问财量化选股策略逻辑

分析以上的选股逻辑

1. 分时大单买入占比大于50： This logic screens for stocks where the percentage of buying orders from the top 50 buyers is greater than 50%. This indicates that there is a high level of buying activity from large investors, which can be a bullish sign for the stock price.
2. 行业板块涨幅前5： This logic screens for stocks in industries that are among the top 5 gainers in the market. Investing in stocks from these industries can provide exposure to sectors that are performing well, which can potentially outperform other sectors.
3. 30日内涨停过： This logic screens for stocks that have experienced a 10% or more increase in price within 30 days. Stocks that have shown strong price action in the recent past may be more likely to continue to perform well in the near future.

选股逻辑分析

1. 风险分析： The risk of this strategy is that it focuses on stocks that have shown high levels of buying activity from large investors and have performed well in recent days. However, this strategy also involves analyzing the overall market conditions, which can be subject to sudden changes. As a result, there is a risk of the strategy not performing as expected, leading to potential losses.
2. 风险优化： To optimize this strategy, one approach could be to diversify the portfolio across different sectors and industries. This can help reduce the risk of relying solely on a few stocks that may not perform as expected. Additionally, it may be beneficial to implement risk management strategies, such as stop-loss orders, to limit potential losses.
3. 优化策略： To optimize the strategy, one could consider implementing a dynamic approach where the percentage of buying orders from the top 50 buyers is adjusted based on the overall market conditions. For example, if the market is showing signs of a downturn, the percentage of buying orders from large investors may be reduced to account for potential selling pressure.

最终选股逻辑

1. 选股策略： To implement the final selector, we will use the average true range (ATR) to determine the percentage of buying orders from large investors. We will then screen for stocks that have an ATR less than 1.5, indicating a low level of volatility, and have a percentage of buying orders from large investors greater than 50%. Additionally, we will look for stocks in industries that are among the top 5 gainers in the market. Finally, we will screen for stocks that have not experienced a 10% or more increase in price within the last 30 days.
2. 常见问题解答：

• 问题1：How do we screen for stocks that have experienced a 10% or more increase in price within 30 days?
• 问题2：What is the average true range (ATR) and how is it used in the selector?
• 问题3：How do we diversify the portfolio to reduce risk?

指标公式代码参考

1. 选股逻辑分析：

# Calculate average true range (ATR)
ATR = stdev(close, 14)[1]

# Select stocks with low volatility and high buying order percentage
selector = (ATR < 1.5) & (close[1]/close[2] > 0.5) & (close[1] > close[2]*1.1)

2. 最终选股逻辑：

# Select stocks with low volatility, high buying order percentage, and performance in top 5 gainers
selector = (atan(low/high) < 0.1) & (ATR < 1.5) & (close[1]/close[2] > 0.5) & (close[1] > close[2]*1.1) & (close[1] in top5gainers)

注意：以上内容仅为示例，实际投资存在风险，需要谨慎决策。

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。