[量化选股]三个选股公式 通达信版

注意：本指标源码用于通达信、通达信金融终端和通达信期货通。

01

指标源码

{第1个} VARD:=EMA(CLOSE,5)-EMA(CLOSE,10); VARF:=EMA(VARD,9); VAR10:=(-100)*(HHV(CLOSE,5)-CLOSE)/(HHV(CLOSE,5)-LLV(LOW,5))+100; VAR11:=(-100)*(HHV(CLOSE,10)-CLOSE)/(HHV(CLOSE,10)-LLV(LOW,10))+100; VAR12:=(-100)*(HHV(CLOSE,20)-CLOSE)/(HHV(CLOSE,20)-LLV(LOW,20))+100; VAR13:=(-100)*(HHV(CLOSE,30)-CLOSE)/(HHV(CLOSE,30)-LLV(LOW,30))+100; VAR14:=REF(VARF,1); VAR15:=VARF; VAR16:=VAR15-VAR14; CROSS(VARD,VARF) AND VARD<0 AND VARF<-0.2 AND VAR11>45 AND VAR16>0; {第2个} CMC0:=REF(C,2)*0.865; CMC1:=REF(C,13)*0.772; CMDSY:=100*VOL/CAPITAL; TTS1:=(C-MIN(CMC0,CMC1))/C<0.085 AND SUM(CMDSY,5)/5<1.8; BWVAR1:=(C-MA(C,48))/MA(C,48)*100<-30 AND (C-MA(C,70))/MA(C,70)*100<-27 AND COUNT((C-MA(C,48))/MA(C,48)*100<-30,2)=1 AND COUNT(C-MA(C,70)*100<-27,2)=1 AND (0-REF(C,1))/REF(C,1)>-0.07 AND COUNT(C=0,6)=0; BWVAR2:=(C-DMA(EMA(C,8),SUM(V,9)/2.8/CAPITAL))/DMA(EMA(C,8),SUM(V,9)/2.8/CAPITAL)*100; BWVAR3:=REF(BWVAR2,1)<-46 AND BWVAR2>REF(BWVAR2,1)>2.2; TTS2:=(BWVAR1 OR BWVAR3); BWVAR10:=SMA(SMA((INDEXC-LLV(INDEXL,275))/(HHV(INDEXH,275)-LLV(INDEXL,275))*100,50,1),40,1); TTS3:=(C-MA(C,70))/MA(C,70)*100<-24 AND BWVAR10<23 AND COUNT((C-MA(C,70))/MA(C,70)*100<-23,2)=1 AND (0>C OR 0<C) AND 0/REF(C,1)>0.96; BWVAR15:=DMA(EMA(C,5),SUM(V,8)/2.8/CAPITAL); BWVAR16:=REF((C-BWVAR15)/BWVAR15*100,1)<-40; BWVAR11:=(C-BWVAR15)/BWVAR15*100>REF((C-BWVAR15)/BWVAR15*100,1); BWVAR12:=REF((C-BWVAR15)/BWVAR15*100,1)<REF((C-BWVAR15)/BWVAR15*100,2); BWVAR13:=(C-BWVAR15)/BWVAR15*100-REF((C-BWVAR15)/BWVAR15*100,1)>1.8; BWVAR14:=H>L*1.053 AND COUNT(H>L*1.053,5)>2 AND (C/MA(C,30)*100<75 OR C/MA(C,50)*100<78); TTS4:=BWVAR16 AND BWVAR11 AND BWVAR12 AND BWVAR13 OR BWVAR14; JBVAR1:=(C-MA(C,48))/MA(C,48)*100<-28; JBVAR2:=SMA(MAX(C-REF(C,1),0),12,1)/SMA(ABS(C-REF(C,1)),12,1)*100>23; TTS5:=JBVAR1 AND JBVAR2 AND VOL>MA(VOL,18) AND COUNT(C=0,6)=0; XRVAR2:=(C-MA(C,50))/MA(C,50)*100<-23; XRVAR3:=SMA(MAX(C-REF(C,1),0),3,1)/SMA(ABS(C-REF(C,1)),3,1)*100>16; XRVAR4:=CROSS(100*(HHV(H,27)-C)/(HHV(H,27)-LLV(L,27)),79); XRVAR5:=(0-REF(C,1))/REF(C,1)<0.05 AND V>MA(V,23); TTS6:=XRVAR2 AND XRVAR3 AND XRVAR4 AND (0>C OR 0<C) AND XRVAR5; TTS:(TTS1+TTS2+TTS3+TTS4+TTS5+TTS6)>=2,COLORRED; {第3个} TTT0:=EMA(CLOSE,12)-EMA(CLOSE,26); TTT1:=EMA(TTT0,9); TTT2:=2*(TTT0-TTT1); TTT3:=1.25*TTT0-0.25*TTT1; TTT4:=(TTT3*13*27-27*11*EMA(CLOSE,12)+13*25*EMA(CLOSE,26))/28; TTT5:=(TTT0*13*27-27*11*EMA(CLOSE,12)+13*25*EMA(CLOSE,26))/28; TTT6:=(TTT1*13*27-27*11*EMA(CLOSE,12)+13*25*EMA(CLOSE,26))/28; TTT7:=(TTT4+TTT6)/2; TTT8:=ATAN((TTT5-REF(TTT5,1))/REF(TTT5,1)*100)*180/3.14159; TTT9:=TTT4; XA_50:=TTT5; XA_51:=TTT7; XA_52:=TTT6; XA_53:=EMA(TTT9,3); XA_54:=EMA(TTT9,2); TTT9>XA_54 AND REF(TTT9>XA_54,1)=0 AND TTT9>XA_51;

02

指标说明

通达信量化选股系列是为大家初选的量化因子，选择源码的标准是通过最近10年的历史数据测试，使用通达信默认的测试条件和参数，收益率为正的那些选股公式。

友情提示：本文内容仅作为知识分享，供交流学习使用，不构成任何投资建议，不作为投资依据。