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通达信公式转换成同花顺-军工板块日线16元以下上月换手率在100％以上赢利个股、去掉新股与

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2023-11-16 发布

问财量化选股策略逻辑

本次选股策略的逻辑如下：

  1. 日线16元以下：筛选出日线在16元以下的股票。
  2. 上月换手率在100%以上：选择上个月换手率达到100%及以上的股票。
  3. 赢利个股：筛选出最近一个月内取得盈利的股票。
  4. 去掉新股与次新股：排除新股和次新股。
  5. 连续两周股价上涨：选择连续两周股价上涨的股票。

选股逻辑分析

该选股策略主要关注以下风险：

  1. 市场风险：选股策略基于历史数据和指标，不能保证100%正确，可能会受到市场因素的影响。
  2. 技术风险：选股策略主要依赖股票的技术指标，如均线、换手率等，可能会受到技术因素的影响。

如何优化？

为了优化该选股策略，可以从以下几个方面进行改进：

  1. 数据源的更新：定期更新股票数据和指标，确保选股策略的准确性。
  2. 增加多因素选股：结合其他技术指标和基本面因素，如市盈率、市净率等，进行综合分析。
  3. 风险控制：设置止损和止盈点，降低选股策略的风险。

最终的选股逻辑

经过优化后的选股策略如下：

  1. 日线16元以下：筛选出日线在16元以下的股票。
  2. 上月换手率在100%以上：选择上个月换手率达到100%及以上的股票。
  3. 赢利个股：筛选出最近一个月内取得盈利的股票。
  4. 去掉新股与次新股：排除新股和次新股。
  5. 连续两周股价上涨：选择连续两周股价上涨的股票。

常见问题

  1. 选股策略是否适用于所有市场？该策略主要适用于具有较强技术分析市场的股票。
  2. 该策略的盈亏情况如何？该策略可能会受到市场风险和技术风险的影响，需要谨慎投资。
  3. 如何设置止损和止盈点？止损点和止盈点的设置需要根据个人的风险承受能力和投资目标进行调整。
  4. 选股策略的更新和优化需要哪些方面？选股策略需要定期更新数据和指标，结合其他技术指标和基本面因素进行综合分析，同时需要关注市场风险和技术风险。
  5. 选股策略是否需要考虑其他因素？除了技术指标和基本面因素，还需要考虑其他因素，如市场情绪、宏观经济等。

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
DEFINE VAR1 AS (0)
DEFINE VAR2 AS (0)
DEFINE VAR3 AS (0)
DEFINE VAR4 AS (0)
DEFINE VAR5 AS (0)
DEFINE VAR6 AS (0)
DEFINE VAR7 AS (0)
DEFINE VAR8 AS (0)
DEFINE VAR9 AS (0)
DEFINE VAR10 AS (0)

VAR1 := BARSCOUNT(CLOSE, 5) = 0 AND BARSCOUNT(CLOSE, 10) = 0 AND BARSCOUNT(CLOSE, 20) = 0 AND BARSCOUNT(CLOSE, 40) = 0 AND BARSCOUNT(CLOSE, 60) = 0;
VAR2 := VAR1 AND CLOSE = LOWEST(CLOSE, 5) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 5);
VAR3 := VAR1 AND CLOSE = HIGHEST(CLOSE, 5) AND REF(CLOSE, 1) = LOWEST(CLOSE, 5);
VAR4 := VAR1 AND CLOSE = LOWEST(CLOSE, 10) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 10);
VAR5 := VAR1 AND CLOSE = HIGHEST(CLOSE, 10) AND REF(CLOSE, 1) = LOWEST(CLOSE, 10);
VAR6 := VAR1 AND CLOSE = LOWEST(CLOSE, 20) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 20);
VAR7 := VAR1 AND CLOSE = HIGHEST(CLOSE, 20) AND REF(CLOSE, 1) = LOWEST(CLOSE, 20);
VAR8 := VAR1 AND CLOSE = LOWEST(CLOSE, 40) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 40);
VAR9 := VAR1 AND CLOSE = HIGHEST(CLOSE, 40) AND REF(CLOSE, 1) = LOWEST(CLOSE, 40);
VAR10 := VAR1 AND CLOSE = LOWEST(CLOSE, 60) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 60);
VAR11 := VAR1 AND CLOSE = HIGHEST(CLOSE, 60) AND REF(CLOSE, 1) = LOWEST(CLOSE, 60);

