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股票评分系统

 yzy666 2017-07-28
原文地址:股票评分系统作者:股海神龟

   最近一直忙于股票的分析研究,现将本人最新的研究成果公布,目前还不完善,希望广大博友提出宝贵意见。

   本次研究成果的思路是将股票的均线形态、筹码集中度、市值大小、股本大小,股价涨幅、财务情况等进行量化打分,从而给每支股票一个综合分值,便于进行选股和技术分析,传统技术指标本人已经有一套方法了。故没有纳入系统。

MA1:MA(CLOSE,M1);
MA2:MA(CLOSE,M2);
MA3:MA(CLOSE,M3);
MA4:MA(CLOSE,M4);
MA5:MA(CLOSE,M5);
MA6:MA(CLOSE,M6);
MA47:=MA(CLOSE,47);
月新高:=C>=REF(HHV(H,20)*0.95,1) AND VOL>=REF(HHV(V,20)*0.95,1);
新高次数:=SUM(月新高=1,20);
大阳次数:=SUM(100*(C-REF(C,1))/REF(C,1)>=7,20);
换手较高:=SUM(HSL,30)/30;
{短线形态,最高4.5分}
DXFS1:=IF(MA1>REF(MA1,1),0.5,-0.5);
DXFS2:=IF(MA2>REF(MA2,1),0.5,-0.5);
DXFS3:=IF(MA3>REF(MA3,1),0.5,-0.5);
DXFS4:=IF(MA1>MA2,0.5,-0.5);
DXFS5:=IF(MA2>MA3,0.5,-0.5);
DXFS6:=IF(MA1>MA3,0.5,-0.5);
DXFS7:=IF(MA1-REF(MA1,1)>=MA2-REF(MA2,1),0.5,-0.5);
DXFS8:=IF(MA2-REF(MA2,1)>=MA3-REF(MA3,1),0.5,-0.5);
DXFS9:=IF(MA1-REF(MA1,1)>=MA3-REF(MA3,1),0.5,-0.5);
DXFS10:=IF(C<MA3,-2,0);
DXFS11:=IF(C>MA3,2,0);
DXFS:=DXFS1+DXFS2+DXFS3+DXFS4+DXFS5+DXFS6+DXFS7+DXFS8+DXFS9+DXFS10+DXFS11;
{长线形态,最高4.5分}
CXFS1:=IF(MA4>REF(MA4,1),0.5,-0.5);
CXFS2:=IF(MA5>REF(MA5,1),0.5,-0.5);
CXFS3:=IF(MA6>REF(MA6,1),0.5,-0.5);
CXFS4:=IF(MA4>MA5,0.5,-0.5);
CXFS5:=IF(MA5>MA6,0.5,-0.5);
CXFS6:=IF(MA4>MA6,0.5,-0.5);
CXFS7:=IF(MA4-REF(MA4,1)>=MA5-REF(MA5,1),0.5,-0.5);
CXFS8:=IF(MA5-REF(MA5,1)>=MA6-REF(MA6,1),0.5,-0.5);
CXFS9:=IF(MA4-REF(MA4,1)>=MA6-REF(MA6,1),0.5,-0.5);
CXFS10:=IF(C>MA4,0.5,-0.5);
CXFS11:=IF(C>MA5,0.5,-0.5);
CXFS12:=IF(C>MA6,0.5,-0.5);
CXFS:=CXFS1+CXFS2+CXFS3+CXFS4+CXFS5+CXFS6+CXFS7+CXFS8+CXFS9+CXFS10+CXFS11+CXFS12;
{关键均线,最高2分}
GJJX1:=IF(MA47>REF(MA47,1),1.5,-1.5);
GJJX2:=IF(MA47-REF(MA47,1)>=REF(MA47,1)-REF(MA47,2),0.5,-0.5);
GJJX:=GJJX1+GJJX2;
{成本选股,最高5分}
JJJ:=IF(DYNAINFO(8)>0.01,0.01*DYNAINFO(10)/DYNAINFO(8),DYNAINFO(3));
DDD:=(DYNAINFO(5)<0.01 || DYNAINFO(6)<0.01);
JJJT:=IF(DDD,1,(JJJ<(DYNAINFO(5)+0.01) && JJJ>(DYNAINFO(6)-0.01)));
CYC1:=IF(JJJT,0.01*EXPMA(AMOUNT,5)/EXPMA(VOL,5),EMA((HIGH+LOW+CLOSE)/3,5));
