姐弟骑金马---胜率较高的抄底公式
本帖最后由 szwzs 于 2019-12-3 19:42 编辑网上有“孪生姐弟”和“金马”两条选股公式,都是抄底用的。有人把他们结合在一起,取名叫“姐弟骑金马”,实测胜率较高。现借花献佛,把源码共享出来,作为年底的福利吧。
DIFF0:=(EMA(DCLOSE,12)-EMA(DCLOSE,26))*100;
DEA0:=EMA(DIFF0,9);
MACD0:=2*(DIFF0-DEA0);
金马:=FILTER(MACD0>REF(MACD0,1)*2.5 AND (MACD0-REF(MACD0,1))>20,2);
VAR0:=((REF(C,1)-HHV(O,4))/HHV(O,4))<=-0.05;
VAR1:=(C>O) AND (REF(C,1)<REF(O,1));
VAR5:=((((ABS(O-REF(C,1)))<=0.03) OR ((ABS(L-REF(C,1)))<=0.05)) OR (L=REF(LOW,1))) OR (O=REF(C,1));
VAR7:= VOL<REF(LLV(VOL,100),1);
VAR8:=(((O-C)/ OPEN) >= 0.04) AND ((((VOL/MA(VOL,60)) <= (2/3)) OR ((VOL/REF(VOL,1))<=1)) OR (VOL<HHV(VOL,5)));
VAR9:=VOL<REF(LLV(VOL,20),1);
VAR10:=((C>O) AND (((O-L)/O)>=0.025)) OR ((C<O) AND (((C-L)/C)>=0.025));
VAR11:=(((VOL<REF(VOL,1)) AND (REF(VOL,1)<REF(VOL,2))) AND (REF(VOL,2)<REF(VOL,3))) AND (H>L);
VAR12:=(VOL/REF(VOL,1))<=0.52;
VAR13:=COUNT(VAR12,2) AND ((VOL/REF(VOL,1)) <= 0.7);
VAR14:=COUNT(((((VAR7 OR VAR8) OR VAR9) OR VAR10) OR VAR11) OR VAR13,5);
VAR15:=IF(NAMELIKE('DT'),0,1);
VAR16:=IF(NAMELIKE('*ST'),0,1);
VAR17:=((DYNAINFO(7)>2) AND (DYNAINFO(7) <270)) AND (NOT(DYNAINFO(4)=0));
VAR18:=VAR15 AND VAR16 AND VAR17;
姐弟1:=VAR0 AND VAR1 AND VAR5 AND VAR14 AND VAR18;
XG:金马 AND 姐弟1;
DIFF0:=(EMA(DCLOSE,12)-EMA(DCLOSE,26))*100;
DEA0:=EMA(DIFF0,9);
MACD0:=2*(DIFF0-DEA0);
金马:=FILTER(MACD0>REF(MACD0,1)*2.5 AND (MACD0-REF(MACD0,1))>20,2);
VAR0:=((REF(C,1)-HHV(O,4))/HHV(O,4))<=-0.05;
VAR1:=(C>O) AND (REF(C,1)<REF(O,1));
VAR5:=((((ABS(O-REF(C,1)))<=0.03) OR ((ABS(L-REF(C,1)))<=0.05)) OR (L=REF(LOW,1))) OR (O=REF(C,1));
VAR7:= VOL<REF(LLV(VOL,100),1);
VAR8:=(((O-C)/ OPEN) >= 0.04) AND ((((VOL/MA(VOL,60)) <= (2/3)) OR ((VOL/REF(VOL,1))<=1)) OR (VOL<HHV(VOL,5)));
VAR9:=VOL<REF(LLV(VOL,20),1);
VAR10:=((C>O) AND (((O-L)/O)>=0.025)) OR ((C<O) AND (((C-L)/C)>=0.025));
VAR11:=(((VOL<REF(VOL,1)) AND (REF(VOL,1)<REF(VOL,2))) AND (REF(VOL,2)<REF(VOL,3))) AND (H>L);
VAR12:=(VOL/REF(VOL,1))<=0.52;
