六脉神剑指标:
卖出条件和下面的选股公式是否一致:{卖出条件:基于策略卖出因子转换}
{1. 趋势强度0-50(对应MEAN_LINE_MODELS_BUY,均线排列弱化)}
MA3:=MA(CLOSE,3);
MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
MA15:=MA(CLOSE,15);
MA20:=MA(CLOSE,20);
趋势强度:=
(MA3>=MA5)*25 +
(MA5>=MA10)*25 +
(MA10>=MA15)*25 +
(MA15>=MA20)*25;
趋势强度条件:=趋势强度>=0 AND 趋势强度<=50;
{2. 跌破5日均线(对应TARDER_DOWN_MEAN_LINE)}
{MA5:=MA(CLOSE,5);}
跌破5日均线:=CLOSE
{3. 六脉神剑日周期0-3(对应CACAL_DIURNAL_CYCLE,多指标共振弱化)}
{复用买入条件中的六脉神剑计算}
DIFF:=EMA(CLOSE,8)-EMA(CLOSE,13);
DEA:=EMA(DIFF,5);
MACD多头:=DIFF>DEA;
K:=SMA((CLOSE-LLV(LOW,8))/(HHV(HIGH,8)-LLV(LOW,8))*100,3,1);
D:=SMA(K,3,1);
KDJ多头:=K>D;
RSI1:=SMA(MAX(CLOSE-REF(CLOSE,1),0),5,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),5,1)*100;
RSI2:=SMA(MAX(CLOSE-REF(CLOSE,1),0),13,1)/SMA(ABS(CLOSE-REF(CLOSE,1)),13,1)*100;
RSI多头:=RSI1>RSI2;
LWR1:=SMA(-(HHV(HIGH,13)-CLOSE)/(HHV(HIGH,13)-LLV(LOW,13))*100,3,1);
LWR2:=SMA(LWR1,3,1);
LWR多头:=LWR1>LWR2;
BBI:=(MA(CLOSE,3)+MA(CLOSE,5)+MA(CLOSE,8)+MA(CLOSE,13))/4;
BBI多头:=CLOSE>BBI;
MTM:=CLOSE-REF(CLOSE,1);
MMS:=100*EMA(EMA(MTM,5),3)/EMA(EMA(ABS(MTM),5),3);
MMM:=100*EMA(EMA(MTM,13),8)/EMA(EMA(ABS(MTM),13),8);
ZLMM多头:=MMS>MMM;
六脉神剑得分:=MACD多头+KDJ多头+RSI多头+LWR多头+BBI多头+ZLMM多头;
六脉神剑条件:=六脉神剑得分>=0 AND 六脉神剑得分<=3;
{4. 波段状态为卖(对应CACAL_BOND_STATS())}
{复用买入条件中的波段计算}
ABC1:=(HIGH+LOW+CLOSE*2)/4;
ABC3:=EMA(ABC1,7);
ABC4:=STD(ABC1,7);
ABC5:=(ABC1-ABC3)*100/ABC4;
ABC6:=EMA(ABC5,5);
UP:=EMA(ABC6,10)+(100/2)-5;
波段状态卖:=UPREF(UP,2); {卖出信号及持续}
波段状态条件:=波段状态卖 OR (REF(波段状态卖,1) AND UP
{卖出条件组合(满足任一条件即卖出)}
卖出条件:=
趋势强度条件 OR
跌破5日均线 OR
六脉神剑条件 OR
波段状态条件;
{输出卖出信号}
卖出条件 ;
发布于 广东