CYC2:=IF(JJJT,0.01*EXPMA(AMOUNT,13)/EXPMA(VOL,13),EMA((HIGH+LOW+CLOSE)/3,13));
CYC3:=IF(JJJT,0.01*EXPMA(AMOUNT,34)/EXPMA(VOL,34),EMA((HIGH+LOW+CLOSE)/3,34));
CYC∞:=IF(JJJT,DMA(AMOUNT/(100*VOL),100*VOL/FINANCE(7)),EMA((HIGH+LOW+CLOSE)/3,120));
CBXG1:=IF(CYC1>CYC2,0.5,-0.5);
CBXG2:=IF(CYC2>CYC3,0.5,-0.5);
CBXG3:=IF(CYC3>CYC∞,0.5,-0.5);
CBXG4:=IF(CYC1>CYC3,0.5,-0.5);
CBXG5:=IF(CYC1>CYC∞,0.5,-0.5);
CBXG6:=IF(CYC2>CYC∞,0.5,-0.5);
CBBZ:=MAX(MAX(MAX(CYC1,CYC2),CYC3),CYC∞)/MIN(MIN(MIN(CYC1,CYC2),CYC3),CYC∞);
CBXG7:=IF(CBBZ<1.05,1,0);
CBXG8:=IF(CBBZ<1.2 AND CBBZ>=1.05,0.5,0);
JXBZ:=MAX(MAX(MAX(MAX(MAX(MA1,MA2),MA3),MA4),MA5),MA6)/MIN(MIN(MIN(MIN(MIN(MA1,MA2),MA3),MA4),MA5),MA6);
JXBZ1:=IF(JXBZ<1.05,1,0);
JXBZ2:=IF(JXBZ<1.2 AND JXBZ>=1.05,0.5,0);
CBXG:=CBXG1+CBXG2+CBXG3+CBXG4+CBXG5+CBXG6+CBXG7+CBXG8+JXBZ1+JXBZ2;
{阴阳成交量,最高2分}
VA:=IF(CLOSE>OPEN,AMO,-AMO);
单日进出:=VA/FINANCE(7)/C;
主力控盘:=SUM(IF(CLOSE=OPEN,0,单日进出),90);
ZLKP1:=IF(主力控盘>=2,2,0);
ZLKP2:=IF(主力控盘>=1 AND 主力控盘<2,1,0);
ZLKP3:=IF(主力控盘>=0.5 AND 主力控盘<1,0.5,0);
ZLKP:=ZLKP1+ZLKP2+ZLKP3;
{重要支撑}
回调幅度:=(HHV(C,90)-C)/C*100>20 OR (HHV(C,250)-C)/C*100>40;
六十支撑:=LAST(MA4>=REF(MA4,1),5,0) AND 100*(L-MA4)/MA4<6 AND C>MA4 AND 回调幅度=1 AND MA4>=MA5 AND MA5>=MA6 AND LLV(C,10)>=MA4;
半年支撑:=LAST(MA5>=REF(MA5,1),5,0) AND 100*(L-MA5)/MA5<6 AND C>MA5 AND 回调幅度=1 AND MA5>=MA6 AND LLV(C,10)>=MA5;
年线支撑:=LAST(MA6>=REF(MA6,1),5,0) AND 100*(L-MA6)/MA6<6 AND C>MA6 AND 回调幅度=1 AND LLV(C,10)>=MA6;
重要支撑:=六十支撑=1 OR 半年支撑=1 OR 年线支撑=1;
PF11:=重要支撑=1;
{放量过头}
V1:=REF(HHV(V,200),1);
H1:=REF(HHV(H,200),1);
放量过头:=(CROSS(V,V1) AND CROSS(C,H1)) OR (CROSS(C,H1) AND C=ROUND(REF(C,1)*110)/100);
过头选股:=EXIST(放量过头=1,3);
PF21:=过头选股=1.5;
{过筹码峰}
过筹码峰:=C>COST(90);
PF31:=过筹码峰=1.5;
{筹码集中}
筹码集中:=COST(90)/COST(5);
ZMXG1:=IF(筹码集中<1.1,2,0);
ZMXG2:=IF(筹码集中<1.15 AND 筹码集中>=1.1,1,0);
ZMXG3:=IF(筹码集中<1.2 AND 筹码集中>=1.15,0.5,0);
PF41:=ZMXG1+ZMXG2+ZMXG3;
{连创新高}
连创新高:=新高次数>1;
PF51:=连创新高=1;
{金叉选股}
EXP1:=EXPMA(CLOSE,7);
EXP2:=EXPMA(CLOSE,21);
