【原】驍龍起飛選股公式源碼編寫思路及成功率回測數(shù)據(jù)

追夢文庫 2022-07-24 發(fā)布于黑龍江

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?條件選股:驍龍起飛[日線]成功率測試

測試股票數(shù):4594

共發(fā)出信號:379027成功信號:154466失敗信號:219095未完成信號:5466

信號發(fā)出率:94.65%平均成功率:41.35%成功率達(dá)到50%的股票數(shù)有:27.09%

利潤1總平均:12.46%最大平均利潤1: 144.03% 最小平均利潤1: 0.00%

利潤2總平均:1.24%最大平均利潤2: 112.35% 最小平均利潤2: -36.45%

編寫思路:

HJ_1賦值:收盤價
HJ_2賦值:(最高價+最低價+收盤價)/3
HJ_3賦值:(最高價+最低價+收盤價+開盤價)/4
HJ_4賦值:4日內(nèi)最低價的最低值
HJ_5賦值:-最低價<=HJ_4的13日指數(shù)移動平均
HJ_6賦值:(HJ_1-HJ_1的10日簡單移動平均)/HJ_1的9日簡單移動平均*100<(-2)
HJ_7賦值:(HJ_1-HJ_1的10日簡單移動平均)/HJ_1的12日簡單移動平均*115>(-13)
HJ_8賦值:(HJ_1-HJ_1的10日簡單移動平均)/HJ_1的12日簡單移動平均*123>(-13)
HJ_9賦值:2日前的統(tǒng)計2日中滿足收陰線的天數(shù)=2 AND 1日前的最高價/收盤價>收盤價/開盤價
HJ_10賦值:統(tǒng)計3日中滿足HJ_6的天數(shù)=3
HJ_11賦值:(HJ_1-13日內(nèi)HJ_1的最低值)/50日內(nèi)HJ_1的最低值*123
HJ_12賦值:(HJ_2-HJ_2的14日簡單移動平均)/(0.015*HJ_2的14日平均絕對偏差)
HJ_13賦值:1日前的HJ_12<(-60) AND 1日前的HJ_12<(-92) AND HJ_12<(-45)
HJ_14賦值:1日前的HJ_12
HJ_15賦值:(HJ_2-HJ_2的12日簡單移動平均)/(0.015*HJ_2的12日平均絕對偏差)
HJ_16賦值:1日前的HJ_15
HJ_17賦值:(HJ_3-HJ_3的13日簡單移動平均)/(0.016*HJ_3的15日平均絕對偏差)
HJ_18賦值:(HJ_1-HJ_1的12日簡單移動平均)/(0.014*HJ_1的10日平均絕對偏差)
HJ_19賦值:(HJ_1-HJ_1的11日簡單移動平均)/(0.014*HJ_1的8日平均絕對偏差)
HJ_20賦值:HJ_18上穿(-200) AND HJ_18>1日前的HJ_18 OR (HJ_19上穿(-200) AND HJ_19>1日前的HJ_19) AND 收盤價的5日簡單移動平均/最低價>=1.07 AND 成交量(手)<1日前的成交量(手)*0.66
HJ_21賦值:收盤價的14日簡單移動平均
HJ_22賦值:收盤價-HJ_21的2乘冪
HJ_23賦值:HJ_22的24日簡單移動平均
HJ_24賦值:HJ_23的開方
HJ_25賦值:HJ_21-2*HJ_24
HJ_26賦值:1日前的HJ_25
HJ_27賦值:HJ_11上穿1.5 AND 統(tǒng)計2日中滿足HJ_14<1日前的HJ_14的天數(shù)=2 AND HJ_10 AND HJ_8 AND HJ_9 AND 1日前的HJ_11=1日前的HJ_11 AND 最低價<HJ_26 AND 成交量(手)的3日簡單移動平均<成交量(手)的6日簡單移動平均
HJ_28賦值:HJ_11上穿1.5 AND 統(tǒng)計2日中滿足HJ_16<1日前的HJ_16的天數(shù)=2 AND HJ_10 AND HJ_8 AND HJ_9 AND 1日前的HJ_11=1日前的HJ_11 AND 最低價<HJ_26 AND 成交量(手)的3日簡單移動平均<成交量(手)的6日簡單移動平均
HJ_29賦值:1日前的HJ_17<=(-170) OR HJ_17上穿(-170) OR (收盤價-收盤價的13日簡單移動平均)/收盤價的50日簡單移動平均*100<(-6) AND 1日前的收盤價/2日前的收盤價<0.945 AND 收盤價/1日前的收盤價>1.025 AND 成交量(手)*1.58<1日前的成交量(手) AND 取反
HJ_30賦值:HJ_11上穿1.5 AND HJ_20 AND HJ_9 AND HJ_10 AND HJ_8 AND 成交量(手)的3日簡單移動平均<成交量(手)的6日簡單移動平均 AND 最低價<HJ_26
輸出驍龍起飛:如果HJ_29ORHJ_30,返回1.5,否則返回0

