优化的分时横盘选股公式

收藏人：雪莲红利

2015-03-22 | 阅：10  转：1   |   来源

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MID:=MA(CLOSE,26);

UPPER:=MID+2*STD(CLOSE,26);

LOWER:=MID-2*STD(CLOSE,26);

tt:=BARSCOUNT(C);

CC:=CLOSE;

zz:=SUM(AMOUNT,tt)/SUM(VOL*100,tt);

zz1:=BETWEEN(C/zz,1.05,0.95);

均线:=IF(zz1=0,MA(C,TT),zz);

dd:=均线>ref(均线,1) and MID>ref(MID,1) and UPPER>ref(UPPER,1);

时长:=if(HOUR>=13 AND HOUR<15 ,1,0);

涨幅:=(close/DYNAINFO(3))>=1.015;

跌幅:=(close/DYNAINFO(3))<=0.985;

涨跌幅:=涨幅 OR 跌幅;

T:=BARSCOUNT(CLOSE);

A1:=(VOL/CLOSE)/2;

A2:=SUM(IF(A1>100 AND CLOSE>REF(CLOSE,1),A1,0),0);

A3:=SUM(IF(A1>100 AND CLOSE<REF(CLOSE,1),A1,0),0);

A4:=SUM(IF(A1<100 AND CLOSE>REF(CLOSE,1),A1,0),0);

A5:=SUM(IF(A1<100 AND CLOSE<REF(CLOSE,1),A1,0),0);

A6:=((A2+A3)+A4)+A5;

量比:=sum(vol,0)*240/dynainfo(38)/barscount(c);

机构买盘:=A2;

机构卖盘:=A3;

机构买:=CROSS(机构买盘,机构卖盘) and 量比>0.5;

横盘:=((HHV(CLOSE,TT)-LLV(CLOSE,TT))/CLOSE)<=0.03;

横涨:=涨跌幅=0 and 横盘 and 时长 and 机构买  and CROSS(CC,MID)and DYNAINFO(22)<DYNAINFO(23) and dd;

PP: FILTER(横涨,100) ;