大路888老师是高手,这些公式是我认为有借鉴意义的,准确率比较高,非常接近盈亏平衡点,按测试,如果教条的按以下公式操作,必亏,你自己必须进一步优化,并找到最好的量化策略参数才可以。提醒新手: 公式是死的,一定要自己修改之后再使用,目前以下公式尚未达到盈利水平=(去年今日此门中)========== COUNT((CLOSE/REF(CLOSE,1)-1)*100>9.9,16)>1 AND (ref(H,5)-L)/l>0.25 AND ref(c,1)<ref(o,1) AND o/l>1.05 AND CAPITAL/100<160000; =(去年今日此门中2)============== COUNT((CLOSE/REF(CLOSE,1)-1)*100>9.8,16)>2 AND (ref(c,7)-c)/c>0.15 AND CAPITAL/100<160000;=(人面桃花相映红)======= COUNT((CLOSE/REF(CLOSE,1)-1)*100>9.9,16)>2 AND (ref(H,5)-L)/l>0.25 AND ref(c,1)<ref(o,1) AND o/l>1.05 AND CAPITAL/100<160000; ==(人面)======================= COUNT((CLOSE/REF(CLOSE,1)-1)*100>9.8,16)>2 AND (ref(c,7)-c)/c>0.20 AND CAPITAL/100<160000; ==(人面3)============= ZF:=(c-ref(c,1))/ref(c,1)*100; sum(ZF>9.98,16)>3 AND (ref(c,3)-c)/c>0.15 AND CAPITAL/100<160000; =(桃花)============= ZF:=(c-ref(c,1))/ref(c,1)*100; sum(ZF>9.98,16)>3 AND (ref(c,3)-c)/c>0.15 AND CAPITAL/100<160000; ===才下眉头================ COUNT((CLOSE/REF(CLOSE,1)-1)*100>9.9,16)>1 AND (ref(H,5)-L)/l>0.25 AND ref(c,1)<ref(o,1) AND o/l>1.05 AND CAPITAL/100<160000; ===却上心头============== COUNT((CLOSE/REF(CLOSE,1)-1)*100>9.9,16)>2 AND (ref(H,5)-L)/l>0.25 AND ref(c,1)<ref(o,1) AND o/l>1.05 AND CAPITAL/100<160000; =长相思兮长相忆============= COUNT((CLOSE/REF(CLOSE,1)-1)*100>9.8,16)>2 AND (ref(c,7)-c)/c>0.15 AND CAPITAL/100<160000; ==短相思兮无穷极============= ZF:=(c-ref(c,1))/ref(c,1)*100; sum(ZF>9.98,16)>3 AND (ref(c,3)-c)/c>0.15 AND CAPITAL/100<160000; =三买========== input: N1(10,1,100),N2(30,1,100),N3(56,1,100);ST:=STRFIND(stkname,'ST',1)>0; S:=STRFIND(stkname,'S',1)>0; 停牌:=(DYNAINFO(4)=0);ZF:=(c-ref(c,1))/ref(c,1)*100; LL:=LLV(L,N1); HH:=HHV(H,2*N1); H0:=REF(HHV(H,N3),N1+N2); 选股:6*(HH=HHV(H,N2+N1+N3) and LL>H0 and LL/HH<0.95) AND (ref(C,N1)-C)/C*100>15 AND not (ST) and not(停牌) and not(S) and not(S); ==三买+============= input: N1(10,1,100),N2(30,1,100),N3(56,1,100);ST:=STRFIND(stkname,'ST',1)>0; S:=STRFIND(stkname,'S',1)>0; 停牌:=(DYNAINFO(4)=0);ZF:=(c-ref(c,1))/ref(c,1)*100; LL:=LLV(L,N1); HH:=HHV(H,2*N1); H0:=REF(HHV(H,N3),N1+N2); 选股:6*(HH=HHV(H,N2+N1+N3) and LL>H0 and LL/HH<0.95) AND (ref(C,N1)-C)/C*100>20 AND not (ST) and not(停牌) and not(S) and not(S); |