「股票」东方财富网公式-缩量

Posted 2020-09-28 ftrako

{R1成交量}
T1_RATE:=1;{成交量比例}
T1_30:=MA(VOL, 30);{30日均成交量}
T1_R1:=IF(DYNAINFO(8)/T1_30<=T1_RATE,1,0);
T1_R2:=IF(DYNAINFO(14)<0 AND DYNAINFO(8)>=T1_30*0.9, 0, 1);{放量或温和下跌}
T1_R3:=IF(REF(VOL,1)/T1_30<=T1_RATE,1,0);{前1天成交量缩量}
T1_R4:=IF(REF(VOL,2)/T1_30<=T1_RATE,1,0);{前2天成交量缩量}
R1:=IF(T1_R1 AND T1_R2 AND T1_R3 AND T1_R4,1,0);

{R2剔除天量和过大成交量}
T2_RATE:=3;{表示多少倍}
T2_DAYS:=100;{多少天内}
T2_R1:=IF(ANY(VOL>(T1_30*T2_RATE), T2_DAYS),0,1);
R2:=IF(T2_R1,1,0);

{R3剔除涨幅过大}
R3_TMP_PRICE:=DYNAINFO(14);
R3:=IF(R3_TMP_PRICE<=0.02,1,0);

{R4剔除跌幅过大}
R4:=IF(R3_TMP_PRICE>-0.03,1,0);{R1剔除成交量过大}

{R6实体线长度限制}
T6_RATE:=0.015;{实体大小限制}
T6_SUB:=DYNAINFO(7)/DYNAINFO(4);{现价/开盘价}
T6_SUB2:=IF(T6_SUB < 1, 1-T6_SUB, T6_SUB-1);{考虑跌的情况}
R6:=IF ((T6_SUB2<=T6_RATE),1,0);

{R7剔除大盘股}
TMP7_PRICE:=300;{单位：亿}
R7:=IF((FINANCE(40)<=TMP7_PRICE*10000),1,0);

{R10剔除前N个交易日涨幅过大}
T10_1:=1.04;{涨幅限制}
R10_10:=IF(REF(CLOSE,1)/REF(CLOSE,2)<=T10_1,1,0);
R10_11:=IF(REF(CLOSE,2)/REF(CLOSE,3)<=T10_1,1,0);
R10_12:=IF(REF(CLOSE,3)/REF(CLOSE,4)<=T10_1,1,0);
R10_13:=IF(REF(CLOSE,4)/REF(CLOSE,5)<=T10_1,1,0);
R10:=IF(R10_10 AND R10_11 AND R10_12,1,0);

{R13均线比较}
T13_10:=MA(CLOSE,10);{10日均线}
T13_20:=MA(CLOSE,20);{20日均线}
T13_30:=MA(CLOSE,30);{30日均线}
R13:=IF(T13_10<T13_20 AND T13_20<T13_30,0,1);

{--R14出现过涨停}
{T14_ZT:=(C-REF(C,1))*100/REF(C,1)>9.8;
R14:IF(COUNT(T14_ZT,100)>0,1,0);}

{总结果}
IF ((R1 AND R2 AND R3 AND R4 AND R6 AND R7 AND R10 AND R13), 1, 0);