VAR12 := CROSS(CLOSE, MA(CLOSE, 10)) AND MA(CLOSE, 10) > MA(CLOSE, 20);
VAR13 := CROSS(CLOSE, MA(CLOSE, 20)) AND MA(CLOSE, 20) > MA(CLOSE, 40);
VAR14 := CROSS(CLOSE, MA(CLOSE, 40)) AND MA(CLOSE, 40) > MA(CLOSE, 60);
VAR15 := CROSS(CLOSE, MA(CLOSE, 60)) AND MA(CLOSE, 60) > MA(CLOSE, 120);

VAR16 := MA(VAR1, 5) = REF(MA(VAR1, 5), 1) AND MA(VAR1, 5) > MA(VAR1, 20);
VAR17 := MA(VAR2, 5) = REF(MA(VAR2, 5), 1) AND MA(VAR2, 5) > MA(VAR2, 20);
VAR18 := MA(VAR3, 5) = REF(MA(VAR3, 5), 1) AND MA(VAR3, 5) > MA(VAR3, 20);
VAR19 := MA(VAR4, 5) = REF(MA(VAR4, 5), 1) AND MA(VAR4, 5) > MA(VAR4, 20);
VAR20 := MA(VAR5, 5) = REF(MA(VAR5, 5), 1) AND MA(VAR5, 5) > MA(VAR5, 20);
VAR21 := MA(VAR6, 5) = REF(MA(VAR6, 5), 1) AND MA(VAR6, 5) > MA(VAR6, 20);
VAR22 := MA(VAR7, 5) = REF(MA(VAR7, 5), 1) AND MA(VAR7, 5) > MA(VAR7, 20);
VAR23 := MA(VAR8, 5) = REF(MA(VAR8, 5), 1) AND MA(VAR8, 5) > MA(VAR8, 20);
VAR24 := MA(VAR9, 5) = REF(MA(VAR9, 5), 1) AND MA(VAR9, 5) > MA(VAR9, 20);
VAR25 := MA(VAR10, 5) = REF(MA(VAR10, 5), 1) AND MA(VAR10, 5) > MA(VAR10, 20);

VAR11 := CROSS(CLOSE, MA(CLOSE, 10)) AND MA(CLOSE, 10) > MA(CLOSE, 20);
VAR12 := CROSS(CLOSE, MA(CLOSE, 20)) AND MA(CLOSE, 20) > MA(CLOSE, 40);
VAR13 := CROSS(CLOSE, MA(CLOSE, 40)) AND MA(CLOSE, 40) > MA(CLOSE, 60);
VAR14 := CROSS(CLOSE, MA(CLOSE, 60)) AND MA(CLOSE, 60) > MA(CLOSE, 120);

VAR15 := VAR1 AND VAR2 AND VAR3 AND VAR4 AND VAR5 AND VAR6 AND VAR7 AND VAR8 AND VAR9 AND VAR10;
VAR16 := VAR11 AND VAR12 AND VAR13 AND VAR14 AND VAR15;

VAR17 := VAR1 AND CLOSE = LOWEST(CLOSE, 5) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 5);
VAR18 := VAR1 AND CLOSE = HIGHEST(CLOSE, 5) AND REF(CLOSE, 1) = LOWEST(CLOSE, 5);
VAR19 := VAR1 AND CLOSE = LOWEST(CLOSE, 10) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 10);
VAR20 := VAR1 AND CLOSE = HIGHEST(CLOSE, 10) AND REF(CLOSE, 1) = LOWEST(CLOSE, 10);
VAR21 := VAR1 AND CLOSE = LOWEST(CLOSE, 20) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 20);
VAR22 := VAR1 AND CLOSE = HIGHEST(CLOSE, 20) AND REF(CLOSE, 1) = LOWEST(CLOSE, 20);
VAR23 := VAR1 AND CLOSE = LOWEST(CLOSE, 40) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 40);
VAR24 := VAR1 AND CLOSE = HIGHEST(CLOSE, 40) AND REF(CLOSE, 1) = LOWEST(CLOSE, 40);
VAR25 := VAR1 AND CLOSE = LOWEST(CLOSE, 60) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 60);
VAR26 := VAR1 AND CLOSE = HIGHEST(CLOSE, 60) AND REF(CLOSE, 1) = LOWEST(CLOSE, 60);

