该指标源码主要功能是通过MACD金叉、均线突破、阳线幅度和放量等条件筛选股票，增强选股信号并过滤风险。核心策略包括：
MACD金叉作为基础选股信号
阳线突破多条均线且前日未突破
阳线幅度需大于3%
放量突破5日均量1.3倍
过滤ST股和30日未创新高股票
最终信号需满足5日过滤和3日连续信号
DIFF:=EMA(C,12)-EMA(C,26);
DEA:=EMA(DIFF,9);
MACD:=2*(DIFF-DEA);
MACD金叉:=CROSS(DIFF,DEA);
选股信号_基础:=MACD金叉;
MA5:=MA(C,5);
MA10:=MA(C,10);
MA20:=MA(C,20);
MA30:=MA(C,30);
阳线:=C>O;{公式之家 BBS.GSZB.TOP}
当日上穿:=C>MA5 AND C>MA10 AND C>MA20 AND C>MA30;
前日未穿:=REF(C,1)<MA5 AND REF(C,1)<MA10 AND REF(C,1)<MA20 AND REF(C,1)<MA30;
一阳上穿核心:=阳线 AND 当日上穿 AND 前日未穿;
阳线幅度:=(C-O)/O*100>=3;
放量突破:=V>REF(MA(V,5),1)*1.3;
风险过滤:=NOT(NAMELIKE('ST') OR NAMELIKE('*ST')) AND DYNAINFO(4)>0 AND BARSSINCE(C)>30;
DIFF1:=EMA(C,12)-EMA(C,26);
DEA1:=EMA(DIFF1,9);
MACD零轴上:=DIFF1>0 AND DEA1>0;
选股信号_增强:=一阳上穿核心 AND 阳线幅度 AND 放量突破 AND 风险过滤;
最终选股:=FILTER(选股信号_增强,5);
XG6:COUNT(最终选股,3) AND 选股信号_基础 AND MACD零轴上; |
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