活跃股之选股指标公式

 

FJ_1:=MA(CLOSE,5);
FJ_2:=MA(CLOSE,10);
FJ_3:=MA(CLOSE,20);
FJ_4:=EMA(CLOSE,60);
FJ_5:=IF(BARSCOUNT(CLOSE)+1>100,FJ_4,FJ_3);
FJ_6:=(FJ_2-FJ_4)/FJ_4;
FJ_7:=CLOSE/REF(CLOSE,20)<1.2 AND FJ_2>REF(FJ_2,1) AND CLOSE<LLV(LOW,80)*1.5;
FJ_8:=(CLOSE-FJ_2)/FJ_2;
FJ_9:=(CLOSE-FJ_3)/FJ_3;
FJ_10:=(CLOSE-FJ_4)/FJ_4;
FJ_11:=0.01*AMOUNT/vol;
FJ_12:=VOL/CAPITAL;
FJ_13:=MA(FJ_12,5);
FJ_14:=MA(FJ_12,20);
FJ_15:=EMA(FJ_12,60);
FJ_16:=CLOSE/REF(CLOSE,1)>1.099 AND CLOSE=HIGH AND LOW<CLOSE;
FJ_17:=CLOSE/REF(CLOSE,1)>1.099 AND LOW=HIGH;
FJ_18:=HIGH/REF(CLOSE,1)>1.099 OR CLOSE/REF(CLOSE,1)>1.09 AND CLOSE/REF(CLOSE,1)>1.065 AND CLOSE/REF(CLOSE,1)<1.0992 AND CLOSE>FJ_11;
FJ_19:=CLOSE/REF(CLOSE,1)>1.05 AND (FJ_12>REF(FJ_12,1) OR FJ_12>MAX(FJ_13,FJ_15)) AND CLOSE>FJ_11 AND FJ_8<0.12;
FJ_20:=FJ_16 OR FJ_18 OR FJ_19;
FJ_21:=BArslAST(FJ_20);
FJ_22:=REF(FJ_11,FJ_21);
FJ_23:=REF(LOW,1)<MAX(REF(FJ_2,1),REF(FJ_3,1)) AND CLOSE>FJ_2;
FJ_24:=INDEXC;
FJ_25:=(INDEXC-MA(INDEXC,10))/MA(INDEXC,10);
FJ_26:=3*(FJ_8-FJ_25);
FJ_27:=FJ_26>0 OR (FJ_26>(-0.1) AND FJ_26>REF(FJ_26,1));
FJ_28:=SUM(FJ_26,10);
FJ_29:=10;
FJ_30:=3;
FJ_31:=(MA(CLOSE,3)+MA(CLOSE,6)+MA(CLOSE,12)+MA(CLOSE,24))/4;
FJ_32:=FJ_31+FJ_30*STD(FJ_31,FJ_29);
FJ_33:=FJ_31-FJ_30*STD(FJ_31,FJ_29);
FJ_34:=(FJ_32-FJ_33)/10;
FJ_35:=FJ_34<0.4 AND LLV(FJ_34,5)<3*LLV(FJ_34,100) OR FJ_34<0.2;
FJ_36:=CLOSE/REF(CLOSE,1)>1.03 AND CLOSE/REF(CLOSE,1)<1.11 AND CLOSE/FJ_2<1.13;
FJ_37:=FJ_12<MAX(FJ_13,FJ_14);
FJ_38:=COUNT(FJ_37,7)>=4;
FJ_39:=FJ_12>1.35*REF(FJ_12,1) AND FJ_12<7*REF(FJ_12,1) AND FJ_12>1.5 AND FJ_12>FJ_13 AND REF(FJ_38,1);
FJ_40:=FJ_23 AND FJ_39 AND FJ_36 AND FJ_27 AND FJ_35;
FJ_41:=0.6*(FJ_2>FJ_3 OR FJ_2>REF(FJ_2,1) OR FJ_11>FJ_2 AND FJ_26>(-0.02));
FJ_42:=0.5*(COUNT(CLOSE/REF(CLOSE,1)>1.06,60)>=6 OR COUNT(FJ_16,60)>=2 OR COUNT(FJ_16 OR FJ_19,30)>=1 OR COUNT(FJ_26>0.1,120)>20);
FJ_43:=0.2*(FJ_12>MAX(FJ_15,FJ_13) OR FJ_13>FJ_15 OR FJ_16) OR FJ_16 OR FJ_19 AND (FJ_12>MIN(FJ_15,FJ_13) AND CLOSE>FJ_2 OR FJ_26>0) OR FJ_13>=REF(FJ_13,1) AND CLOSE>REF(CLOSE,1);
FJ_44:=0.5*(FJ_43 OR FJ_41 AND FJ_42);
FJ_45:=FJ_16 OR FJ_19 AND FJ_44 AND FJ_26>0 AND FJ_6<0.23 AND FJ_10<0.25 AND FJ_7;
FJ_46:=BARSLAST(FJ_45);
活跃区间1:=FJ_44 AND EVERY(FJ_44,FJ_46+1);
FJ_47:=COUNT(FJ_45,0);
FJ_48:=FJ_45 AND 活跃区间1 AND COUNT(FJ_45,0)=1;
FJ_49:=FJ_45 AND 活跃区间1 AND REF(活跃区间1!=1,1) AND COUNT(FJ_45,0)>1;
FJ_50:=FJ_45 AND 活跃区间1 AND REF(FJ_44=0,1) AND COUNT(FJ_45,0)<=1;
启动1:=IF(COUNT(FJ_45,0)>1,FJ_49,FJ_48 OR (FJ_50 AND FJ_7));
XG:启动1;