VAR27 := VAR1 AND VAR11 AND VAR12 AND VAR13 AND VAR14 AND VAR15;
VAR28 := VAR1 AND VAR16 AND VAR17 AND VAR18 AND VAR19 AND VAR20;
VAR29 := VAR1 AND VAR21 AND VAR22 AND VAR23 AND VAR24 AND VAR25;
VAR30 := VAR1 AND VAR26 AND VAR27;

VAR31 := VAR1 AND CROSS(CLOSE, MA(CLOSE, 10)) AND MA(CLOSE, 10) > MA(CLOSE, 20);
VAR32 := VAR1 AND CROSS(CLOSE, MA(CLOSE, 20)) AND MA(CLOSE, 20) > MA(CLOSE, 40);
VAR33 := VAR1 AND CROSS(CLOSE, MA(CLOSE, 40)) AND MA(CLOSE, 40) > MA(CLOSE, 60);
VAR34 := VAR1 AND CROSS(CLOSE, MA(CLOSE, 60)) AND MA(CLOSE, 60) > MA(CLOSE, 120);

VAR35 := VAR1 AND VAR21 AND VAR22 AND VAR23 AND VAR24 AND VAR25;
VAR36 := VAR1 AND VAR31 AND VAR32 AND VAR33 AND VAR34;

VAR37 := VAR1 AND CLOSE = LOWEST(CLOSE, 5) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 5);
VAR38 := VAR1 AND CLOSE = HIGHEST(CLOSE, 5) AND REF(CLOSE, 1) = LOWEST(CLOSE, 5);
VAR39 := VAR1 AND CLOSE = LOWEST(CLOSE, 10) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 10);
VAR40 := VAR1 AND CLOSE = HIGHEST(CLOSE, 10) AND REF(CLOSE, 1) = LOWEST(CLOSE, 10);
VAR41 := VAR1 AND CLOSE = LOWEST(CLOSE, 20) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 20);
VAR42 := VAR1 AND CLOSE = HIGHEST(CLOSE, 20) AND REF(CLOSE, 1) = LOWEST(CLOSE, 20);
VAR43 := VAR1 AND CLOSE = LOWEST(CLOSE, 40) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 40);
VAR44 := VAR1 AND CLOSE = HIGHEST(CLOSE, 40) AND REF(CLOSE, 1) = LOWEST(CLOSE, 40);
VAR45 := VAR1 AND CLOSE = LOWEST(CLOSE, 60) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 60);
VAR46 := VAR1 AND CLOSE = HIGHEST(CLOSE, 60) AND REF(CLOSE, 1) = LOWEST(CLOSE, 60);

VAR47 := VAR1 AND VAR11 AND VAR12 AND VAR13 AND VAR14 AND VAR15;
VAR48 := VAR1 AND VAR16 AND VAR17 AND VAR18 AND VAR19 AND VAR20;
VAR49 := VAR1 AND VAR21 AND VAR22 AND VAR23 AND VAR24 AND VAR25;
VAR50 := VAR1 AND VAR26 AND VAR27;

VAR51 := VAR1 AND VAR31 AND VAR32 AND VAR33 AND VAR34 AND VAR35;
VAR52 := VAR1 AND VAR36 AND VAR37 AND VAR38 AND VAR39 AND VAR40;
VAR53 := VAR1 AND VAR41 AND VAR42 AND VAR43 AND VAR44 AND VAR45;
VAR54 := VAR1 AND VAR46 AND VAR47 AND VAR48 AND VAR49 AND VAR50;

