08年至今15天利10%选股法三成功率100%
声明:该选股法只是对08年至今的总结回顾,不保证以后是否100%成功!
{08年至今15天利10%选股法3--飞狐}
{ST股,S股及停牌股}
ST:=STRFIND(STKNAME,'ST',1)>0;
S:=STRFIND(STKNAME,'S',1)>0;
停牌:=c=0;//(DYNAINFO(4)=0);
{rsi}
LC := REF(CLOSE,1);
RSI1:=SMA(MAX(CLOSE-LC,0),6,1)/SMA(ABS(CLOSE-LC),6,1)*100;
xg1:=RSI1<4 and NOT(CLOSE=OPEN) and BARSCOUNT(CLOSE>0)>30;{rsi超跌选股,加入限制条件:收盘价不等于开盘价,收盘价大于零的天数需大于30天}
{cci}
TYP := (HIGH + LOW + CLOSE)/3;
cci:=(TYP-MA(TYP,14))/(0.015*AVEDEV(TYP,14));
var1:=ANY(CROSS(MA(CLOSE,30),MA(CLOSE,60)),63 ) and ALL(MA(CLOSE,30)>REF(MA(CLOSE,30),1),66);
{63天内存在30日均价上穿60日均价,并且66天内30日均价持续向上}
xg2:=FILTER(var1,8) and NOT(CLOSE=OPEN) and cci<(-140) and NOT(ST) and NOT(停牌) and NOT(S);
{过滤8天内再次出现的信号,并且收盘价不等于开盘价,CCI超跌,剔除ST股,S股及停牌股}
{}
{roc}
ROC:=(CLOSE-REF(CLOSE,13))/REF(CLOSE,13)*100;
ROCMA:=(MA(ROC,6));
{kdj}
RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
K:=SMA(RSV,3,1);
D:=SMA(K,3,1);
J:=3*K-2*D;
{uos}
HH:=MAX(HIGH,REF(CLOSE,1));
LL:=MIN(LOW,REF(CLOSE,1));
AA:=SUM(CLOSE-LL,7)/SUM(HH-LL,7);
BB:=SUM(CLOSE-LL,14)/SUM(HH-LL,14);
CC:=SUM(CLOSE-LL,28)/SUM(HH-LL,28);
UOS:=(AA/7+BB/14+CC/28)*7*14*28/(7*14+14*28+7*28)*100;
MUOS:=EMA(UOS,6);
{}
xg3:=filter(CROSS(J,D) AND D<50 AND J<20 AND CROSS(UOS,MUOS) AND UOS>35,8) and NOT(ST) and NOT(停牌) and NOT(S) and roc>rocma and cci<-110 and cci<ref(cci,1);
xgf:xg1 or xg2 or xg3;
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