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标题：选股公式问题

1楼

13505480838 发表于：2020/9/1 14:35:48

老师，麻烦把下面的改成选股公式。谢谢

//策略名：MACD背离模型
//类型：股票t+0
//适用：后台程序化
//使用市场：个股

DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA),COLORSTICK;

N:=BARSLAST(CROSS(DIFF,DEA))+1;
N1:=BARSLAST(CROSS(DEA,DIFF))+1;
DIFF1:=REF(REF(DIFF,N-1),1);
DIFF2:=REF(REF(DIFF,N1-1),1);
C1:=REF(REF(C,N-1),1);
C2:=REF(REF(C,N1-1),1);
DBL1:=DIFF > DIFF1 AND CROSS(DIFF,DEA) AND C >C1; //底背离
DBL:=DIFF<DIFF2 AND CROSS(DEA,DIFF) AND C < C2; //顶背离
TBUY(DBL1 AND TNUMLOSSTRADE < 2,100,MKT);
TSELL(DBL AND TBUYHOLDINGEX('','',2) > 0,100,MKT);
TSELL(EVERY(C <= REF(C,1),5),0,MKT);

2楼

FireScript 发表于：2020/9/1 14:43:15

你这没啥好改的啊。只需要去掉后台交易语句

把交易的条件作为选股条件就行了。

DIFF:=EMA(CLOSE,12)-EMA(CLOSE,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA),COLORSTICK;

N:=BARSLAST(CROSS(DIFF,DEA))+1;
N1:=BARSLAST(CROSS(DEA,DIFF))+1;
DIFF1:=REF(REF(DIFF,N-1),1);
DIFF2:=REF(REF(DIFF,N1-1),1);
C1:=REF(REF(C,N-1),1);
C2:=REF(REF(C,N1-1),1);
DBL1:DIFF and DIFF1 AND CROSS(DIFF,DEA) AND C and C1; //底背离
DBL:DIFF and DIFF2 AND CROSS(DEA,DIFF) AND C and C2; //顶背离

按照交易语句的思路是底背离买入，那你选股时候选择 DBL1作为选股条件即可。

[此贴子已经被作者于2020/9/1 14:44:29编辑过]

共2 条记录, 每页显示 10 条, 页签: [1]