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外汇配资合法嘛 一根20日均线选股战法! 量化回测“压箱底指标”选股预警 高成功率 信号极少 捉到就发 (附源码)

发布日期:2024-08-24 13:28    点击次数:184

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今日分享 

一根20日均线选股战法! 量化回测“压箱底指标”(附源码)

一.指标核心简介:

副图/选股预警 高成功率 信号极少 捉到就发 源码附图

反包结构1、反包必须在上升途中,而且前面一定要有涨停板2、反包要缩量或平量3、盘中如何判断量,可以看15F(5F)反包的那一刻的量,如果反包时的量小于前15F的量,可以确认反包缩量,反之则大量。成功率95%以上。

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二 .附图+选股源码一起:

X_1:=4*CLOSE;

X_2:=3*LOW;

X_3:=2*HIGH;

X_4:=POW(X_1+X_2+X_3+OPEN,2);

X_5:=SUM(IF(X_4>REF(X_4,1),X_4*VOL,0),55)/SUM(IF(X_4<REF(X_4,1),X_4*VOL,0),55);

X_6:=20*CLOSE+19*LOW+18*HIGH+17*OPEN;

X_7:=100-100/(1+X_5);{公众号 婧琪创意信息}

X_8:=BARSSINCE(HIGH>10);

X_9:=SLOPE(X_6+X_7,X_8);

X_10:=CLOSE-REF(MA(CLOSE,20),20/2+1);

X_11:=SUM(MA(HIGH-LOW,9)/MA(MA(HIGH-LOW,9),9),25);

X_12:=MA(X_11,6);

X_13:=4;

X_14:=3;

X_15:=2;

X_16:=1;

X_17:=BARSCOUNT(4*CLOSE+3*LOW+2*HIGH+1*OPEN-X_14*CLOSE-(X_15+X_16)*LOW-(X_13-X_15)*HIGH-(X_15-X_16)*OPEN);

X_18:=CLOSE<30;

X_19:=X_13*LOW+X_14*OPEN-X_15*CLOSE+X_3/X_14!=POW(X_15,2)*HIGH+(X_13-X_16)*OPEN-SQRT(X_13)*CLOSE+HIGH*X_15/(X_15+X_16);

X_20:=VOL/CAPITAL*100<10;

X_21:=X_13*X_14*X_15*X_16+X_13*X_14-X_14*X_15;

X_22:=CLOSE/REF(CLOSE,1)>1.0982 AND REF(CLOSE,1)/REF(CLOSE,2)<1.09 AND OPEN<HIGH;

X_23:=MA(CLOSE,250);

X_24:=CLOSE*1.1>X_23;

X_25:=CLOSE*1.1<X_23*0.8;

X_26:=X_24 OR X_25;

X_27:=REF(LOW,1);

X_28:=SMA(ABS(LOW-X_27),3,1)/SMA(MAX(LOW-X_27,0),3,1)*100;{公众号 婧琪创意信息}

X_29:=EMA(X_28*10,3);

X_30:=SQRT(X_13)+X_13*X_14-POW(X_15,2)-X_15*X_13;

X_31:=LLV(LOW,13);

X_32:=HHV(X_29,13);

X_33:=EMA(IF(LOW<=X_31,(X_29+X_32*2)/2,0),3)/618;

X_34:=X_28+X_11;

X_35:=X_29+X_10;

X_36:=X_17>X_21;

X_37:=WINNER(CLOSE)*100>=65;

X_38:=MA(CLOSE,X_13+X_9+X_15);

X_39:=MA(X_1-X_14*CLOSE,X_13+X_14+X_15);

X_40:=(X_14*X_15+X_13)*LOW!=(X_14*X_13-X_15)*HIGH;{公众号 婧琪创意信息}

X_41:=MA(X_31,X_14+X_14+X_13);

X_42:=REF(CLOSE,X_14)<1.095*REF(CLOSE,X_13+X_15) AND REF(CLOSE,X_14)>1.028*REF(CLOSE,X_13+X_15) AND X_39>X_38 AND REF(LOW,X_15+X_14+X_13)<REF(HIGH,X_16+X_15+X_14) AND NOT(REF(CLOSE,X_15*X_14)>REF(CLOSE,X_15*X_13)) AND REF((CLOSE+HIGH+OPEN)/X_13,X_15*X_14)>1.03*REF((CLOSE+HIGH+OPEN)/(X_14+X_15-X_16),X_13+X_15+X_14-X_15-X_16) AND X_35>X_34;

X_43:=X_41>X_39 AND X_33>X_28 AND REF(CLOSE,X_14+X_15)>REF(HIGH,X_15*X_13) AND REF(LOW,X_14*X_15)<0.97*REF(CLOSE,X_12+X_13+X_14) AND BARSLAST(REF(CLOSE,3)>REF(LOW,4)) AND REF(4*CLOSE+OPEN+2*LOW,8)>1.02*REF(OPEN+4*CLOSE+2*HIGH,8);

X_44:=8*CLOSE+7*OPEN+6*HIGH+5*LOW;

X_45:=EMA(IF(LOW<=X_31,(X_29+X_32*2)/2,0),3)/618*(X_14*X_15+X_16)/((X_13+X_14)*X_33)+(X_13*X_14*X_15+X_15);

X_46:=CLOSE*FINANCE(46)/100000000<150 AND BARSCOUNT(VOL)>10;

X_47:=X_1/((X_14-X_15)*CLOSE)*X_45;

X_48:=REF(CLOSE,X_13+X_14)>REF(HIGH,X_13+X_15) AND FILTER(CROSS(X_47,X_16+X_15),X_16+X_15) AND REF((X_13+X_14)*HIGH,X_13+X_14+X_15)<0.97*REF((X_14*X_15+X_16)*LOW,X_15+X_13+X_14);

X_49:=X_47+EMA(IF(LOW<=X_31,(X_29+X_32*2)/2,0),3)/618/X_33-(X_14*X_15+SQRT(X_13)+X_16);

X_50:=X_45/X_14+POW(X_14*(X_15+X_16),2)+X_13*X_14-X_15;

X_51:=X_50/X_49+X_3/HIGH*(8*CLOSE+7*OPEN+6*HIGH+5*LOW)/(X_15*X_50-X_49)/X_44;

X_52:=7*CLOSE+6*OPEN+5*HIGH+(X_13*X_14*X_15*X_16-X_45+X_14*X_15+X_16)*LOW;

X_53:=X_44-X_52;

X_54:=X_53-(CLOSE+OPEN+LOW);

X_55:=X_54*X_51;

X_56:=SUM(IF(X_4>REF(X_4,1),X_4*VOL,0),55)/SUM(IF(X_4<REF(X_4,1),X_4*VOL,0),55)+EMA(X_55,X_30)-X_5;

X_57:=MA(X_11,6)+X_13*X_14*X_15*X_16-X_12-X_14*X_15-X_13-X_15;

X_58:=X_36 AND CROSS(4*CLOSE+3*LOW+2*HIGH+1*OPEN-X_14*CLOSE-(X_15+X_16)*LOW-(X_13-X_15)*HIGH-(X_15-X_16)*OPEN,X_56) AND X_19 AND X_40;

X_59:=X_42 OR X_43 OR X_48 OR X_58;

X_60:=IF(CODELIKE(13),0,1) AND IF(CODELIKE(14),0,1);

X_61:=FILTER(X_59,X_57) AND X_60 AND X_18 AND X_46 AND X_20 AND X_26 AND X_37 AND X_22;

XG:REF(X_61,1) AND CLOSE/REF(CLOSE,1)>1.0682 AND OPEN/REF(CLOSE,1)<1.096;

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