问财量化选股策略逻辑
在选股过程中,我们需要关注公司的利润增长情况以及连续几天的涨幅。首先,筛选出利润增长大于1的公司,然后再筛选出连续5天涨幅大于-4%的公司,最后筛选出涨幅小于5%和连续5天涨幅小于-4%的公司。
选股逻辑分析
首先,我们筛选出利润增长大于1的公司,这些公司的发展势头强劲。然后,我们筛选出连续5天涨幅大于-4%的公司,这些公司可能正处于下跌趋势的底部,具有反弹潜力。最后,我们筛选出涨幅小于5%和连续5天涨幅小于-4%的公司,这些公司可能存在横盘整理或者下跌趋势,需要进一步观察。
有何风险?
该选股策略存在以下风险:
- 选股过程中可能存在误判,导致实际收益与预期收益不符。
- 选股策略主要关注公司的利润和涨幅情况,未能充分考虑其他因素,如市场环境、行业走势等。
如何优化?
为了优化该选股策略,我们可以:
- 增加其他财务指标,如市盈率、市净率等,以提高选股的准确性。
- 结合技术分析,如均线系统、MACD等,以提高选股的准确性。
- 考虑市场环境和其他因素,如政策、经济形势等,以提高选股的准确性。
最终的选股逻辑
最终选股逻辑如下:
- 公司利润增长大于1。
- 连续5天涨幅大于-4%。
- 涨幅小于5%且连续5天涨幅小于-4%。
常见问题
- 选股过程中可能存在误判,导致实际收益与预期收益不符。
- 选股策略主要关注公司的利润和涨幅情况,未能充分考虑其他因素,如市场环境、行业走势等。
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:
NONE;指标公式
A :=EMA(CLOSE,5);
B :=EMA(CLOSE,10);
C :=EMA(CLOSE,20);
D :=EMA(CLOSE,40);
E :=EMA(CLOSE,60);
F :=EMA(CLOSE,120);
G :=EMA(CLOSE,240);
H :=EMA(CLOSE,480);
I :=EMA(CLOSE,960);
J :=EMA(CLOSE,1440);
K :=EMA(CLOSE,2880);
L :=EMA(CLOSE,5760);
M :=EMA(CLOSE,11520);
N :=EMA(CLOSE,23120);
X :=CROSS(A,B) AND A > B AND A > C AND A > D AND A > E AND A > F AND A > G AND A > H AND A > I AND A > J AND A > K AND A > L AND A > M AND A > N AND A > X;
Y :=CROSS(B,A) AND B > A AND B > C AND B > D AND B > E AND B > F AND B > G AND B > H AND B > I AND B > J AND B > K AND B > L AND B > M AND B > N AND B > X;
Z :=CROSS(C,A) AND C > A AND C > B AND C > D AND C > E AND C > F AND C > G AND C > H AND C > I AND C > J AND C > K AND C > L AND C > M AND C > N AND C > X;
M1 :=CROSS(D,A) AND D > A AND D > B AND D > C AND D > E AND D > F AND D > G AND D > H AND D > I AND D > J AND D > K AND D > L AND D > M AND D > N AND D > X;
M2 :=CROSS(E,A) AND E > A AND E > B AND E > C AND E > D AND E > F AND E > G AND E > H AND E > I AND E > J AND E > K AND E > L AND E > M AND E > N AND E > X;
M3 :=CROSS(F,A) AND F > A AND F > B AND F > C AND F > D AND F > E AND F > G AND F > H AND F > I AND F > J AND F > K AND F > L AND F > M AND F > N AND F > X;
M4 :=CROSS(G,A) AND G > A AND G > B AND G > C AND G > D AND G > E AND G > F AND G > H AND G > I AND G > J AND G > K AND G > L AND G > M AND G > N AND G > X;
M5 :=CROSS(H,A) AND H > A AND H > B AND H > C AND H > D AND H > E AND H > F AND H > G AND H > I AND H > J AND H > K AND H > L AND H > M AND H > N AND H > X;
M6 :=CROSS(I,A) AND I > A AND I > B AND I > C AND I > D AND I > E AND I > F AND I > G AND I > H AND I > J AND I > K AND I > L AND I > M AND I > N AND I > X;
M7 :=CROSS(J,A) AND J > A AND J > B AND J > C AND J > D AND J > E AND J > F AND J > G AND J > H AND J > I AND J > K AND J > L AND J > M AND J > N AND J > X;
M8 :=CROSS(K,A) AND K > A AND K > B AND K > C AND K > D AND K > E AND K > F AND K > G AND K > H AND K > I AND K > J AND K > L AND K > M AND K > N AND K > X;
M9 :=CROSS(L,A) AND L > A AND L > B AND L > C AND L > D AND L > E AND L > F AND L > G AND L > H AND L > I AND L > J AND L > K AND L > M AND L > N AND L > X;
M10 :=CROSS(M,A) AND M > A AND M > B AND M > C AND M > D AND M > E AND M > F AND M > G AND M > H AND M > I AND M > J AND M > K AND M > L AND M > N AND M > X;
M11 :=CROSS(N,A) AND N > A AND N > B AND N > C AND N > D AND N > E AND N > F AND N > G AND N > H AND N > I AND N > J AND N > K AND N > L AND N > M AND N > X;
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。