量化小论坛-涨幅〈0、昨天14到15点跌幅>1

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

本篇文章将介绍一种问财量化选股策略,该策略基于以下选股逻辑:涨幅小于0,昨天14到15点跌幅大于1.5,电子元器件外资加大。

首先,我们通过数据分析,发现只有电子元器件行业符合涨幅小于0的条件。其次,我们通过观察昨天14到15点跌幅大于1.5的情况,进一步筛选出符合要求的股票。最后,我们注意到外资加大的电子元器件行业,这可能会带来更多的投资机会,因此将符合上述条件的股票作为投资目标。

选股逻辑分析

该策略的优点在于,它能够帮助投资者找到符合特定条件的股票,从而提高投资的成功率。同时,该策略也考虑到了外资加大的情况,这可能会带来更多的投资机会。然而,该策略也存在一些风险,例如市场波动可能会影响投资回报,以及选股逻辑可能会随时发生变化,需要投资者及时调整。

如何优化?

为了优化该策略,投资者可以考虑以下几点。首先,可以进一步扩大选股范围,例如考虑更多的财务指标,以提高投资回报。其次,可以考虑结合其他投资者的意见,以提高投资决策的准确性。最后,投资者需要时刻关注市场动态,以及选股逻辑的变化,以及时调整投资策略。

最终的选股逻辑

最终的选股逻辑是:涨幅小于0,昨天14到15点跌幅大于1.5,电子元器件外资加大。

常见问题

  1. 该策略是否考虑了市场波动的影响?
  2. 该策略是否考虑了其他投资者的意见?
  3. 如何避免选股逻辑的变化对投资回报的影响?
  4. 该策略是否需要进一步优化?
  5. 该策略是否需要结合其他投资者的意见?

指标公式代码参考

以下是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 D<E AND D<F AND D<G AND D<H AND D<I;
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 E<A AND E<D AND E<F AND E<G AND E<H AND E<I AND F<A AND F<D AND F<E AND F<G AND F<H AND F<I;
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 D>A AND D>B AND D>E AND D>F AND D>G AND D>H AND D>I AND E>B AND E>C AND E>D AND E>F AND E>G AND E>H AND F>A AND F>B AND F>C AND F>D AND F>G AND F>H AND F>I;
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 E>A AND E>B AND E>C AND E>D AND E>F AND E>G AND E>H AND E>I AND F>A AND F>B AND F>C AND F>D AND F>G AND F>H AND F>I AND G>A AND G>B AND G>C AND G>D AND G>E AND G>H AND G>I;
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 F>A AND F>B AND F>C AND F>D AND F>G AND F>H AND F>I AND G>A AND G>B AND G>C AND G>D AND G>H AND G>I AND H>A AND H>B AND H>C AND H>D AND H>E AND H>I;
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 G>A AND G>B AND G>C AND G>D AND G>E AND G>H AND G>I AND H>A AND H>B AND H>C AND H>D AND H>E AND H>I 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>A AND I>B AND I>C AND I>D AND I>E AND I>F

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。
收益&风险
源码

评论