来函数检测结果如下
该公式包含未来函数:CAPITAL

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相关指标公式

FJ_1赋值:收盘价的5日简单移动平均
FJ_2赋值:收盘价的10日简单移动平均
FJ_3赋值:收盘价的20日简单移动平均
FJ_4赋值:收盘价的60日指数移动平均
FJ_5赋值:如果收盘价的有效数据周期数+1>100,返回FJ_4,否则返回FJ_3
FJ_6赋值:(FJ_2-FJ_4)/FJ_4
FJ_7赋值:收盘价/20日前的收盘价<1.2 AND FJ_2>1日前的FJ_2 AND 收盘价<80日内最低价的最低值*1.5
FJ_8赋值:(收盘价-FJ_2)/FJ_2
FJ_9赋值:(收盘价-FJ_3)/FJ_3
FJ_10赋值:(收盘价-FJ_4)/FJ_4
FJ_11赋值:0.01*成交额(元)/成交量(手)
FJ_12赋值:成交量(手)/当前流通股本(手)
FJ_13赋值:FJ_12的5日简单移动平均
FJ_14赋值:FJ_12的20日简单移动平均
FJ_15赋值:FJ_12的60日指数移动平均
FJ_16赋值:收盘价/1日前的收盘价>1.099 AND 收盘价=最高价 AND 最低价<收盘价
FJ_17赋值:收盘价/1日前的收盘价>1.099 AND 最低价=最高价
FJ_18赋值:最高价/1日前的收盘价>1.099 OR 收盘价/1日前的收盘价>1.09 AND 收盘价/1日前的收盘价>1.065 AND 收盘价/1日前的收盘价<1.0992 AND 收盘价>FJ_11
FJ_19赋值:收盘价/1日前的收盘价>1.05 AND (FJ_12>1日前的FJ_12 OR FJ_12>FJ_13和FJ_15的较大值) AND 收盘价>FJ_11 AND FJ_8<0.12
FJ_20赋值:FJ_16 OR FJ_18 OR FJ_19
FJ_21赋值:上次FJ_20距今天数
FJ_22赋值:FJ_21日前的FJ_11
FJ_23赋值:1日前的最低价<1日前的FJ_2和1日前的FJ_3的较大值 AND 收盘价>FJ_2
FJ_24赋值:大盘的收盘价
FJ_25赋值:(大盘的收盘价-大盘的收盘价的10日简单移动平均)/大盘的收盘价的10日简单移动平均
FJ_26赋值:3*(FJ_8-FJ_25)
FJ_27赋值:FJ_26>0 OR (FJ_26>(-0.1) AND FJ_26>1日前的FJ_26)
FJ_28赋值:FJ_26的10日累和
FJ_29赋值:10
FJ_30赋值:3
FJ_31赋值:(收盘价的3日简单移动平均+收盘价的6日简单移动平均+收盘价的12日简单移动平均+收盘价的24日简单移动平均)/4
FJ_32赋值:FJ_31+FJ_30*FJ_31的FJ_29日估算标准差
FJ_33赋值:FJ_31-FJ_30*FJ_31的FJ_29日估算标准差
