问财量化选股策略逻辑
本篇文章将介绍一种问财量化选股策略，该策略基于涨幅、竞价匹配量除以流通股排序和股票均价在五日均线之上的选股逻辑。
首先，我们通过分析股票的涨幅来筛选出涨幅小于0的股票。接着，我们通过竞价匹配量除以流通股排序来筛选出竞价匹配量较高的股票。最后，我们通过股票均价在五日均线之上的条件来筛选出股票均价较高的股票。
选股逻辑分析
该选股策略的风险主要在于选股逻辑本身可能存在偏差，导致筛选出的股票并不一定具有投资价值。此外，该策略并没有考虑到市场因素，如宏观经济环境、政策变化等，因此存在市场风险。
如何优化？
为了优化该选股策略，我们可以考虑引入更多的选股逻辑，如技术分析、基本面分析等，以提高选股的准确性。此外，我们还可以通过参数优化、风险控制等方式来优化该策略。
最终的选股逻辑
最终的选股逻辑是：涨幅小于0，竞价匹配量除以流通股排序较高，股票均价在五日均线之上。
常见问题
- 选股策略的逻辑是否充分？
解答：该策略基于三种类型的选股逻辑，涵盖了股票的基本面、技术面和市场面，逻辑较为充分。 - 选股策略的风险是否可控？
解答：该策略的风险主要在于选股逻辑本身可能存在偏差，因此存在市场风险。通过参数优化、风险控制等方式可以降低风险。 - 选股策略的实用性是否强？
解答：该策略适用于大部分股票，但并不能保证所有股票都符合该策略。在实际应用中，需要根据具体情况灵活调整。 - 选股策略是否需要结合其他指标？
解答：该策略本身已经包含了多种选股逻辑，但也可以结合其他指标进行分析，如技术指标、基本面指标等。 - 选股策略的稳定性如何？
解答：该策略的稳定性取决于选股逻辑本身，以及实际应用中的参数优化和风险控制。通过不断优化和完善，可以提高稳定性。
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：
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);
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>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>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>X;
M:=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>X;
N:=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>X;
O:=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>X;
P:=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>X;
Q:=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>X;
R:=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>X;
S:=CROSS(X,A) AND X>A AND X>B AND X>C AND X>D AND X>E AND X>F AND X>G AND X>H AND X>I;
Z1:=Z/Ref(Z,1);
Z2:=Z/Ref(Z,2);
Z3:=Z/Ref(Z,3);
Z4:=Z/Ref(Z,4);
Z5:=Z/Ref(Z,5);
L1:=Max(Z1,Z2,Z3,Z4,Z5);
L2:=Min(Z1,Z2,Z3,Z4,Z5);
X1:=IF(L1>0,1,0);
X2:=IF(L2>0,1,0);
B1:=CROSS(X1,X2) AND X1>X2 AND X1>L1 AND X1>L2;
B2:=CROSS(X2,X1) AND X2>X1 AND X2>L1 AND X2>L2;
Buy1:=B1 AND X.Index>=10 AND X.Index<=30 AND Z1>0 AND Z2>0 AND Z3>0 AND Z4>0 AND Z5>0 AND Z1>L1 AND Z2>L2 AND Z3>L1 AND Z4>L2 AND Z5>L1 AND Z1>20 AND Z2>20 AND Z3>20 AND Z4>20 AND Z5>20;
Buy2:=B2 AND X.Index>=10 AND X.Index<=30 AND Z1>0 AND Z2>0 AND Z3>0 AND Z4>0 AND Z5>0 AND Z1>L1 AND Z2>L2 AND Z3>L1 AND Z4>L2 AND Z5>L1 AND Z1>20 AND Z2>20 AND Z3>20 AND Z4>20 AND Z5>20;
同花顺指标公式代码：
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);
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>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>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>X;
M:=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>X;
N:=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>X;
O:=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>X;
P:=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>X;
Q:=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>X;
R:=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>X;
S:=CROSS(X,A) AND X>A AND X>B AND X>C AND X>D AND X>E AND X>F AND X>G AND X>H AND X>I;
Z1:=Z/Ref(Z,1);
Z2:=Z/Ref(Z,2);
Z3:=Z/Ref(Z,3);
Z4:=Z/Ref(Z,4);
Z5:=Z/Ref(Z,5);
L1:=Max(Z1,Z2,Z3,Z4,Z5);
L2:=Min(Z1,Z2,Z3,Z4,Z5);
X1:=IF(L1>0,1,0);
X2:=IF(L2>0,1,0);
B1:=CROSS(X1,X2) AND X1>X2 AND X1>L1 AND X1>L2;
B2:=CROSS(X2,X1) AND X2>X1 AND X2>L1 AND X2>L2;
Buy1:=B1 AND X.Index>=10 AND X.Index<=30 AND Z1>0 AND Z2>0 AND Z3>0 AND Z4>0 AND Z5>0 AND Z1>L1 AND Z2>L2 AND Z3>L1 AND Z4>L2 AND Z5>L1 AND Z1>20 AND Z2>20 AND Z3>20 AND Z4>20 AND Z5>20;
Buy2:=B2 AND X.Index>=10 AND X.Index<=30 AND Z1>0 AND Z2>0 AND Z3>0 AND Z4>0 AND Z5>0 AND Z1>L1 AND Z2>L2 AND Z3>L1 AND Z4>L2 AND Z5>L1 AND Z1>20 AND Z2>20 AND Z3>20 AND Z4>20 AND Z5>20;
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。