公式源碼：

HJ_1:=CLOSE;
HJ_2:=(HIGH+LOW+CLOSE)/3;
HJ_3:=(HIGH+LOW+CLOSE+OPEN)/4;
HJ_4:=LLV(LOW,4);
HJ_5:=-EMA(LOW<=HJ_4,13);
HJ_6:=(HJ_1-MA(HJ_1,10))/MA(HJ_1,9)*100<(-2);
HJ_7:=(HJ_1-MA(HJ_1,10))/MA(HJ_1,12)*115>(-13);
HJ_8:=(HJ_1-MA(HJ_1,10))/MA(HJ_1,12)*123>(-13);
HJ_9:=REF(COUNT(CLOSE<OPEN,2)=2,2) AND REF(HIGH/CLOSE>CLOSE/OPEN,1);
HJ_10:=COUNT(HJ_6,3)=3;
HJ_11:=(HJ_1-LLV(HJ_1,13))/LLV(HJ_1,50)*123;
HJ_12:=(HJ_2-MA(HJ_2,14))/(0.015*AVEDEV(HJ_2,14));
HJ_13:=REF(HJ_12<(-60),1) AND REF(HJ_12,1)<(-92) AND HJ_12<(-45);
HJ_14:=REF(HJ_12,1);
HJ_15:=(HJ_2-MA(HJ_2,12))/(0.015*AVEDEV(HJ_2,12));
HJ_16:=REF(HJ_15,1);
HJ_17:=(HJ_3-MA(HJ_3,13))/(0.016*AVEDEV(HJ_3,15));
HJ_18:=(HJ_1-MA(HJ_1,12))/(0.014*AVEDEV(HJ_1,10));
HJ_19:=(HJ_1-MA(HJ_1,11))/(0.014*AVEDEV(HJ_1,8));
HJ_20:=CROSS(HJ_18,(-200)) AND HJ_18>REF(HJ_18,1) OR (CROSS(HJ_19,(-200)) AND HJ_19>REF(HJ_19,1)) AND MA(CLOSE,5)/LOW>=1.07 AND VOL<REF(VOL,1)*0.66;
HJ_21:=MA(CLOSE,14);
HJ_22:=POW(CLOSE-HJ_21,2);
HJ_23:=MA(HJ_22,24);
HJ_24:=SQRT(HJ_23);
HJ_25:=HJ_21-2*HJ_24;
HJ_26:=REF(HJ_25,1);
HJ_27:=CROSS(HJ_11,1.5) AND COUNT(HJ_14<REF(HJ_14,1),2)=2 AND HJ_10 AND HJ_8 AND HJ_9 AND REF(HJ_11=REF(HJ_11,1),1) AND LOW<HJ_26 AND MA(VOL,3)<MA(VOL,6);
HJ_28:=CROSS(HJ_11,1.5) AND COUNT(HJ_16<REF(HJ_16,1),2)=2 AND HJ_10 AND HJ_8 AND HJ_9 AND REF(HJ_11=REF(HJ_11,1),1) AND LOW<HJ_26 AND MA(VOL,3)<MA(VOL,6);
HJ_29:=REF(HJ_17,1)<=(-170) OR CROSS(HJ_17,(-170)) OR (CLOSE-MA(CLOSE,13))/MA(CLOSE,50)*100<(-6) AND REF(CLOSE,1)/REF(CLOSE,2)<0.945 AND CLOSE/REF(CLOSE,1)>1.025 AND VOL*1.58<REF(VOL,1) AND NOT(CLOSE/REF(CLOSE,1)>1.0989);
HJ_30:=CROSS(HJ_11,1.5) AND HJ_20 AND HJ_9 AND HJ_10 AND HJ_8 AND MA(VOL,3)<MA(VOL,6) AND LOW<HJ_26;
驍龍起飛:IF(HJ_29 OR HJ_30,1.5,0);