指标是一个综合性的选股公式,主要用于识别潜在的多头启动或强势上涨信号。它通过结合价格、成交量、均线系统、资金成本分布以及动量等多个维度的条件进行筛选。
核心逻辑与功能:
1. 均线系统:定义了多个短期、中期、长期均线(如5、10、20、60、120日)之间的多头排列或金叉关系,作为趋势向好的基础条件。
2. 价格动量:通过计算收盘价的双重平滑(EMA of EMA)及其变化率(`A0006`),判断价格上升的动能强度和持续性。
3. 成交量验证:要求成交量均线(如5、35、135日)呈现多头排列或放量,以确认价格上涨有资金支持。
4. 资金分布:利用`WINNER`和`COST`函数分析筹码集中度,寻找获利盘超过50%且当前价高于85%成本线的强势股。
5. 形态辅助:结合了类似KDJ的摆动指标(`VARX9`, `A0009`)和MACD的金叉信号,进行技术形态的辅助确认。
6. 风险过滤:通过排除ST股、创业板股(可根据`S1`调整)、停牌股,并设置股价上限,控制选股范围与风险。
7. 信号整合:最终输出信号`XG`是多个子条件(`XG1`至`XG7`等)的逻辑组合,这些子条件代表了不同强度或侧重点的看涨模式(例如,均线全多头配合量价齐升、强势阳线突破等)。
使用方法:
直接选股:在通达信软件中使用“条件选股”功能,选择该公式,执行后可筛选出同时满足上述多项技术条件的股票。
预警监控:可将该公式设置为预警条件,当个股走势满足公式设定的综合看涨条件时,触发预警提示。
副图显示:该公式包含画线指标(`A0007`)和输出变量(`KP`),可加载到副图,直观显示“空头回补”信号点(红色柱)和“关键突破”(`KP`)信号。
公式特点:
综合性高:并非依赖单一指标,而是追求价格、成交量、趋势、筹码的多方面共振。
侧重趋势启动:条件设置上偏向于捕捉中长期均线系统走好背景下的短期强势启动点。
可调节性:公式中使用了大量`OR`条件和阈值(如`A0003>2`),用户可根据自身风险偏好回测并调整这些阈值以优化信号。
MAC_60:=C>MA(C,60) OR C=MA(C,60) OR CROSS(C,MA(C,60));
MAC_5:=C>MA(C,5) OR C=MA(C,5) OR CROSS(C,MA(C,5));
XG5_20:=MA(C,5)>MA(C,20) OR MA(C,5)=MA(C,20) OR CROSS(MA(C,5),MA(C,20));
XG10_20:=MA(C,10)>=MA(C,20) OR MA(C,10)=MA(C,20) OR CROSS(MA(C,10),MA(C,20));
XG5_10:=MA(C,5)>MA(C,10) OR MA(C,5)=MA(C,10) OR CROSS(MA(C,5),MA(C,10));
XG20_60:=MA(C,20)>MA(C,60) OR MA(C,20)=MA(C,60) OR CROSS(MA(C,20),MA(C,60));
XG5_60:=MA(C,5)>MA(C,60) OR MA(C,5)=MA(C,60) OR CROSS(MA(C,5),MA(C,60));
XG5_120:=MA(C,5)>MA(C,120) OR MA(C,5)=MA(C,120) OR CROSS(MA(C,5),MA(C,120));
XG10_60:=MA(C,10)>MA(C,60) OR MA(C,10)=MA(C,60) OR CROSS(MA(C,10),MA(C,60));
XG60_120:=MA(C,60)>MA(C,120) OR MA(C,60)=MA(C,120) OR CROSS(MA(C,60),MA(C,120));
XG10_120:=MA(C,10)>MA(C,120) OR MA(C,10)=MA(C,120) OR CROSS(MA(C,10),MA(C,120));
XG20_120:=MA(C,20)>MA(C,120) OR MA(C,20)=MA(C,120) OR CROSS(MA(C,20),MA(C,120));
B0001:=XG5_10 AND XG5_20 AND XG10_20 ;
B0002:=B0001 AND XG5_60 AND XG5_120 AND XG10_60 AND XG10_120 AND XG20_60 AND XG20_120 AND XG60_120 ;
VAR1:=EMA(EMA(CLOSE,13),13);
A0006:=(VAR1-REF(VAR1,1))/REF(VAR1,1)*1000;
A10:=CROSS(A0006,0);
A0001:=IF(A0006<0,A0006,0);
A0002:=IF(A10,5,0);
A0003:=IF(A0006>REF(A0006,1) AND A0006>0,A0006,0);
VAR2:=100*WINNER(CLOSE*0.95);
A0004:=IF(VAR2>50 AND COST(85)<CLOSE AND A0006>0,A0006,0);
A0005:=IF(A0006<REF(A0006,1) AND A0006>0,A0006,0);
Y0001:=MA(C,60)=REF(MA(C,60),1) OR MA(C,60)> REF(MA(C,60),1) OR CROSS(MA(C,60), REF(MA(C,60),1));
Y0002:=MA(C,120)=REF(MA(C,120),1) OR MA(C,120)> REF(MA(C,120),1) OR CROSS(MA(C,120), REF(MA(C,120),1));
VOLUME:=VOL;
MA5V:=MA(V,5);
MA35V:=MA(V,35);
MA135V:=MA(V,135);
MA60V:=MA(V,60);
C0001:=MA5V>MA35V OR MA5V=MA35V OR CROSS(MA5V,MA35V);
C0002:=MA5V>MA135V OR MA5V=MA135V OR CROSS(MA5V,MA135V);
C0003:=V>MA135V OR V=MA135V OR CROSS(V,MA135V);
