量化交易选股公式
发布时间：2023-07-23
选股公式源码
买入:=0;
加仓:=0;
共振:=1;
SWL:=(EMA(CLOSE,10)*7+EMA(CLOSE,20)*3)/10;
SWS:=DMA(EMA(CLOSE,20),MAX(1,100*(SUM(VOL,5)/(3*CAPITAL))));
YTSL:=(3*CLOSE+LOW+OPEN+HIGH)/6;
VAR1:=(CLOSE>REF(CLOSE,1) AND CLOSE>REF(CLOSE,2));
VAR2:=(REF(VAR1,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR3:=(REF(VAR2,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR4:=(REF(VAR3,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR5:=(REF(VAR4,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR6:=(REF(VAR5,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR7:=(REF(VAR6,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR8:=(REF(VAR7,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR9:=(REF(VAR8,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VARA:=(REF(VAR9,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VARB:=(REF(VARA,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VARC:=(REF(VARB,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VARD:=(CLOSE<REF(CLOSE,1) AND CLOSE<REF(CLOSE,2));
VARYY:=(CLOSE/REF(CLOSE,1))>1.05 AND C>O AND C>REF(C,1);
VARE:=(REF(VARD,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VARF:=(REF(VARE,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR10:=(REF(VARF,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR11:=(REF(VAR10,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR12:=(REF(VAR11,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR13:=(REF(VAR12,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR14:=(REF(VAR13,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR15:=(REF(VAR14,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR16:=(REF(VAR15,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR17:=(REF(VAR16,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR18:=(REF(VAR17,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR19:=((REF(VARD OR VARE OR VARF OR VAR10 OR VAR11 OR VAR12 OR VAR13 OR VAR14 OR VAR15 OR VAR16 OR VAR17 OR VAR18,1)) AND VAR1);
VAR1A:=((REF(VAR1 OR VAR2 OR VAR3 OR VAR4 OR VAR5 OR VAR6 OR VAR7 OR VAR8 OR VAR9 OR VARA OR VARB OR VARC,1)) AND VARD);
买:=VAR19 AND (SWL>SWS OR CROSS(CLOSE,MAX(SWL,SWS)));
加:=VAR19 AND VARYY AND (SWL>SWS OR CROSS(CLOSE,MAX(SWL,SWS)));
选股:((买 AND 买入) OR (加 AND 加仓) OR (买 AND 加 AND 共振)) AND IF(CODELIKE('688') OR CODELIKE('689') OR CODELIKE('43') OR CODELIKE('83') OR CODELIKE('87') OR NAMELIKE('ST') OR NAMELIKE('*') OR FINANCE(3)=2,0,1);
选股公式翻译
买入赋值:0
加仓赋值:0
共振赋值:1
SWL赋值:(收盘价的10日指数移动平均*7+收盘价的20日指数移动平均*3)/10
SWS赋值:以1和100*(成交量(手)的5日累和/(3*当前流通股本(手)))的较大值为权重收盘价的20日指数移动平均的动态移动平均
YTSL赋值:(3*收盘价+最低价+开盘价+最高价)/6
VAR1赋值:(收盘价>1日前的收盘价 AND 收盘价>2日前的收盘价)
VAR2赋值:(1日前的VAR1 AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VAR3赋值:(1日前的VAR2 AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VAR4赋值:(1日前的VAR3 AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VAR5赋值:(1日前的VAR4 AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VAR6赋值:(1日前的VAR5 AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VAR7赋值:(1日前的VAR6 AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VAR8赋值:(1日前的VAR7 AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VAR9赋值:(1日前的VAR8 AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VARA赋值:(1日前的VAR9 AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VARB赋值:(1日前的VARA AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VARC赋值:(1日前的VARB AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VARD赋值:(收盘价<1日前的收盘价 AND 收盘价<2日前的收盘价)
VARYY赋值:(收盘价/1日前的收盘价)>1.05 AND 收阳线AND 收盘价>1日前的收盘价
VARE赋值:(1日前的VARD AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VARF赋值:(1日前的VARE AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VAR10赋值:(1日前的VARF AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VAR11赋值:(1日前的VAR10 AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VAR12赋值:(1日前的VAR11 AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VAR13赋值:(1日前的VAR12 AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VAR14赋值:(1日前的VAR13 AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VAR15赋值:(1日前的VAR14 AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VAR16赋值:(1日前的VAR15 AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VAR17赋值:(1日前的VAR16 AND 收盘价<=1日前的收盘价 AND 收盘价>=2日前的收盘价)
VAR18赋值:(1日前的VAR17 AND 收盘价>=1日前的收盘价 AND 收盘价<=2日前的收盘价)
VAR19赋值:((1日前的VARDORVAREORVARFORVAR10ORVAR11ORVAR12ORVAR13ORVAR14ORVAR15ORVAR16ORVAR17ORVAR18) AND VAR1)
VAR1A赋值:((1日前的VAR1ORVAR2ORVAR3ORVAR4ORVAR5ORVAR6ORVAR7ORVAR8ORVAR9ORVARAORVARBORVARC) AND VARD)
买赋值:VAR19 AND (SWL>SWS OR 收盘价上穿SWL和SWS的较大值)
加赋值:VAR19 AND VARYY AND (SWL>SWS OR 收盘价上穿SWL和SWS的较大值)
输出选股:((买 AND 买入) OR (加 AND 加仓) OR (买 AND 加 AND 共振)) AND 如果模糊匹配品种代码ORCODELIKE('689')ORCODELIKE('43')ORCODELIKE('83')ORCODELIKE('87')ORNAMELIKE('ST')ORNAMELIKE('*')ORFINANCE(3)=2,返回0,否则返回1
演示图片
