主升浪启动选股公式源码

N_SHORT := 5;
N_MID := 20;
N_LONG := 60;
LC := REF(CLOSE, 1);
{KDJ}
RSV_K := (CLOSE - LLV(LOW, 9)) / (HHV(HIGH, 9) - LLV(LOW, 9)) * 100;
K_VAL := SMA(RSV_K, 3, 1);
D_VAL := SMA(K_VAL, 3, 1);

{RSI}
RSI_F := SMA(MAX(CLOSE - LC, 0), 6, 1) / SMA(ABS(CLOSE - LC), 6, 1) * 100;
RSI_S := SMA(MAX(CLOSE - LC, 0), 12, 1) / SMA(ABS(CLOSE - LC), 12, 1) * 100;

{MACD}
DIF := EMA(CLOSE, 12) - EMA(CLOSE, 26);
DEA := EMA(DIF, 9);
MACD_B := (DIF - DEA) * 2;

{自定义趋势 ZL/SH}
TPRICE := (2*CLOSE + HIGH + LOW) / 4; 
LOW34 := LLV(LOW, 34);
HIGH34 := HHV(HIGH, 34);
ZL := EMA((TPRICE - LOW34) / (HIGH34 - LOW34) * 100, 13);
SH := EMA(0.667 * REF(ZL, 1) + 0.333 * ZL, 2);

{动量 MTM}
MTM_D := CLOSE - LC;
MTM_F := 100 * EMA(EMA(MTM_D, 5), 3) / EMA(EMA(ABS(MTM_D), 5), 3);
MTM_S := 100 * EMA(EMA(MTM_D, 13), 8) / EMA(EMA(ABS(MTM_D), 13), 8);

{波动率通道}
MIDL := MA(CLOSE, 20);
STDV := STD(CLOSE, 20);
UPBAND := MIDL + 2 * STDV;
ISDROP := (REF(CLOSE, 3) - CLOSE) / REF(CLOSE, 3) * 100 > 5;
DROPPOS := BARSLAST(FILTER(ISDROP, 10));
ISRECDROP := DROPPOS > 0 AND DROPPOS < 150;
PREH := REF(HIGH, DROPPOS + 1); 
SPACEB := (OPEN - PREH) / PREH * 100 < 20; 
ISRISE := (CLOSE - LC) / LC * 100 > 5;
VOLNORM := VOL / MA(VOL, 5) < 4;
NOTHIGH := (CLOSE - REF(CLOSE, 89)) / REF(CLOSE, 89) * 100 < 80;

PATA := ISRECDROP AND ISRISE AND SPACEB AND VOLNORM AND NOTHIGH;
BRKOUT := CLOSE > UPBAND AND REF(CLOSE, 1) <= REF(UPBAND, 1);
BRKCONF := BRKOUT AND REF(CLOSE, 2) <= REF(UPBAND, 2) AND REF(CLOSE, 3) <= REF(UPBAND, 3);
TRENDUP := MA(CLOSE, N_SHORT) >= REF(MA(CLOSE, N_SHORT), 1) 
            AND ZL >= SH 
            AND DIF >= DEA;
MOMSTR := (K_VAL >= D_VAL) AND (RSI_F >= RSI_S) AND (MTM_F >= MTM_S);
PRISTR := CLOSE >= (MA(CLOSE, 3)+MA(CLOSE, 6)+MA(CLOSE, 12)+MA(CLOSE, 24))/4;
RESFIL := TRENDUP AND MOMSTR AND PRISTR AND DIF >= 0;
VOLACT := (VOL/REF(VOL, 1) > 1.2 AND CLOSE > OPEN) OR (LOW > REF(HIGH, 1) AND VOL/REF(VOL, 1) > 1.2);
ISLIM := IF(CODELIKE('3') OR CODELIKE('4'), 
            CLOSE >= ZTPRICE(LC, 0.2) AND CLOSE = HIGH, 
            CLOSE >= ZTPRICE(LC, 0.1) AND CLOSE = HIGH);
LIMBRK := ISLIM AND REF(NOT(ISLIM), 1);
SIGA := PATA AND VOLACT AND RESFIL;
SIGB := BRKCONF AND VOLACT AND RESFIL;
SIGC := LIMBRK AND RESFIL AND (MA(CLOSE, 5) >= REF(MA(CLOSE, 5), 1));
主升浪启动: SIGA OR SIGB OR SIGC;