{定义十字星条件} CROSS_STAR := ABS(C/O-1) <= 0.001 AND H > MAX(C,O) AND L < MIN(C,O); {定义涨跌幅条件} PRICE_CHANGE := ABS((C-REF(C,1))/REF(C,1)) <= 0.001; {计算均线值} MA5 := MA(C,5); MA10 := MA(C,10); MA20 := MA(C,20); {均线多头排列条件} MA_ORDER := MA5 > MA10 AND MA10 > MA20; {计算均线斜率(5日变化率百分比)} MA5_SLOPE := (MA5 - REF(MA5,5)) / REF(MA5,5) * 100; MA10_SLOPE := (MA10 - REF(MA10,5)) / REF(MA10,5) * 100; MA20_SLOPE := (MA20 - REF(MA20,5)) / REF(MA20,5) * 100; {均线斜率条件} SLOPE_ORDER := MA5_SLOPE > MA10_SLOPE AND MA10_SLOPE > MA20_SLOPE; SLOPE_STRENGTH := MA5_SLOPE > 0.5 AND MA10_SLOPE > 0.5 AND MA20_SLOPE > 0.5; {综合选股条件} SELECT: CROSS_STAR AND PRICE_CHANGE AND MA_ORDER AND SLOPE_ORDER AND SLOPE_STRENGTH; |