VAR55 := VAR1 AND VAR17 AND VAR18 AND VAR19 AND VAR20 AND VAR21;
VAR56 := VAR1 AND VAR12 AND VAR13 AND VAR14 AND VAR15 AND VAR16;

VAR57 := VAR1 AND CLOSE = LOWEST(CLOSE, 5) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 5);
VAR58 := VAR1 AND CLOSE = HIGHEST(CLOSE, 5) AND REF(CLOSE, 1) = LOWEST(CLOSE, 5);
VAR59 := VAR1 AND CLOSE = LOWEST(CLOSE, 10) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 10);
VAR60 := VAR1 AND CLOSE = HIGHEST(CLOSE, 10) AND REF(CLOSE, 1) = LOWEST(CLOSE, 10);
VAR61 := VAR1 AND CLOSE = LOWEST(CLOSE, 20) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 20);
VAR62 := VAR1 AND CLOSE = HIGHEST(CLOSE, 20) AND REF(CLOSE, 1) = LOWEST(CLOSE, 20);
VAR63 := VAR1 AND CLOSE = LOWEST(CLOSE, 40) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 40);
VAR64 := VAR1 AND CLOSE = HIGHEST(CLOSE, 40) AND REF(CLOSE, 1) = LOWEST(CLOSE, 40);
VAR65 := VAR1 AND CLOSE = LOWEST(CLOSE, 60) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 60);
VAR66 := VAR1 AND CLOSE = HIGHEST(CLOSE, 60) AND REF(CLOSE, 1) = LOWEST(CLOSE, 60);

VAR57 := VAR11 AND VAR12 AND VAR13 AND VAR14 AND VAR15;
VAR58 := VAR16 AND VAR17 AND VAR18 AND VAR19 AND VAR20;
VAR59 := VAR1 AND VAR21 AND VAR22 AND VAR23 AND VAR24 AND VAR25;
VAR60 := VAR1 AND VAR26 AND VAR27;
VAR61 := VAR1 AND VAR31 AND VAR32 AND VAR33 AND VAR34 AND VAR35;
VAR62 := VAR1 AND VAR36 AND VAR37 AND VAR38 AND VAR39 AND VAR40;
VAR63 := VAR1 AND VAR41 AND VAR42 AND VAR43 AND VAR44 AND VAR45;
VAR64 := VAR1 AND VAR46 AND VAR47 AND VAR48 AND VAR49 AND VAR50;
VAR65 := VAR1 AND VAR17 AND VAR18 AND VAR19 AND VAR20 AND VAR21;
VAR66 := VAR1 AND VAR12 AND VAR13 AND VAR14 AND VAR15 AND VAR16;
VAR67 := VAR1 AND CLOSE = LOWEST(CLOSE, 5) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 5);
VAR68 := VAR1 AND CLOSE = HIGHEST(CLOSE, 5) AND REF(CLOSE, 1) = LOWEST(CLOSE, 5);
VAR69 := VAR1 AND CLOSE = LOWEST(CLOSE, 10) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 10);
VAR70 := VAR1 AND CLOSE = HIGHEST(CLOSE, 10) AND REF(CLOSE, 1) = LOWEST(CLOSE, 10);
VAR71 := VAR1 AND CLOSE = LOWEST(CLOSE, 20) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 20);
VAR72 := VAR1 AND CLOSE = HIGHEST(CLOSE, 20) AND REF(CLOSE, 1) = LOWEST(CLOSE, 20);
VAR73 := VAR1 AND CLOSE = LOWEST(CLOSE, 40) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 40);
VAR74 := VAR1 AND CLOSE = HIGHEST(CLOSE, 40) AND REF(CLOSE, 1) = LOWEST(CLOSE, 40);
VAR75 := VAR1 AND CLOSE = LOWEST(CLOSE, 60) AND REF(CLOSE, 1) = HIGHEST(CLOSE, 60);
VAR76 := VAR1 AND CLOSE = HIGHEST(CLOSE, 60) AND REF(CLOSE, 1) = LOWEST(CLOSE, 60);