FJ_34赋值:(FJ_32-FJ_33)/10
FJ_35赋值:FJ_34<0.4 AND 5日内FJ_34的最低值<3*100日内FJ_34的最低值 OR FJ_34<0.2
FJ_36赋值:收盘价/1日前的收盘价>1.03 AND 收盘价/1日前的收盘价<1.11 AND 收盘价/FJ_2<1.13
FJ_37赋值:FJ_12FJ_38赋值:统计7日中满足FJ_37的天数>=4
FJ_39赋值:FJ_12>1.35*1日前的FJ_12 AND FJ_12<7*1日前的FJ_12 AND FJ_12>1.5 AND FJ_12>FJ_13 AND 1日前的FJ_38
FJ_40赋值:FJ_23 AND FJ_39 AND FJ_36 AND FJ_27 AND FJ_35
FJ_41赋值:0.6*(FJ_2>FJ_3 OR FJ_2>1日前的FJ_2 OR FJ_11>FJ_2 AND FJ_26>(-0.02))
FJ_42赋值:0.5*(统计60日中满足收盘价/1日前的收盘价>1.06的天数>=6 OR 统计60日中满足FJ_16的天数>=2 OR 统计30日中满足FJ_16ORFJ_19的天数>=1 OR 统计120日中满足FJ_26>0.1的天数>20)
FJ_43赋值:0.2*(FJ_12>FJ_15和FJ_13的较大值 OR FJ_13>FJ_15 OR FJ_16) OR FJ_16 OR FJ_19 AND (FJ_12>FJ_15和FJ_13的较小值 AND 收盘价>FJ_2 OR FJ_26>0) OR FJ_13>=1日前的FJ_13 AND 收盘价>1日前的收盘价
FJ_44赋值:0.5*(FJ_43 OR FJ_41 AND FJ_42)
FJ_45赋值:FJ_16 OR FJ_19 AND FJ_44 AND FJ_26>0 AND FJ_6<0.23 AND FJ_10<0.25 AND FJ_7
FJ_46赋值:上次FJ_45距今天数
活跃区间1赋值:FJ_44 AND 最近FJ_46+1日一直存在FJ_44
FJ_47赋值:统计0日中满足FJ_45的天数
FJ_48赋值:FJ_45 AND 活跃区间1 AND 统计0日中满足FJ_45的天数=1
FJ_49赋值:FJ_45 AND 活跃区间1 AND 1日前的活跃区间1不等于1 AND 统计0日中满足FJ_45的天数>1
FJ_50赋值:FJ_45 AND 活跃区间1 AND 1日前的FJ_44=0 AND 统计0日中满足FJ_45的天数<=1
启动1赋值:如果统计0日中满足FJ_45的天数>1,返回FJ_49,否则返回FJ_48OR(FJ_50ANDFJ_7)
输出XG:启动1

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