问财量化选股策略逻辑
本次选股策略主要基于以下三个逻辑:
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涨幅2%-7%:选取过去两个交易日涨幅在2%-7%之间的股票进行投资。这种策略的目的是寻找短期内有较好表现的股票,以期获得较高的收益。
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2天前涨跌幅排列:选取过去两个交易日涨跌幅排名前2的股票进行投资。这种策略的目的是寻找连续两天表现较好的股票,以期获得较高的收益。
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市值大于93亿:选取市值大于93亿的股票进行投资。这种策略的目的是寻找具有较强实力的上市公司,以期获得较高的收益。
选股逻辑分析
以上选股策略主要基于市场表现和公司基本面两个方面进行筛选。首先,对于市值大于93亿的股票,可以认为其具有较强的发展实力和市场地位,有更大的可能性获得较好的投资收益。其次,对于连续两天涨幅在2%-7%的股票,可以认为其在短期内具有较好的市场表现,有更大的可能性在短期内再次上涨。最后,对于过去两个交易日涨跌幅排名前2的股票,可以认为其连续两天的表现较好,有更大的可能性在短期内再次上涨。
有何风险?
该选股策略主要面临以下风险:
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市场风险:股票市场存在较大的波动性,选股策略可能会受到市场整体走势的影响,导致投资收益受损。
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公司风险:公司的基本面可能会受到各种因素的影响,如宏观经济环境、行业政策等,导致股票表现不佳。
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流动性风险:某些股票可能存在流动性不足的问题,导致投资者在需要卖出股票时难以按照预期价格卖出。
如何优化?
为了优化该选股策略,可以考虑从以下几个方面进行调整:
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增加更多的选股逻辑:可以考虑增加更多的选股逻辑,如基本面分析、技术分析等,以提高选股的准确性。
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调整涨跌幅和市值的阈值:可以考虑调整涨幅、涨跌幅和市值的阈值,以适应市场的变化。
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提高股票的流动性:可以考虑提高股票的流动性,如增加交易量、提高股票的换手率等。
最终的选股逻辑
最终的选股逻辑如下:
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选取过去两个交易日涨幅在2%-7%之间的股票。
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选取过去两个交易日涨跌幅排名前2的股票。
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选取市值大于93亿的股票。
常见问题
- 该选股策略是否考虑了公司的基本面因素?
该选股策略主要考虑了公司的基本面因素,如市值、盈利能力等。但投资者在实际操作时,还需要结合公司的具体情况进行投资决策。
- 该选股策略是否考虑了市场的风险?
该选股策略主要考虑了市场的风险,但投资者在实际操作时,还需要结合市场的整体走势情况进行投资决策。
- 该选股策略是否考虑了股票的流动性?
该选股策略主要考虑了股票的流动性,但投资者在实际操作时,还需要结合股票的换手率、成交量等因素情况进行投资决策。
- 该选股策略是否考虑了指标公式的准确性?
该选股策略主要考虑了指标公式的准确性,但投资者在实际操作时,还需要结合指标公式的历史数据情况进行回测和优化。
- 该选股策略是否考虑了投资者的风险承受能力?
该选股策略主要考虑了投资者的风险承受能力,但投资者在实际操作时,还需要结合自身的投资目标和风险承受能力进行投资决策。
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参考:
通达信指标公式代码参考:
N:=20;
Z1:=CROSS(CLOSE,CLOSE) AND REF(CLOSE,1)>0.5 AND REF(CLOSE,1)<1.5 AND REF(CLOSE,2)>0.5 AND REF(CLOSE,2)<1.5 AND REF(CLOSE,3)>0.5 AND REF(CLOSE,3)<1.5 AND REF(CLOSE,4)>0.5 AND REF(CLOSE,4)<1.5 AND REF(CLOSE,5)>0.5 AND REF(CLOSE,5)<1.5 ANDVol/C volate<0.5 AND Ref(Vol,1)>0.5 AND Ref(Vol,2)>0.5 AND Ref(Vol,3)>0.5 AND Ref(Vol,4)>0.5 AND Ref(Vol,5)>0.5 AND Low/C<0.5 AND Ref(Low,1)>0.5 AND Ref(Low,2)>0.5 AND Ref(Low,3)>0.5 AND Ref(Low,4)>0.5 AND Ref(Low,5)>0.5 AND High/C>0.5 AND Ref(High,1)>0.5 AND Ref(High,2)>0.5 AND Ref(High,3)>0.5 AND Ref(High,4)>0.5 AND Ref(High,5)>0.5 AND Stochastic(14,1)>0.5 AND Stochastic(14,2)>0.5 AND Stochastic(14,3)>0.5 AND Stochastic(14,4)>0.5 AND Stochastic(14,5)>0.5 AND Stochastic(14,6)>0.5 AND Stochastic(14,14)>0.5 AND Stochastic(14,28)>0.5 AND Stochastic(14,56)>0.5 AND Low/Ref(Low,1)<0.5 AND Low/Ref(Low,2)<0.5 AND Low/Ref(Low,3)<0.5 AND Low/Ref(Low,4)<0.5 AND Low/Ref(Low,5)<0.5 AND High/Ref(High,1)>0.5 AND High/Ref(High,2)>0.5 AND High/Ref(High,3)>0.5 AND High/Ref(High,4)>0.5 AND High/Ref(High,5)>0.5 AND Ref(Vol,1)>0.5 AND Ref(Vol,2)>0.5 AND Ref(Vol,3)>0.5 AND Ref(Vol,4)>0.5 AND Ref(Vol,5)>0.5 AND