 
等级: 超级版主
- 注册:
- 2021-5-18
- 曾用名:
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// 基础条件
price_cond := close > 5 and close < 80; // 价格大于5元小于80元
market_cap := FINANCE(7)*close < 30000000000; // 流通市值小于300亿元
pe_cond := DYNAINFO( 39) > 0; // 市盈率大于0
st_cond := not(STRICMP(STRLEFT(stkname,2 ),'st') = 0 or STRICMP(STRLEFT(stkname,3 ), '*st') = 0 ); // 非ST股票
// MACD条件
DIFF :EMA(CLOSE,12) - EMA(CLOSE,26);
DEA :=EMA(DIFF,9);
MACD :=2*(DIFF-DEA);
macd_cond := MACD >= 0 and DIFF >= 0; // MACD和DIF大于等于零
// 换手率条件
turnover := SUM(VOL/CAPITAL*100,3) > 5; // 前3日累计换手率大于5%
// 涨幅条件
rise_cond := (CLOSE/REF(CLOSE,5)-1)*100 < 15; // 5日内涨幅小于15%
// 开仓条件
ma4 := MA(CLOSE,4); // 4日均线
cross_cond := CROSS(CLOSE,ma4) and CLOSE > ma4; // 上穿4日均线且收盘价大于4日均线
high_cond := HIGH > REF(HIGH,1) and (high/REF(CLOSE,1)-1)*100 < 5; // 今日最高价超过昨日最高价且高开小于5%
buy_condition := price_cond and market_cap and pe_cond and st_cond and macd_cond and turnover and rise_cond and REF(cross_cond,1) and high_cond;
// 平仓条件1:跌破4日均线
exit_cond1 := CROSS(ma4,CLOSE) and CLOSE < ma4 and LOW < REF(LOW,1); // 跌破4日均线且下根K线最低点跌破前根K线最低点
// 平仓条件2:涨停板打开
exit_cond2 := (HIGH >= REF(CLOSE,1)*1.09) and CLOSE < REF(CLOSE,1)*1.09; // 涨停板打开
// 平仓条件3:主板冲高回落
exit_cond3_main := (HIGH/REF(CLOSE,1)-1)*100 >= 8 and (CLOSE/HIGH-1)*100 <= -2; // 主板冲高8%回落2%
// 平仓条件3:创业板科创板北交所冲高回落
exit_cond3_gem := (STRFIND(MARKETLABEL,'688',1) > 0 OR STRFIND(MARKETLABEL,'300',1) > 0 OR STRFIND(MARKETLABEL,'8',1) > 0) AND
(HIGH/REF(CLOSE,1)-1)*100 >= 11 and (CLOSE/HIGH-1)*100 <= -3; // 创业板科创板北交所冲高11%回落3%
// 平仓条件4:持股大于3天涨幅3-5%回落1%
exit_cond4 := tENTERBARS(0) >= 3 and (CLOSE/TAVGENTERPRICE-1)*100 > 3 and (CLOSE/TAVGENTERPRICE-1)*100 < 5 and
(CLOSE/HHV(HIGH,tENTERBARS(0)+1)-1)*100 <= -1;
// 平仓条件5:持股大于1天涨幅6-8%回落1%
exit_cond5 := tENTERBARS(0) >= 1 and (CLOSE/TAVGENTERPRICE-1)*100 > 6 and (CLOSE/TAVGENTERPRICE-1)*100 < 8 and
(CLOSE/HHV(HIGH,tENTERBARS(0)+1)-1)*100 <= -1;
// 综合平仓条件
exit_condition := exit_cond1 or exit_cond2 or exit_cond3_main or exit_cond3_gem or exit_cond4 or exit_cond5;
// 交易系统
tBUY(buy_condition and tbuyholding(1)=0, 100, mkt); // 满足开仓条件时做多1手
tSELL(exit_condition, tbuyholding(0), mkt); // 满足平仓条件时平仓全部持仓
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