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量化小论坛-涨幅〈0、走出5浪、储能且钠离子电池

用户头像神盾局量子研究部
2023-11-20 发布

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寻找具有投资价值的股票：

  1. 涨幅小于0：我们关注那些近期股价出现下跌，且跌幅小于0的股票。这样的股票可能存在下跌的风险，但也有可能出现反弹的机会。
  2. 走出5浪：我们观察股票价格走势，如果股票已经走出5浪上升的趋势，那么可能预示着股价即将反转下跌。
  3. 储能且钠离子电池：我们关注那些具有储能和钠离子电池技术的股票。随着新能源的发展，这些股票可能具有较大的潜力。

选股逻辑分析

以上选股策略中，涨幅小于0和走出5浪是筛选股票的 two-step 策略。储能且钠离子电池则是一个第三步筛选，用于进一步确认股票的投资价值。

有何风险？

该策略有一定的风险，主要在于股票市场的不确定性。此外，选股过程中可能错过一些优质股票，因此需要不断调整和优化策略。

如何优化？

  1. 调整跌幅 threshold：可以适当调整跌幅小于0的股票的阈值，以增加入选股票的数量。
  2. 加入其他技术指标：可以结合其他技术指标，如均线系统、成交量等，以提高选股的准确性。
  3. 增加第五步筛选：可以增加第五步筛选，如市值、流动性等指标，以进一步确认股票的投资价值。

最终的选股逻辑

在结合储能和钠离子电池技术的基础上，我们采用以下选股策略：

  1. 涨幅小于0的股票。
  2. 走出5浪上升的趋势。
  3. 具有储能和钠离子电池技术。

常见问题

  1. 什么股票具有储能和钠离子电池技术？
    答：储能和钠离子电池技术主要用于新能源汽车、储能设备等领域。具有这些技术的股票可能具有较大的投资潜力。
  2. 选股策略有什么风险？
    答：该策略具有一定的风险，因为股票市场存在不确定性。此外，选股过程中可能错过一些优质股票。
  3. 如何优化选股策略？
    答：可以调整跌幅阈值、加入其他技术指标、增加第五步筛选等。

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：

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,5120);
M:=EMA(CLOSE,10240);
N:=EMA(CLOSE,20480);
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;

**同花顺指标公式代码**：
```python
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,5120);
M:=EMA(CLOSE,10240);
N:=EMA(CLOSE,20480);
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;

常见问题

  1. 储能和钠离子电池技术是什么？
    答：储能和钠离子电池技术是新兴的技术，用于储存和释放能量。钠离子电池具有高能量密度、快速充放电等特点，未来发展前景较好。
  2. 选股策略有什么风险？
    答：选股策略有一定的风险，因为股票市场存在不确定性。此外，选股过程中可能错过一些优质股票。
  3. 如何优化选股策略？
    答：可以调整跌幅阈值、加入其他技术指标、增加第五步筛选等。
  4. 选股策略适用于哪些股票？
    答：该策略主要适用于新能源汽车、储能设备等领域具有储能和钠离子电池技术的股票。
  5. 常见问题

答：1. 储能和钠离子电池技术是什么？答：储能和钠离子电池技术是新兴的技术，用于储存和释放能量。钠离子电池具有高能量密度、快速充放电等特点，未来发展前景较好。2. 选股策略有什么风险？答：选股策略有一定的风险，因为股票市场存在不确定性。此外，选股过程中可能错过一些优质股票。3. 如何优化选股策略？答：可以调整跌幅阈值、加入其他技术指标、增加第五步筛选等。4. 选股策略适用于哪些股票？答：该策略主要适用于新能源汽车、储能设备等领域具有储能和钠离子电池技术的股票。

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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