20230802 通达信:尾盘选股王公式

期权量化抓妖记 2023-08-02 08:02 发表于广东

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CTA:=100;

CTA1:=50;

CTA2:=18;

CTA3:=(O-REF(C,1))/REF(C,1)*100<3;

CTA4:=(C-REF(C,1))/REF(C,1)*100<5;

CTA5:=(C-REF(C,1))/REF(C,1)*100>2;

CTA6:=(REF(C,1)-REF(C,2))/REF(C,2)*100<5;

CTA7:=(C-REF(C,29))/REF(C,29)*100<55;

CTCTA11:=(H-C)/REF(C,1)*100<4.3;

CTA9:=VOL;

CTA10:=MA(CTA9,120);

CTA11:=VOL>CTA10*1.2;

CTA12:=FINANCE(40)<CTA*100000000;

CTA13:=FINANCE(40)>CTA1*100000000;

去ST:=NOT(NAMELIKE('ST') OR NAMELIKE('*ST') OR NAMELIKE('S'));

CTA118:=(REF(HHV(C,12),1)-REF(LLV(C,12),1))/REF(LLV(C,12),1)*100<CTA2;

CTA3 AND CTA4 AND CTA5 AND CTA6 AND CTA7 AND CTCTA11 AND CTA11 AND CTA12 AND CTA13 AND CTA118 AND 去ST AND 0.35>DYNAINFO(37) AND DYNAINFO(37)>0.04;

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