VAR13:=COUNT(VAR12,2) AND ((VOL/REF(VOL,1)) <= 0.7);
VAR14:=COUNT(((((VAR7 OR VAR8) OR VAR9) OR VAR10) OR VAR11) OR VAR13,5);
VAR15:=IF(NAMELIKE('DT'),0,1);
VAR16:=IF(NAMELIKE('*ST'),0,1);
VAR17:=((DYNAINFO(7)>2) AND (DYNAINFO(7) <270)) AND (NOT(DYNAINFO(4)=0));
VAR18:=VAR15 AND VAR16 AND VAR17;
姐弟1:=VAR0 AND VAR1 AND VAR5 AND VAR14 AND VAR18;
XG:金马 AND 姐弟1;
DIFF0:=(EMA(DCLOSE,12)-EMA(DCLOSE,26))*100;
DEA0:=EMA(DIFF0,9);
MACD0:=2*(DIFF0-DEA0);
金马:=FILTER(MACD0>REF(MACD0,1)*2.5 AND (MACD0-REF(MACD0,1))>20,2);
VAR0:=((REF(C,1)-HHV(O,4))/HHV(O,4))<=-0.05;
VAR1:=(C>O) AND (REF(C,1)<REF(O,1));
VAR5:=((((ABS(O-REF(C,1)))<=0.03) OR ((ABS(L-REF(C,1)))<=0.05)) OR (L=REF(LOW,1))) OR (O=REF(C,1));
VAR7:= VOL<REF(LLV(VOL,100),1);
VAR8:=(((O-C)/ OPEN) >= 0.04) AND ((((VOL/MA(VOL,60)) <= (2/3)) OR ((VOL/REF(VOL,1))<=1)) OR (VOL<HHV(VOL,5)));
VAR9:=VOL<REF(LLV(VOL,20),1);
VAR10:=((C>O) AND (((O-L)/O)>=0.025)) OR ((C<O) AND (((C-L)/C)>=0.025));
VAR11:=(((VOL<REF(VOL,1)) AND (REF(VOL,1)<REF(VOL,2))) AND (REF(VOL,2)<REF(VOL,3))) AND (H>L);
VAR12:=(VOL/REF(VOL,1))<=0.52;
VAR13:=COUNT(VAR12,2) AND ((VOL/REF(VOL,1)) <= 0.7);
VAR14:=COUNT(((((VAR7 OR VAR8) OR VAR9) OR VAR10) OR VAR11) OR VAR13,5);
VAR15:=IF(NAMELIKE('DT'),0,1);
VAR16:=IF(NAMELIKE('*ST'),0,1);
VAR17:=((DYNAINFO(7)>2) AND (DYNAINFO(7) <270)) AND (NOT(DYNAINFO(4)=0));
VAR18:=VAR15 AND VAR16 AND VAR17;
姐弟1:=VAR0 AND VAR1 AND VAR5 AND VAR14 AND VAR18;
XG:金马 AND 姐弟1; DIFF0:=(EMA(DCLOSE,12)-EMA(DCLOSE,26))*100;
DEA0:=EMA(DIFF0,9);
MACD0:=2*(DIFF0-DEA0);
金马:=FILTER(MACD0>REF(MACD0,1)*2.5 AND (MACD0-REF(MACD0,1))>20,2);
VAR0:=((REF(C,1)-HHV(O,4))/HHV(O,4))<=-0.05;
VAR1:=(C>O) AND (REF(C,1)<REF(O,1));
VAR5:=((((ABS(O-REF(C,1)))<=0.03) OR ((ABS(L-REF(C,1)))<=0.05)) OR (L=REF(LOW,1))) OR (O=REF(C,1));
VAR7:= VOL<REF(LLV(VOL,100),1);
VAR8:=(((O-C)/ OPEN) >= 0.04) AND ((((VOL/MA(VOL,60)) <= (2/3)) OR ((VOL/REF(VOL,1))<=1)) OR (VOL<HHV(VOL,5)));