C0004:=MA35V>MA135V OR MA35V=MA135V OR CROSS(MA35V,MA135V);
C0005:=C0001 AND C0002 AND C0004;
C0006:=V>MA60V OR V=MA60V OR CROSS(V,MA60V);
C0007:= C0002 AND C0004;
HSL:=VOL/CAPITAL*100;
S1:=IF(CODELIKE('300'),0,1);
S2:=IF(NAMELIKE('S'),0,1);
S3:=IF(NAMELIKE('*'),0,1);
S4:=DYNAINFO(17)>0;
ST:=S1 AND S2 AND S3 ;
XG11:=C<=20;
XG12:=XG20_60 OR XG20_120;
XG122:=XG5_60 OR XG5_120;
XG13:=CAPITAL<15000000;
XG120:=XG5_120 AND XG5_60 AND XG20_60 AND XG20_120 AND XG10_120 AND XG10_60 AND (A0004 OR A0003>3);
XG1222:=XG120 AND A0005=0 AND C0007 AND C0006 ;
XG1:=B0001 AND (A0004 OR A0003>7) AND A0005=0 ;
XG2:=C0005 AND (A0004 OR A0003>3) AND A0005=0;
XG3:=B0002 AND (A0004 OR A0003>2) ;
{XG999:=B0002 AND C0005 AND (A0004 OR A0003>1) ;}
XG4:=(B0001 AND C0005) AND (A0004 OR A0003>2) AND A0005=0;
D0001:=(CLOSE-REF(CLOSE,1))/REF(CLOSE,1);
D000125%:=D0001>0.025;
D00014%:=D0001>0.04;
D00015%:=D0001>0.049 AND (A0004 OR A0003>2) ;
D00018%:=D0001>0.08 ;
XG5:=D00014% AND(A0004 OR A0003>3) AND XG12 AND C0007;
XG6:=D000125% AND (REF(A0002,1) OR REF(A0002,2)) AND B0001 AND (A0004 OR A0003>1.3);
XG7_1:=XG5_20 AND XG10_20 AND XG5_60 AND XG5_120 AND XG10_60 AND XG10_120;
XG7_2:=XG20_60 AND XG20_120 AND XG60_120 AND C0007 AND A0004 AND MAC_60 AND A0005=0;
XG7:=XG7_1 AND XG7_2 ;
Z0001:=(O>=REF(C,1)*1.099);
XG9_1:=((XG1 OR XG2 OR XG3 OR XG4 OR XG5 OR XG6 OR XG7) AND MAC_5) OR ((D00015% OR D00018%) AND A0006>0) ;
XG9:=XG9_1{ AND NOT(Z0001)};
XG10:=(XG9 OR XG1222 ) ;
VARX1:=(HHV(HIGH,5)-LLV(LOW,5));
VARX2:=(HHV(HIGH,9)-CLOSE);
VARX3:=(CLOSE-LLV(LOW,9));
VARX4:=VARX2/VARX1*100-70 ;
VARX5:=(CLOSE-LLV(LOW,60))/(HHV(HIGH,60)-LLV(LOW,60))*100;
VARX6:=(2*C+H+L)/4;
VARX7:=SMA((VARX3/VARX1*100),3,1);
VARX8:=LLV(LOW,34);
VARX9:=SMA(VARX7,3,1)-SMA(VARX4,9,1);
VARX10:= IF(VARX9>100,VARX9-100,0);
VARXA:=HHV(HIGH,34);
A0009:=EMA((VARX6-VARX8)/(VARXA-VARX8)*100,8);
BX1:=EMA(A0009,5);
A0007:=STICKLINE(A0009>0 AND A0009-BX1<0,-0.025,0,1,0),COLORRED;
A0008:=(A0009>0 OR CROSS(A0009,0))AND A0009-BX1>=0;
DIF:=EMA(CLOSE,9)-EMA(CLOSE,18);
DEA:=EMA(DIF,7),LINETHICK1;
MACDC1:=DIF>DEA OR DIF=DEA OR CROSS(DIF,DEA);
MACDC:=MACDC1 AND (DEA>0 OR DEA=0 OR CROSS(DEA,0));
XG71:=A0004 AND (MACDC1 OR A0008);
XG72:= A0003>5 AND A0008 AND MACDC AND MAC_5 AND (B0001 OR B0001) AND A0005=0;
XG73:=(XG71 OR XG72) ;
XG74:={XG73 AND}(A0004 OR A0003>2.5) AND (A0008 OR MACDC1);
XG75:=A0003>9;
XG76:=C0005 AND (MACDC1 OR A0008);
XG77:=MACDC1 AND MACDC;
KP1:=A0006>0 AND CROSS(VAR2,50) AND COST(85)<CLOSE;
KP2:=A0006>0 AND CROSS(CLOSE,COST(85)) AND VAR2>50;
KP3:=VAR2>50 AND COST(85)<CLOSE AND CROSS(A0006,0);
KP4:=KP1 OR KP2 OR KP3;
KP5:=KP4 AND A0005=0;
XG:XG9 ;
KP:=IF (KP5,2,0),LINETHICK2;