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编程思路破译 VAR1赋值:以收盘价计算的获利盘比例*70的3日指数移动平均 VAR2赋值:(以收盘价*1.1计算的获利盘比例-以收盘价*0.9计算的获利盘比例)*80的3日指数移动平均 VAR3赋值:收盘价/收盘价的40日简单移动平均*100<76 VAR4赋值:收盘价/收盘价的60日简单移动平均*100<74 VAR5赋值:最高价>最低价*1.051 VAR6赋值:VAR5 AND 统计5日中满足VAR5的天数>1 MAY1赋值:VAR6 AND (VAR3 OR VAR4) AND VAR2<20 AND VAR1<20AND (以收盘价*125/100计算的获利盘比例-以收盘价计算的获利盘比例)*100<7.5 MAY2赋值:如果1日前的MAY1ORREF(MAY1,2),返回(收盘价/1日前的收盘价<0.95ORCLOSE/2日前的收盘价<0.95),否则返回1 输出B:MAY1 AND MAY2 条件选股:大智慧亮剑三号[日线]成功率测试 测试股票数:5020 共发出信号:22885 成功信号:17551 失败信号:2978 未完成信号:2356 信号发出率:35.98% 平均成功率:85.49% 成功率达到50%的股票数有:92.36% 利润1总平均:27.60% 最大平均利润1: 213.67% 最小平均利润1: 0.00% 利润2总平均:15.53% 最大平均利润2: 159.58% 最小平均利润2: -41.97% 程序源码 VAR1:=EMA(WINNER(CLOSE)*70,3); VAR2:=EMA((WINNER(CLOSE*1.1)-WINNER(CLOSE*0.9))*80,3); VAR3:=CLOSE/MA(CLOSE,40)*100<76; VAR4:=CLOSE/MA(CLOSE,60)*100<74; VAR5:=HIGH>LOW*1.051; VAR6:=VAR5 AND COUNT(VAR5,5)>1; MAY1:=VAR6 AND (VAR3 OR VAR4) AND VAR2<20 AND VAR1<20 AND (WINNER(CLOSE*125/100)-WINNER(CLOSE))*100<7.5; MAY2:=IF(REF(MAY1,1)OR REF(MAY1,2) ,(CLOSE/REF(CLOSE,1)<0.95 OR CLOSE/REF(CLOSE,2)<0.95 ),1); B:MAY1 AND MAY2; 该公式包含未来函数:WINNER |
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