JCTS:=(BARSLAST(CROSS(EXP1,EXP2))<15 AND CROSS(EXP2,MA47)) OR (BARSLAST(CROSS(EXP1,MA47))<15 AND CROSS(EXP1,EXP2));
金叉选股:=EXIST(JCTS=1,5);
PF61:=金叉选股=1;
{换手选股}
HSXG1:=IF(HSL>=18,-3,0);
HSXG2:=IF(HSL>=15 AND HSL<18,-1.5,0);
HSXG3:=IF(HSL>=12 AND HSL<15,-0.5,0);
HSXG4:=IF(HSL>=8 AND HSL<10,1,0);
HSXG5:=IF(HSL>=5 AND HSL<8,3,0);
HSXG6:=IF(HSL>=3 AND HSL<5,1,0);
HSXG7:=IF(HSL<1.5,-1,0);
PF71:=HSXG1+HSXG2+HSXG3+HSXG4+HSXG5+HSXG6+HSXG7;
{股价位置}
WZFS:=(C-LLV(C,360))/LLV(C,360)*100;
WZF1:=IF(WZFS<10,5.5,0);
WZF2:=IF(WZFS<20 AND WZFS>=10,3.5,0);
WZF3:=IF(WZFS<30 AND WZFS>=20,0.5,0);
WZF4:=IF(WZFS<40 AND WZFS>=30,-0.5,0);
WZF5:=IF(WZFS<50 AND WZFS>=40,-3.5,0);
WZF6:=IF(WZFS<80 AND WZFS>=50,-5.5,0);
WZF7:=IF(WZFS>=80,-7.5,0);
WZF:=WZF1+WZF2+WZF3+WZF4+WZF5+WZF6+WZF7;
{市值大小}
SZDX:=C*FINANCE(7);
亿:=100000000;
SZF1:=IF(SZDX<5*亿,1,0);
SZF2:=IF(SZDX<10*亿 AND SZDX>=5*亿,0.5,0);
SZF3:=IF(SZDX<30*亿 AND SZDX>=10*亿,0,0);
SZF4:=IF(SZDX<70*亿 AND SZDX>=30*亿,-0.5,0);
SZF5:=IF(SZDX<100*亿 AND SZDX>=70*亿,-1.5,0);
SZF6:=IF(SZDX>=100*亿,-2.5,0);
LTSZ:=SZF1+SZF2+SZF3+SZF4+SZF5+SZF6;
{主力介入}
JRXG1:=IF(EXIST(新高次数>4,20),1.5,0);
JRXG2:=IF(EXIST(新高次数>1 AND 新高次数<=3,20),1,0);
JRXG3:=IF(EXIST(新高次数=1,20),0.5,0);
JRXG4:=IF(EXIST(大阳次数>2,20),1.5,0);
JRXG5:=IF(EXIST(大阳次数>1 AND 大阳次数<=2,20),1,0);
JRXG6:=IF(EXIST(大阳次数=1,20),0.5,0);
PF81:=JRXG1+JRXG2+JRXG3+JRXG4+JRXG5+JRXG6;
{财务选股}
净资产收益率:=FINANCE(33)/FINANCE(34)*100;
CWXG1:=IF(净资产收益率>=10,0.5,0);
CWXG2:=IF(净资产收益率<3,-0.5,0);
净资产:=FINANCE(34);
CWXG3:=IF(净资产>=2,0.5,0);
CWXG4:=IF(净资产<1.1,-0.5,0);
未分配利润:=FINANCE(32);
CWXG5:=IF(未分配利润>=2,0.5,0);
CWXG6:=IF(未分配利润<0.2,-0.5,0);
主营占比:=FINANCE(20)/(FINANCE(20)+FINANCE(22)+FINANCE(24)+FINANCE(25))*100;
CWXG7:=IF(主营占比>=75,0.5,0);
CWXG8:=IF(主营占比<40,-0.5,0);
经营现金流:=FINANCE(25)/FINANCE(1);
CWXG9:=IF(经营现金流>=0.3,0.5,0);
CWXG10:=IF(经营现金流<-0.2,-0.5,0);
PF91:=CWXG1+CWXG2+CWXG3+CWXG4+CWXG5+CWXG6+CWXG7+CWXG8+CWXG9+CWXG10;
{总评分}
PFZF:DXFS+CXFS+GJJX+CBXG+ZLKP+PF11+PF21++PF31+PF41+PF51+PF61+PF71+PF81+PF91+WZF+LTSZ,NODRAW;

 

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