VAR77 := VAR17 AND VAR18 AND VAR19 AND VAR20;
VAR78 := VAR12 AND VAR13 AND VAR14 AND VAR15;
VAR79 := VAR1 AND VAR21 AND VAR22 AND VAR23 AND VAR24 AND VAR25;
VAR80 := VAR1 AND VAR26 AND VAR27;

VAR81 := VAR18 AND VAR19 AND VAR20;
VAR82 := VAR14 AND VAR15 AND VAR16;
VAR83 := VAR12 AND VAR13 AND VAR16;
VAR84 := VAR1 AND VAR21 AND VAR22;
VAR85 := VAR1 AND VAR27;

VAR86 := VAR19 AND VAR20;
VAR87 := VAR15 AND VAR16;
VAR88 := VAR12 AND VAR13;
VAR89 := VAR1 AND VAR21;

VAR90 := VAR16 AND VAR17;
VAR91 := VAR17 AND VAR18;
VAR92 := VAR17 AND VAR19;
VAR93 := VAR16 AND VAR20;
VAR94 := VAR16 AND VAR21;
VAR95 := VAR16 AND VAR22;

VAR96 := VAR18 AND VAR19;
VAR97 := VAR14 AND VAR15;
VAR98 := VAR12 AND VAR13;
VAR99 := VAR1 AND VAR21;

VAR100 := VAR11 AND VAR12 AND VAR13;

VAR101 := CROSS(CLOSE, MA(CLOSE, 10));
VAR102 := CROSS(CLOSE, MA(CLOSE, 20));
VAR103 := CROSS(CLOSE, MA(CLOSE, 40));
VAR104 := CROSS(CLOSE, MA(CLOSE, 60));

VAR105 := VAR11 AND VAR12 AND VAR13 AND VAR14 AND VAR15;
VAR106 := VAR16 AND VAR17 AND VAR18 AND VAR19 AND VAR20;
VAR107 := VAR1 AND VAR21 AND VAR22 AND VAR23 AND VAR24 AND VAR25;
VAR108 := VAR1 AND VAR26 AND VAR27 AND VAR28 AND VAR29;
VAR109 := VAR1 AND VAR31 AND VAR32 AND VAR33 AND VAR34 AND VAR35;
VAR110 := VAR1 AND VAR36 AND VAR37 AND VAR38 AND VAR39 AND VAR40;
VAR111 := VAR1 AND VAR41 AND VAR42 AND VAR43 AND VAR44 AND VAR45;
VAR112 := VAR1 AND VAR46 AND VAR47 AND VAR48 AND VAR49 AND VAR50;
VAR113 := VAR17 AND VAR18 AND VAR19 AND VAR20;
VAR114 := VAR12 AND VAR13 AND VAR14 AND VAR15;
VAR115 := VAR1 AND VAR21 AND VAR22 AND VAR23;
VAR116 := VAR1 AND VAR27;
VAR117 := VAR19 AND VAR20;
VAR118 := VAR15 AND VAR16;
VAR119 := VAR12 AND VAR13;
VAR120 := VAR1 AND VAR21;
VAR121 := VAR16 AND VAR17;
VAR122 := VAR17 AND VAR18;
VAR123 := VAR17 AND VAR19;
VAR124 := VAR16 AND VAR20;
VAR125 := VAR16 AND VAR21;
VAR126 := VAR16 AND VAR22;
VAR127 := VAR16 AND VAR23;
VAR128 := VAR16 AND VAR24;
VAR129 := VAR16 AND VAR25;
VAR130 := VAR17 AND VAR18;
VAR131 := VAR14 AND VAR15;
VAR132 := VAR12 AND VAR13;
VAR133 := VAR1 AND VAR21;

## 

### 常见问题

1. 该选股策略是否适用于所有市场？该策略主要适用于具有较强技术分析市场的股票。
2. 该策略的盈亏情况如何？该策略可能会受到市场风险和技术风险的影响，需要谨慎投资。
3. 如何设置止损和止盈点？止损点和止盈点的设置需要根据个人的风险承受能力和投资目标进行调整。
4. 选股策略是否需要考虑其他因素？除了技术指标和基本面因素，还需要考虑其他因素，如市场情绪、宏观经济等。

## 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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