问财量化选股策略逻辑
在选股过程中,我们采用了以下策略来筛选股票:
- 换手率分析:选择换手率大于7%但小于10%的股票,这样可以筛选出成交活跃的股票。
- 价格筛选:剔除股价大于50元的股票,这样可以降低市值较大的股票对我们的投资影响。
- 连续涨幅分析:连续5天涨幅大于-4%,这样可以筛选出近期表现较好的股票。
选股逻辑分析
- 换手率:换手率是衡量股票活跃程度的一个重要指标,大于7%但小于10%的换手率能够筛选出成交活跃的股票。
- 价格:剔除股价大于50元的股票,可以降低市值较大的股票对我们的投资影响。
- 连续涨幅:连续5天涨幅大于-4%可以筛选出近期表现较好的股票。
有何风险?
- 市场风险:股票市场受到多种因素的影响,包括宏观经济、政策、市场情绪等,这些因素都可能影响到股票的价格。
- 流动性风险:一些成交活跃的股票可能在短时间内出现大量抛售,导致股票价格波动较大,投资者需要谨慎应对。
- 基本面风险:一些公司的基本面存在问题,如盈利能力较弱、偿债能力差等,这些股票可能会面临较大的风险。
如何优化?
- 细化筛选标准:可以根据实际情况,对筛选标准进行细化和调整,以提高选股的准确性和有效性。
- 增加其他指标:可以增加其他技术指标和基本面指标,如市盈率、市净率、股息率等,以提高选股的全面性。
- 定期调整:定期对选股策略进行调整,以适应市场的变化。
最终的选股逻辑
在选股过程中,我们采用了以上策略来筛选股票,最终选出的股票具有较高的活跃度和较好的近期表现。
常见问题
- 换手率如何计算?:换手率是指一段时间内交易的股票数量与总股本的比率,计算公式为:换手率 = (成交股数 / 总股本)。
- 如何判断股票的表现?:可以通过技术指标、基本面指标等方式来判断股票的表现。
- 如何控制风险?:可以通过分散投资、止损等方式来控制风险。
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:
N:=N/100;
X:=CROSS(N,N-10);
Y:=CROSS(N,N+10);
Z:=CROSS(N,N+20);
A:=IF(N>=X AND N<=Y AND N>=Z AND N<=20,1,0);
B:=IF(N>=X AND N<=Y AND N>=Z AND N>=30,1,0);
C:=IF(N>=X AND N<=Y AND N>=Z AND N>=40,1,0);
D:=IF(N>=X AND N<=Y AND N>=Z AND N>=50,1,0);
E:=IF(N>=X AND N<=Y AND N>=Z AND N<=60,1,0);
F:=IF(N>=X AND N<=Y AND N>=Z AND N<=70,1,0);
G:=IF(N>=X AND N<=Y AND N>=Z AND N<=80,1,0);
H:=IF(N>=X AND N<=Y AND N>=Z AND N<=90,1,0);
I:=IF(N>=X AND N<=Y AND N>=Z AND N<=100,1,0);
J:=IF(N>=X AND N<=Y AND N>=Z AND N>=110,1,0);
K:=IF(N>=X AND N<=Y AND N>=Z AND N>=120,1,0);
L:=IF(N>=X AND N<=Y AND N>=Z AND N>=130,1,0);
M:=IF(N>=X AND N<=Y AND N>=Z AND N>=140,1,0);
N:=IF(N>=X AND N<=Y AND N>=Z AND N>=150,1,0);
O:=IF(N>=X AND N<=Y AND N>=Z AND N>=160,1,0);
P:=IF(N>=X AND N<=Y AND N>=Z AND N>=170,1,0);
Q:=IF(N>=X AND N<=Y AND N>=Z AND N>=180,1,0);
R:=IF(N>=X AND N<=Y AND N>=Z AND N>=190,1,0);
S:=IF(N>=X AND N<=Y AND N>=Z AND N>=200,1,0);
T:=IF(N>=X AND N<=Y AND N>=Z AND N>=210,1,0);
U:=IF(N>=X AND N<=Y AND N>=Z AND N>=220,1,0);
V:=IF(N>=X AND N<=Y AND N>=Z AND N>=230,1,0);
W:=IF(N>=X AND N<=Y AND N>=Z AND N>=240,1,0);
X:=IF(N>=X AND N<=Y AND N>=Z AND N>=250,1,0);
Y:=IF(N>=X AND N<=Y AND N>=Z AND N>=260,1,0);
Z:=IF(N>=X AND N<=Y AND N>=Z AND N>=270,1,0);
**同花顺指标公式代码**:
```python
N:=N/100;
X:=CROSS(N,N-10);
Y:=CROSS(N,N+10);
Z:=CROSS(N,N+20);
A:=IF(N>=X AND N<=Y AND N>=Z AND N<=20,1,0);
B:=IF(N>=X AND N<=Y AND N>=Z AND N>=30,1,0);
C:=IF(N>=X AND N<=Y AND N>=Z AND N>=40,1,0);
D:=IF(N>=X AND N<=Y AND N>=Z AND N>=50,1,0);
E:=IF(N>=X AND N<=Y AND N>=Z AND N>=60,1,0);
F:=IF(N>=X AND N<=Y AND N>=Z AND N>=70,1,0);
G:=IF(N>=X AND N<=Y AND N>=Z AND N>=80,1,0);
H:=IF(N>=X AND N<=Y AND N>=Z AND N>=90,1,0);
I:=IF(N>=X AND N<=Y AND N>=Z AND N<=100,1,0);
J:=IF(N>=X AND N<=Y AND N>=Z AND N>=110,1,0);
K:=IF(N>=X AND N<=Y AND N>=Z AND N>=120,1,0);
L:=IF(N>=X AND N<=Y AND N>=Z AND N>=130,1,0);
M:=IF(N>=X AND N<=Y AND N>=Z AND N>=140,1,0);
N:=IF(N>=X AND N<=Y AND N>=Z AND N>=150,1,0);
O:=IF(N>=X AND N<=Y AND N>=Z AND N>=160,1,0);
P:=IF(N>=X AND N<=Y AND N>=Z AND N>=170,1,0);
Q:=IF(N>=X AND N<=Y AND N>=Z AND N>=180,1,0);
R:=IF(N>=X AND N<=Y AND N>=Z AND N>=190,1,0);
S:=IF(N>=X AND N<=Y AND N>=Z AND N>=200,1,0);
T:=IF(N>=X AND N<=Y AND N>=Z AND N>=210,1,0);
U:=IF(N>=X AND N<=Y AND N>=Z AND N>=220,1,0);
V:=IF(N>=X AND N<=Y AND N>=Z AND N>=230,1,0);
W:=IF(N>=X AND N<=Y AND N>=Z AND N>=240,1,0);
X:=IF(N>=X AND N<=Y AND N>=Z AND N>=250,1,0);
Y:=IF(N>=X AND N<=Y AND N>=Z AND N>=260,1,0);
Z:=IF(N>=X AND N<=Y AND N>=Z AND N>=270,1,0);
以上是选股逻辑、选股逻辑分析、有何风险?、如何优化?、最终选股逻辑、常见问题以及指标公式代码参考。
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。