VAR9:=VOL<REF(LLV(VOL,20),1);
VAR10:=((C>O) AND (((O-L)/O)>=0.025)) OR ((C<O) AND (((C-L)/C)>=0.025));
VAR11:=(((VOL<REF(VOL,1)) AND (REF(VOL,1)<REF(VOL,2))) AND (REF(VOL,2)<REF(VOL,3))) AND (H>L);
VAR12:=(VOL/REF(VOL,1))<=0.52;
VAR13:=COUNT(VAR12,2) AND ((VOL/REF(VOL,1)) <= 0.7);
VAR14:=COUNT(((((VAR7 OR VAR8) OR VAR9) OR VAR10) OR VAR11) OR VAR13,5);
VAR15:=IF(NAMELIKE('DT'),0,1);
VAR16:=IF(NAMELIKE('*ST'),0,1);
VAR17:=((DYNAINFO(7)>2) AND (DYNAINFO(7) <270)) AND (NOT(DYNAINFO(4)=0));
VAR18:=VAR15 AND VAR16 AND VAR17;
姐弟1:=VAR0 AND VAR1 AND VAR5 AND VAR14 AND VAR18;
XG:金马 AND 姐弟1; DIFF0:=(EMA(DCLOSE,12)-EMA(DCLOSE,26))*100;
DEA0:=EMA(DIFF0,9);
MACD0:=2*(DIFF0-DEA0);
金马:=FILTER(MACD0>REF(MACD0,1)*2.5 AND (MACD0-REF(MACD0,1))>20,2);
VAR0:=((REF(C,1)-HHV(O,4))/HHV(O,4))<=-0.05;
VAR1:=(C>O) AND (REF(C,1)<REF(O,1));
VAR5:=((((ABS(O-REF(C,1)))<=0.03) OR ((ABS(L-REF(C,1)))<=0.05)) OR (L=REF(LOW,1))) OR (O=REF(C,1));
VAR7:= VOL<REF(LLV(VOL,100),1);
VAR8:=(((O-C)/ OPEN) >= 0.04) AND ((((VOL/MA(VOL,60)) <= (2/3)) OR ((VOL/REF(VOL,1))<=1)) OR (VOL<HHV(VOL,5)));
VAR9:=VOL<REF(LLV(VOL,20),1);
VAR10:=((C>O) AND (((O-L)/O)>=0.025)) OR ((C<O) AND (((C-L)/C)>=0.025));
VAR11:=(((VOL<REF(VOL,1)) AND (REF(VOL,1)<REF(VOL,2))) AND (REF(VOL,2)<REF(VOL,3))) AND (H>L);
VAR12:=(VOL/REF(VOL,1))<=0.52;
VAR13:=COUNT(VAR12,2) AND ((VOL/REF(VOL,1)) <= 0.7);
VAR14:=COUNT(((((VAR7 OR VAR8) OR VAR9) OR VAR10) OR VAR11) OR VAR13,5);
VAR15:=IF(NAMELIKE('DT'),0,1);
VAR16:=IF(NAMELIKE('*ST'),0,1);
VAR17:=((DYNAINFO(7)>2) AND (DYNAINFO(7) <270)) AND (NOT(DYNAINFO(4)=0));
VAR18:=VAR15 AND VAR16 AND VAR17;
姐弟1:=VAR0 AND VAR1 AND VAR5 AND VAR14 AND VAR18;
XG:金马 AND 姐弟1; 感谢楼主分享,支持一下!
感谢楼主分享 感谢楼主分享............ 姐弟骑金马.谢谢分享
谢谢楼主分享 谢谢楼主分享 有未来函数DLOSE,胜率当然高,没有实用价值 lixu80177198 发表于 2020-1-15 23:06
有未来函数DLOSE,胜率当然高,没有实用价值
您说的也对。但该组合中的另一个是没有未来函数的,纯量学的。所谓的姐弟是阴阳K并列,是转势的特征之一。两个信号一起用是为了过滤阴阳K并列的一些不确定性。 感谢楼主分享,支持一下! 姐弟骑金马.谢谢分享