【原】量能饱和选股指标公式源码编程思路破译及成功率回测数据

编程思路破译

输出INPUT:N1(4,1,100),N2(8,1, 100),N3(16,1,100),M(6,1,100),N(34,1,100)

HH赋值:最高价和1日前的收盘价的较大值

LL赋值:最低价和1日前的收盘价的较小值

AA赋值:收盘价-LL的N1日累和/HH-LL的N1日累和

BB赋值:收盘价-LL的N2日累和/HH-LL的N2日累和

CC赋值:收盘价-LL的N3日累和/HH-LL的N3日累和

B赋值:(AA/N1+BB/N2+CC/N3)*N1*N2*N3/(N1*N2+N2*N3+N1*N3)*100

S赋值:B的M日指数移动平均

DIFF赋值:(收盘价的9日指数移动平均 - 收盘价的17日指数移动平均)*50

A1赋值:成交量(手)<成交量(手)的20日简单移动平均

A2赋值:DIFF>1日前的DIFF

B>40 AND B上穿S AND A1 AND 收盘价>1日前的收盘价 AND A2

条件选股:大智慧量能饱和(4.00,8.00,16.00,6.00,34.00)[日线]成功率测试

测试股票数:5027

共发出信号:440291成功信号:182128失败信号:254937未完成信号:3226

信号发出率:94.33%平均成功率:41.67%成功率达到50%的股票数有:24.55%

利润1总平均:13.72%最大平均利润1:  159.32%  最小平均利润1:  0.37%

利润2总平均:0.71%最大平均利润2:  105.48%  最小平均利润2:  -35.72%

程序源码

INPUT:N1(4,1,100),N2(8,1, 100),N3(16,1,100),M(6,1,100),N(34,1,100);

HH:=MAX(HIGH,REF(CLOSE,1));

LL:=MIN(LOW,REF(CLOSE,1));

AA:=SUM(CLOSE-LL,N1)/SUM(HH-LL,N1);

BB:=SUM(CLOSE-LL,N2)/SUM(HH-LL,N2);

CC:=SUM(CLOSE-LL,N3)/SUM(HH-LL,N3);

B:=(AA/N1+BB/N2+CC/N3)*N1*N2*N3/(N1*N2+N2*N3+N1*N3)*100;

S:=EMA(B,M);

DIFF:=(EMA(CLOSE,9) - EMA(CLOSE,17))*50;

A1:=VOL<MA(V,20);

A2:=DIFF>REF(DIFF,1);

B>40 AND CROSS(B,S) AND A1 AND C>REF(C,1) AND A2;