【原】骁龙起飞选股公式源码编写思路及成功率回测数据

​条件选股:骁龙起飞[日线]成功率测试

测试股票数:4594

共发出信号:379027成功信号:154466失败信号:219095未完成信号:5466

信号发出率:94.65%平均成功率:41.35%成功率达到50%的股票数有:27.09%

利润1总平均:12.46%最大平均利润1:  144.03%  最小平均利润1: 0.00%

利润2总平均:1.24%最大平均利润2:  112.35%  最小平均利润2:  -36.45%

编写思路:

HJ_1赋值:收盘价
HJ_2赋值:(最高价+最低价+收盘价)/3
HJ_3赋值:(最高价+最低价+收盘价+开盘价)/4
HJ_4赋值:4日内最低价的最低值
HJ_5赋值:-最低价<=HJ_4的13日指数移动平均
HJ_6赋值:(HJ_1-HJ_1的10日简单移动平均)/HJ_1的9日简单移动平均*100<(-2)
HJ_7赋值:(HJ_1-HJ_1的10日简单移动平均)/HJ_1的12日简单移动平均*115>(-13)
HJ_8赋值:(HJ_1-HJ_1的10日简单移动平均)/HJ_1的12日简单移动平均*123>(-13)
HJ_9赋值:2日前的统计2日中满足收阴线的天数=2 AND 1日前的最高价/收盘价>收盘价/开盘价
HJ_10赋值:统计3日中满足HJ_6的天数=3
HJ_11赋值:(HJ_1-13日内HJ_1的最低值)/50日内HJ_1的最低值*123
HJ_12赋值:(HJ_2-HJ_2的14日简单移动平均)/(0.015*HJ_2的14日平均绝对偏差)
HJ_13赋值:1日前的HJ_12<(-60) AND 1日前的HJ_12<(-92) AND HJ_12<(-45)
HJ_14赋值:1日前的HJ_12
HJ_15赋值:(HJ_2-HJ_2的12日简单移动平均)/(0.015*HJ_2的12日平均绝对偏差)
HJ_16赋值:1日前的HJ_15
HJ_17赋值:(HJ_3-HJ_3的13日简单移动平均)/(0.016*HJ_3的15日平均绝对偏差)
HJ_18赋值:(HJ_1-HJ_1的12日简单移动平均)/(0.014*HJ_1的10日平均绝对偏差)
HJ_19赋值:(HJ_1-HJ_1的11日简单移动平均)/(0.014*HJ_1的8日平均绝对偏差)
HJ_20赋值:HJ_18上穿(-200) AND HJ_18>1日前的HJ_18 OR (HJ_19上穿(-200) AND HJ_19>1日前的HJ_19) AND 收盘价的5日简单移动平均/最低价>=1.07 AND 成交量(手)<1日前的成交量(手)*0.66
HJ_21赋值:收盘价的14日简单移动平均
HJ_22赋值:收盘价-HJ_21的2乘幂
HJ_23赋值:HJ_22的24日简单移动平均
HJ_24赋值:HJ_23的开方
HJ_25赋值:HJ_21-2*HJ_24
HJ_26赋值:1日前的HJ_25
HJ_27赋值:HJ_11上穿1.5 AND 统计2日中满足HJ_14<1日前的HJ_14的天数=2 AND HJ_10 AND HJ_8 AND HJ_9 AND 1日前的HJ_11=1日前的HJ_11 AND 最低价<HJ_26 AND 成交量(手)的3日简单移动平均<成交量(手)的6日简单移动平均
HJ_28赋值:HJ_11上穿1.5 AND 统计2日中满足HJ_16<1日前的HJ_16的天数=2 AND HJ_10 AND HJ_8 AND HJ_9 AND 1日前的HJ_11=1日前的HJ_11 AND 最低价<HJ_26 AND 成交量(手)的3日简单移动平均<成交量(手)的6日简单移动平均
HJ_29赋值:1日前的HJ_17<=(-170) OR HJ_17上穿(-170) OR (收盘价-收盘价的13日简单移动平均)/收盘价的50日简单移动平均*100<(-6) AND 1日前的收盘价/2日前的收盘价<0.945 AND 收盘价/1日前的收盘价>1.025 AND 成交量(手)*1.58<1日前的成交量(手) AND 取反
HJ_30赋值:HJ_11上穿1.5 AND HJ_20 AND HJ_9 AND HJ_10 AND HJ_8 AND 成交量(手)的3日简单移动平均<成交量(手)的6日简单移动平均 AND 最低价<HJ_26
输出骁龙起飞:如果HJ_29ORHJ_30,返回1.5,否则返回0