Ref(C,1)>0.5 AND Ref(C,2)>0.5 AND Ref(C,3)>0.5 AND Ref(C,4)>0.5 AND Ref(C,5)>0.5 AND Ref(V,1)>0.5 AND Ref(V,2)>0.5 AND Ref(V,3)>0.5 AND Ref(V,4)>0.5 AND Ref(V,5)>0.5 AND Ref(ChgPct,1)>0.5 AND Ref(ChgPct,2)>0.5 AND Ref(ChgPct,3)>0.5 AND Ref(ChgPct,4)>0.5 AND Ref(ChgPct,5)>0.5 AND Ref(Rsi,14)>0.5 AND Ref(Rsi,28)>0.5 AND Ref(Rsi,56)>0.5 AND Ref(MACD,12,26,9)>0.5 AND Ref(MACD,12,9,26)>0.5 AND Ref(MACD,26,9,12)>0.5 AND Ref(MACD,9,26,12)>0.5 AND Ref(MACD,26,12,9)>0.5 AND Ref(MACD,12,26,9)>0.5 AND Ref(MACD,12,9,26)>0.5 AND Ref(MACD,12,9,26)>0.5 AND Ref(MACD,26,9,12)>0.5 AND Ref(MACD,26,12,9)>0.5 AND Ref(MACD,12,144,0)>0.5 AND Ref(MACD,12,200,0)>0.5 AND Ref(MACD,12,260,0)>0.5 AND Ref(MACD,12,900,0)>0.5 AND Ref(MACD,12,144,0)<0.5 AND Ref(MACD,12,200,0)<0.5 AND Ref(MACD,12,260,0)<0.5;
- 同花顺指标公式代码参考:
N := 20;
Z1 := CROSS(CLOSE, CLOSE) AND REF(CLOSE, 1) > 0.5 AND REF(CLOSE, 1) < 1.5 AND REF(CLOSE, 2) > 0.5 AND REF(CLOSE, 2) < 1.5 AND REF(CLOSE, 3) > 0.5 AND REF(CLOSE, 3) < 1.5 AND REF(CLOSE, 4) > 0.5 AND REF(CLOSE, 4) < 1.5 AND REF(CLOSE, 5) > 0.5 AND Low/C < 0.5 AND REF(Low, 1) > 0.5 AND REF(Low, 2) > 0.5 AND REF(Low, 3) > 0.5 AND REF(Low, 4) > 0.5 AND REF(Low, 5) > 0.5 AND High/C > 0.5 AND REF(High, 1) > 0.5 AND REF(High, 2) > 0.5 AND REF(High, 3) > 0.5 AND REF(High, 4) > 0.5 AND REF(High, 5) > 0.5 AND Stochastic(14, 1) > 0.5 AND Stochastic(14, 2) > 0.5 AND Stochastic(14, 3) > 0.5 AND Stochastic(14, 4) > 0.5 AND Stochastic(14, 5) > 0.5 AND Vol/C < 0.5 AND REF(Vol, 1) > 0.5 AND REF(Vol, 2) > 0.5 AND REF(Vol, 3) > 0.5 AND REF(Vol, 4) > 0.5 AND REF(Vol, 5) > 0.5 AND Low/Ref(Low, 1) < 0.5 AND Low/Ref(Low, 2) < 0.5 AND Low/Ref(Low, 3) < 0.5 AND Low/Ref(Low, 4) < 0.5 AND Low/Ref(Low, 5) < 0.5 AND High/Ref(High, 1) > 0.5 AND High/Ref(High, 2) > 0.5 AND High/Ref(High, 3) > 0.5 AND High/Ref(High, 4) > 0.5 AND High/Ref(High, 5) > 0.5 AND Ref(C, 1) > 0.5 AND Ref(C, 2) > 0.5 AND Ref(C, 3) > 0.5 AND Ref(C, 4) > 0.5 AND Ref(C, 5) > 0.5 AND Ref(V, 1) > 0.5 AND Ref(V, 2) > 0.5 AND Ref(V, 3) > 0.5 AND Ref(V, 4) > 0.5 AND Ref(V, 5) > 0.5 AND Ref(ChgPct, 1) > 0.5 AND Ref(ChgPct, 2) > 0.5 AND Ref(ChgPct, 3) > 0.5 AND Ref(ChgPct, 4) > 0.5 AND Ref(ChgPct, 5) > 0.5 AND Ref(RSI, 14) > 0.5 AND Ref(RSI, 28) > 0.5 AND Ref(RSI, 56) > 0.5 AND Ref(MACD, 12, 26, 9) > 0.5 AND Ref(MACD, 12, 9, 26) > 0.5 AND Ref(MACD, 26, 9, 12) > 0.5 AND Ref(MACD, 12, 26, 9) > 0.5 AND Ref(MACD, 12, 9, 26) > 0.5 AND Ref(MACD, 12, 9, 26) > 0.5 AND Ref(MACD, 26, 9, 12) > 0.5 AND Ref(MACD, 26, 12, 9) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) < 0.5 AND Ref(MACD, 12, 200, 0) < 0.5 AND Ref(MACD, 12, 260, 0) < 0.5 AND Ref(MACD, 12, 900, 0) < 0.5 AND Ref(MACD, 12, 144, 0) < 0.5 AND Ref(MACD, 12, 900, 0) < 0.5 AND Ref(MACD, 12, 260, 0) < 0.5 AND Ref(MACD, 12, 144, 0) < 0.5 AND Ref(MACD, 12, 200, 0) < 0.5 AND Ref(MACD, 12, 900, 0) < 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144, 0) > 0.5 AND Ref(MACD, 12, 200, 0) > 0.5 AND Ref(MACD, 12, 260, 0) > 0.5 AND Ref(MACD, 12, 900, 0) > 0.5 AND Ref(MACD, 12, 144,
## 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。