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六维合力擒妖主图之选股指标公式(多因子共振筛选的技术参考)

xingu114
xingu114 V管理员 /2阅读/0评论
0401

DIF:=EMA(C,6)-EMA(C,13);
DEA:=EMA(DIF,4);
macd金叉:=crOSS(DIF,DEA);
MA5:=MA(C,5);
MA10:=MA(C,10);
MA20:=MA(C,20);
MA30:=MA(C,30);
MA60:=MA(C,60);
均线多头:=MA5>MA10 AND MA10>MA20 AND MA20>MA30 AND MA30>MA60;
rsi5:=SMA(MAX(C-REF(C,1),0),5,1)/SMA(Abs(C-REF(C,1)),5,1)*100;
RSI9:=SMA(MAX(C-REF(C,1),0),9,1)/SMA(ABS(C-REF(C,1)),9,1)*100;
RSI金叉:=COUNT(CROSS(RSI5,RSI9),2)>=1;
RSV:=(C-LLV(L,14))/(HHV(H,14)-LLV(L,14))*100;
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);
kd金叉:=COUNT(CROSS(K,D),2)>=1;
量能递增:=V>REF(V,1) AND REF(V,1)>REF(V,2);
量能新高:=V=HHV(V,10);
XG:MACD金叉 AND 均线多头 AND RSI金叉 AND KD金叉 AND 量能递增 AND 量能新高;