DIFF,DEA);

FILTER(B1>0,5)
 
 
 
条件选股公式:
macd,RSi,kdj底背离

KDJ_K:="KDJ.K"(9,3,3);KDJ_D:="KDJ.D"(9,3,3);KDJ_J:="KDJ.J"(9,3,3);
买1:=CROSS(KDJ_J,0) OR (CROSS(KDJ_J,KDJ_K) AND KDJ_D<26);
买2:=CROSS("RSI.RSI1"(6,2,2),20) OR CROSS("RSI.RSI1"(6,12,24),"RSI.RSI2"(6,12,24));
买3:=CROSS("MACD.DIF","MACD.DEA") OR CROSS("MACD.MACD",0);
买0:=买1+买2+买3;
买:IF(买0>1,买0,0);
 
 
 
通达信百发百中

{百发百中 K:100,120,105}
VARA:=CLOSE/MA(CLOSE,48)*100<71*K/100;
VARB:=CLOSE/MA(CLOSE,50)*100<70*K/100;
VARC:=HIGH/LOW>1.078/K*100;
VARD:=VARC AND COUNT(VARC,4)>2;
VAR1:=CLOSE;
VAR2:=MA(VAR1,6);
VAR3:=MA(VAR1,24);
VAR4:=MA(VAR1,32);
VAR5:=MA(VAR1,62);
VAR6:=MA(VAR1,105);
百:=VAR5/VAR6*100;发:=VAR4/VAR2*100;中:=VAR3/VAR2*100;
财:=VAR2/VAR1*100;入:=CLOSE/COST(8)*100;
((发>110/K*100 AND 入<80*K/100) OR (VARD AND (VARA OR VARB)))
AND (HIGH>LOW) AND (REF(HIGH,1)>REF(LOW,1)) AND
(REF(HIGH,2)>REF(LOW,2)) AND (REF(HIGH,3)>REF(LOW,3)) AND
(REF(HIGH,4)>REF(LOW,4)) AND (REF(HIGH,5)>REF(LOW,5));

1)KDJ和RSI在20以下钝化一段时间;2)MACD绿线逐渐缩短,且DIF上穿DAE而DEA也向上运行;3)日线向SAR靠拢并交叉;4)ROC在超卖区上穿MROC并且MROC上行;5)BOLL开口放大;6)5日线走平并上穿10日线且10日线走平并向上。
 
试着将上述条件编成一公式,经测试,结果为零。于是,删除并放宽一些条件,有如下公式:

DIFF:=EMA(CLOSE,12) - EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA);
AA1:=DIFF<0 AND DIFF>=DEA AND DEA>REF(DEA,1)AND MACD>REF(MACD,1);
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);
AA2:=3*K-2*D<25;
LC:= REF(CLOSE,1);
AA3:=SMA(MAX(CLOSE-LC,0),6,1)/SMA(ABS(CLOSE-LC),6,1)*100<30;
ROC:=(CLOSE-REF(CLOSE,12))/REF(CLOSE,12)*100;
ROCMA:=MA(ROC,6);
AA4:=ROCMA<0 AND ROC>=ROCMA AND ROCMA>REF(ROCMA,1);
AA5:=C<SAR(10,2,20)OR CROSS(C,SAR(10,2,20));
MID:=MA(CLOSE,26);
UPPER:=MID+2*STD(CLOSE,26);
AA1 AND AA2 AND AA3 AND AA4 AND AA5;
大家可再减少一些条件试试,信号会逐步增多。比如去掉最后两个后,成功率仍是百分之百,而信号由6个增加到10个。

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