小龙选股公式源码编写思路及告成率回测数据

发布日期:2022-09-07 16:27    点击次数:77
​条件选股:小龙[日线]告成率测试测试股票数:4594共收回旗子灯号:44607告成旗子灯号:20671失利旗子灯号:23579未实现旗子灯号:357旗子灯号收回率:90.88%匀称告成率:46.71%告成率达到50%的股票数有:46.83%利润1总匀称:12.11%最大匀称利润1:  96.21%  最小匀称利润1:  0.00%利润2总匀称:0.91%最大匀称利润2:  87.85%  最小匀称利润2:  -43.77%编写思路:HJ_1赋值:收盘价HJ_2赋值:(最低价+最自制+收盘价)/3HJ_3赋值:(最低价+最自制+收盘价+收盘价)/4HJ_4赋值:4日内最自制的最低值HJ_5赋值:-最自制<=HJ_4的13日指数移动匀称HJ_6赋值:(HJ_1-HJ_1的10日俭朴移动匀称)/HJ_1的9日俭朴移动匀称*100<(-2)HJ_7赋值:(HJ_1-HJ_1的10日俭朴移动匀称)/HJ_1的12日俭朴移动匀称*115>(-13)HJ_8赋值:(HJ_1-HJ_1的10日俭朴移动匀称)/HJ_1的12日俭朴移动匀称*123>(-13)HJ_9赋值:2日前的统计2日中餍足收阴线的天数=2 AND 1日前的最低价/收盘价>收盘价/收盘价HJ_10赋值:统计3日中餍足HJ_6的天数=3HJ_11赋值:(HJ_1-13日内HJ_1的最低值)/50日内HJ_1的最低值*123HJ_12赋值:(HJ_2-HJ_2的14日俭朴移动匀称)/(0.015*HJ_2的14日匀称绝对于偏向)HJ_13赋值:1日前的HJ_12<(-60) AND 1日前的HJ_12<(-92) AND HJ_12<(-45)HJ_14赋值:1日前的HJ_12HJ_15赋值:(HJ_2-HJ_2的12日俭朴移动匀称)/(0.015*HJ_2的12日匀称绝对于偏向)HJ_16赋值:1日前的HJ_15HJ_17赋值:(HJ_3-HJ_3的13日俭朴移动匀称)/(0.016*HJ_3的15日匀称绝对于偏向)HJ_18赋值:(HJ_1-HJ_1的12日俭朴移动匀称)/(0.014*HJ_1的10日匀称绝对于偏向)HJ_19赋值:(HJ_1-HJ_1的11日俭朴移动匀称)/(0.014*HJ_1的8日匀称绝对于偏向)HJ_20赋值:HJ_18上穿(-200) AND HJ_18>1日前的HJ_18 OR (HJ_19上穿(-200) AND HJ_19>1日前的HJ_19) AND 收盘价的5日俭朴移动匀称/最自制>=1.07 AND 成交量(手)<1日前的成交量(手)*0.66HJ_21赋值:收盘价的14日俭朴移动匀称HJ_22赋值:收盘价-HJ_21的2乘幂HJ_23赋值:HJ_22的24日俭朴移动匀称HJ_24赋值:HJ_23的开方HJ_25赋值:HJ_21-2*HJ_24HJ_26赋值:1日前的HJ_25HJ_27赋值:HJ_11上穿1.5 AND 统计2日中餍足HJ_14<1日前的HJ_14的天数=2 AND HJ_10 AND HJ_8 AND HJ_9 AND 1日前的HJ_11=1日前的HJ_11 AND 最自制<HJ_26 AND 成交量(手)的3日俭朴移动匀称<成交量(手)的6日俭朴移动匀称HJ_28赋值:HJ_11上穿1.5 AND 统计2日中餍足HJ_16<1日前的HJ_16的天数=2 AND HJ_10 AND HJ_8 AND HJ_9 AND 1日前的HJ_11=1日前的HJ_11 AND 最自制<HJ_26 AND 成交量(手)的3日俭朴移动匀称<成交量(手)的6日俭朴移动匀称输出小龙:假定HJ_11上穿1.5AND(1日前的收盘价/收盘价<1.005ANDCLOSE/收盘价>0.995OR(收盘价>OPENAND(最低价/收盘价>收盘价/OPENANDHIGH/收盘价>收盘价/最自制))OR(收盘价/收盘价<1.005ANDCLOSE/收盘价>0.,前去95)ORCLOSE/收盘价>1.033OR(收盘价>OPENAND(收盘价/收盘价<收盘价/LOWANDOPEN/最自制>最低价/CLOSEOR(最低价/收盘价>收盘价/OPENANDHIGH/收盘价>收盘价/最自制))))ANDCOUNT(HJ_6,4)>=3ANDHJ_7ANDH,否则前去_13ANDHJ_9ANDREF(HJ_11=1日前的HJ_11,1)ANDMA(成交量(手),5)<成交量(手)