公式源码：

HJ_1:=CLOSE;
HJ_2:=(HIGH+LOW+CLOSE)/3;
HJ_3:=(HIGH+LOW+CLOSE+OPEN)/4;
HJ_4:=LLV(LOW,4);
HJ_5:=-EMA(LOW<=HJ_4,13);
HJ_6:=(HJ_1-MA(HJ_1,10))/MA(HJ_1,9)*100<(-2);
HJ_7:=(HJ_1-MA(HJ_1,10))/MA(HJ_1,12)*115>(-13);
HJ_8:=(HJ_1-MA(HJ_1,10))/MA(HJ_1,12)*123>(-13);
HJ_9:=REF(COUNT(CLOSE<OPEN,2)=2,2) AND REF(HIGH/CLOSE>CLOSE/OPEN,1);
HJ_10:=COUNT(HJ_6,3)=3;
HJ_11:=(HJ_1-LLV(HJ_1,13))/LLV(HJ_1,50)*123;
HJ_12:=(HJ_2-MA(HJ_2,14))/(0.015*AVEDEV(HJ_2,14));
HJ_13:=REF(HJ_12<(-60),1) AND REF(HJ_12,1)<(-92) AND HJ_12<(-45);
HJ_14:=REF(HJ_12,1);
HJ_15:=(HJ_2-MA(HJ_2,12))/(0.015*AVEDEV(HJ_2,12));
HJ_16:=REF(HJ_15,1);
HJ_17:=(HJ_3-MA(HJ_3,13))/(0.016*AVEDEV(HJ_3,15));
HJ_18:=(HJ_1-MA(HJ_1,12))/(0.014*AVEDEV(HJ_1,10));
HJ_19:=(HJ_1-MA(HJ_1,11))/(0.014*AVEDEV(HJ_1,8));
HJ_20:=CROSS(HJ_18,(-200)) AND HJ_18>REF(HJ_18,1) OR (CROSS(HJ_19,(-200)) AND HJ_19>REF(HJ_19,1)) AND MA(CLOSE,5)/LOW>=1.07 AND VOL<REF(VOL,1)*0.66;
HJ_21:=MA(CLOSE,14);
HJ_22:=POW(CLOSE-HJ_21,2);
HJ_23:=MA(HJ_22,24);
HJ_24:=SQRT(HJ_23);
HJ_25:=HJ_21-2*HJ_24;
HJ_26:=REF(HJ_25,1);
HJ_27:=CROSS(HJ_11,1.5) AND COUNT(HJ_14<REF(HJ_14,1),2)=2 AND HJ_10 AND HJ_8 AND HJ_9 AND REF(HJ_11=REF(HJ_11,1),1) AND LOW<HJ_26 AND MA(VOL,3)<MA(VOL,6);
HJ_28:=CROSS(HJ_11,1.5) AND COUNT(HJ_16<REF(HJ_16,1),2)=2 AND HJ_10 AND HJ_8 AND HJ_9 AND REF(HJ_11=REF(HJ_11,1),1) AND LOW<HJ_26 AND MA(VOL,3)<MA(VOL,6);
HJ_29:=REF(HJ_17,1)<=(-170) OR CROSS(HJ_17,(-170)) OR (CLOSE-MA(CLOSE,13))/MA(CLOSE,50)*100<(-6) AND REF(CLOSE,1)/REF(CLOSE,2)<0.945 AND CLOSE/REF(CLOSE,1)>1.025 AND VOL*1.58<REF(VOL,1) AND NOT(CLOSE/REF(CLOSE,1)>1.0989);
HJ_30:=CROSS(HJ_11,1.5) AND HJ_20 AND HJ_9 AND HJ_10 AND HJ_8 AND MA(VOL,3)<MA(VOL,6) AND LOW<HJ_26;
骁龙起飞:IF(HJ_29 OR HJ_30,1.5,0);