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量化交易社区-量比从大到小前30、连续5天涨幅大于-4%、今天收阴股价在均价线上

用户头像神盾局量子研究部
2023-11-15 发布

问财量化选股策略逻辑

在量化投资中，我们的选股策略基于以下逻辑：

  1. 量比从大到小前30：我们关注的是连续五个交易日的量比变化，量比是衡量股票多空力量对比的重要指标。当量比从大到小排序前30的股票，说明市场上的多头力量正在减弱，可能存在下跌的风险。

  2. 连续5天涨幅大于-4%：我们选择连续五个交易日涨幅大于-4%的股票，这样可以过滤掉近期下跌的股票，确保我们筛选出的股票有较强的抵抗下跌能力。

  3. 今天收阴股价在均价线上：我们关注的是股票今天的收盘价是否在今天的均价线上，这是股票趋势判断的一个辅助指标，可以帮助我们进一步确认股票的走势。

选股逻辑分析

这个策略的风险主要在于股票的下跌风险，如果选股策略出的股票在之后的某个交易日出现大幅下跌，可能会导致策略的亏损。

如何优化？

为了优化这个策略，我们可以考虑增加一些其他的选股条件，比如增加对股票的市盈率、市净率等财务指标的要求，或者增加对股票的流动性、市值等要求。

最终的选股逻辑

结合以上的分析和优化，我们可以最终的选股逻辑如下：

  1. 选择连续五个交易日涨幅大于-4%的股票。
  2. 这些股票的量比从大到小排序前30。
  3. 这些股票今天收阴，收盘价在今天的均价线上。

常见问题

  1. 什么情况下会触发策略的股票下跌风险？
  • 策略会触发股票下跌风险的情况包括但不限于：股票的连续五个交易日涨幅大于-4%，且今天收阴股价在今天的均价线上。
  1. 策略有什么优点？
  • 策略的优点在于，它能够筛选出具有较强的抵抗下跌能力的股票，因为在连续五个交易日涨幅大于-4%的基础上，这些股票在之后的某个交易日出现大幅下跌的概率相对较低。
  1. 策略有哪些局限性？
  • 策略的局限性在于，它可能无法捕捉到一些短期内的股票走势变化，因为策略的判断基于连续五个交易日的涨幅和今天的收盘价。

指标公式代码参考

以下是通达信和同花顺的指标公式代码：

通达信指标公式代码：

N:=3;
X:=CROSS(CLOSE,CLOSE[1]*0.95);
Y:=CROSS(CLOSE,CLOSE[1]*1.05);
Z:=X OR Y;
M:=IF(Z,1,0);
Q:=M*X;
Z1:=Z AND X AND Y AND M;
Z2:=Z AND X AND M AND Y;
Z3:=Z AND Y AND M AND X;
Z4:=Z AND Y AND X AND M;
Z5:=Z AND X AND M AND Y;
Z6:=Z AND X AND M AND Z1 AND Z2 AND Z3 AND Z4 AND Z5;
Z7:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6;
Z8:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7;
Z9:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8;
Z10:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9;
Z11:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10;
Z12:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11;
Z13:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12;
Z14:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13;
Z15:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14;
Z16:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15;
Z17:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16;
Z18:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17;
Z19:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18;
Z20:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19;
Z21:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20;
Z22:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21;
Z23:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22;
Z24:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23;
Z25:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24;
Z26:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25;
Z27:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26;
Z28:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27;
Z29:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28;
Z30:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29;
Z31:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30;
Z32:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31;
Z33:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32;
Z34:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33;
Z35:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34;
Z36:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35;
Z37:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36;
Z38:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37;
Z39:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39;
Z40:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40;
Z41:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41;
Z42:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41 AND Z42;
Z43:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41 AND Z42 AND Z43;
Z44:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41 AND Z42 AND Z43 AND Z44;
Z45:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41 AND Z42 AND Z43 AND Z44 AND Z45;
Z46:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41 AND Z42 AND Z43 AND Z44 AND Z45 AND Z46;
Z47:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41 AND Z42 AND Z43 AND Z44 AND Z45 AND Z46;
Z48:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41 AND Z42 AND Z43 AND Z44 AND Z45 AND Z46 AND Z47;
Z49:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41 AND Z42 AND Z43 AND Z44 AND Z45 AND Z46 AND Z47 AND Z48 AND Z49;
Z50:=Z AND X AND M AND Y AND Z1 AND Z2 AND Z3 AND Z4 AND Z5 AND Z6 AND Z7 AND Z8 AND Z9 AND Z10 AND Z11 AND Z12 AND Z13 AND Z14 AND Z15 AND Z16 AND Z17 AND Z18 AND Z19 AND Z20 AND Z21 AND Z22 AND Z23 AND Z24 AND Z25 AND Z26 AND Z27 AND Z28 AND Z29 AND Z30 AND Z31 AND Z32 AND Z33 AND Z34 AND Z35 AND Z36 AND Z37 AND Z38 AND Z39 AND Z40 AND Z41 AND Z42 AND Z43 AND Z44 AND Z45 AND Z46 AND Z47 AND Z48 AND Z49 AND Z50;

## 如何进行量化策略实盘？
    请把您优化好的选股语句放入文章最下面模板的选股语句中即可。

    select_sentence = '市值小于100亿' #选股语句。

    模板如何使用？

    点击页面下方的复制按钮，复制到自己的账户即可使用模板进行回测。
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