的11日俭朴移动匀称公式源码:HJ_1:=CLOSE;HJ_2:=(HIGH+LOW+CLOSE)/3;HJ_3:=(HIGH+LOW+CLOSE+OPEN)/4;HJ_4:=LLV(LOW,4);HJ_5:=-EMA(LOW<=HJ_4,13);HJ_6:=(HJ_1-MA(HJ_1,10))/MA(HJ_1,9)*100<(-2);HJ_7:=(HJ_1-MA(HJ_1,10))/MA(HJ_1,12)*115>(-13);HJ_8:=(HJ_1-MA(HJ_1,10))/MA(HJ_1,12)*123>(-13);HJ_9:=REF(COUNT(CLOSE<OPEN,2)=2,2) AND REF(HIGH/CLOSE>CLOSE/OPEN,1);HJ_10:=COUNT(HJ_6,3)=3;HJ_11:=(HJ_1-LLV(HJ_1,13))/LLV(HJ_1,50)*123;HJ_12:=(HJ_2-MA(HJ_2,14))/(0.015*AVEDEV(HJ_2,14));HJ_13:=REF(HJ_12<(-60),1) AND REF(HJ_12,1)<(-92) AND HJ_12<(-45);HJ_14:=REF(HJ_12,1);HJ_15:=(HJ_2-MA(HJ_2,12))/(0.015*AVEDEV(HJ_2,12));HJ_16:=REF(HJ_15,1);HJ_17:=(HJ_3-MA(HJ_3,13))/(0.016*AVEDEV(HJ_3,15));HJ_18:=(HJ_1-MA(HJ_1,12))/(0.014*AVEDEV(HJ_1,10));HJ_19:=(HJ_1-MA(HJ_1,11))/(0.014*AVEDEV(HJ_1,8));HJ_20:=CROSS(HJ_18,(-200)) AND HJ_18>REF(HJ_18,1) OR (CROSS(HJ_19,合作加盟(-200)) AND HJ_19>REF(HJ_19,1)) AND MA(CLOSE,5)/LOW>=1.07 AND VOL<REF(VOL,1)*0.66;HJ_21:=MA(CLOSE,14);HJ_22:=POW(CLOSE-HJ_21,2);HJ_23:=MA(HJ_22,24);HJ_24:=SQRT(HJ_23);HJ_25:=HJ_21-2*HJ_24;HJ_26:=REF(HJ_25,1);HJ_27:=CROSS(HJ_11,1.5) AND COUNT(HJ_14<REF(HJ_14,1),2)=2 AND HJ_10 AND HJ_8 AND HJ_9 AND REF(HJ_11=REF(HJ_11,1),1) AND LOW<HJ_26 AND MA(VOL,3)<MA(VOL,6);HJ_28:=CROSS(HJ_11,1.5) AND COUNT(HJ_16<REF(HJ_16,1),2)=2 AND HJ_10 AND HJ_8 AND HJ_9 AND REF(HJ_11=REF(HJ_11,1),1) AND LOW<HJ_26 AND MA(VOL,3)<MA(VOL,6);小龙:IF(CROSS(HJ_11,1.5) AND (REF(CLOSE/OPEN<1.005 AND CLOSE/OPEN>0.995 OR (CLOSE>OPEN AND (HIGH/CLOSE>CLOSE/OPEN AND HIGH/CLOSE>OPEN/LOW)),1) OR (CLOSE/OPEN<1.005 AND CLOSE/OPEN>0.995) OR CLOSE/OPEN>1.033 OR (CLOSE>OPEN AND (CLOSE/OPEN<OPEN/LOW AND OPEN/LOW>HIGH/CLOSE OR (HIGH/CLOSE>CLOSE/OPEN AND HIGH/CLOSE>OPEN/LOW)))) AND COUNT(HJ_6,4)>=3 AND HJ_7 AND HJ_13 AND HJ_9 AND REF(HJ_11=REF(HJ_11,1),1) AND MA(VOL,5)<MA(VOL,11),0.7,0); 本站是供应集团知识打点的网络存储空间,全体内容均由用户宣布,不代表本站概念。请留心甄别内容中的联络要领、诱惑置办等信息,谨防诳骗。如缔造有害或侵权内容,请点击一键告发。

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