天天涨停组合胜算更高

阅读作者：股海网时间 2009-11-04 飞狐公式

C/C++ Code复制内容到剪贴板

A:=IF(BARSCOUNT(CLOSE)>7,100*(MA(CLOSE,7)/LLV(MA(CLOSE,7),7)-1),1);
N:=IF(A>0.35,6,65);
B:=-100*(HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N));
RV:=(CLOSE-LLV(LOW,27))/(HHV(HIGH,27)-LLV(LOW,27))*100;
RG:=(CLOSE-LLV(LOW,5))/(HHV(HIGH,5)-LLV(LOW,5))*100;
J0:=(HIGH+LOW)/2;
QJ:=EMA(J0,3);
J1:=IF(CLOSE>QJ,VOL,0);
J2:=IF(CLOSE<QJ,VOL,0);
明月:=IF(CAPITAL<1,MA(VOL,74),MA(SUM(J1-J2,22),3));
积雪:=IF(CAPITAL<1, MA(明月,360), MA(明月,21));
VAR3:=明月-积雪;
VAR4:=SMA(RV,3,1);
VAR5:=SMA(VAR4,3,1);
KK:=EMA(SMA(RG,3,1),2);
DD:=SMA(KK,3,1);
天天涨停:CROSS(B,-2) AND CROSS(VAR4,VAR5) AND CROSS(KK,DD) AND
VOL/120>MA(VOL,25)/120 AND CLOSE>OPEN*1.09 AND CLOSE<MA(CLOSE,28)*1.3 AND CROSS(((-((100)*(HHV(HIGH,IF((IF((BARSCOUNT(CLOSE) > 7),(100)*((MA(CLOSE,7))/(LLV(MA(CLOSE,7),7)) - 1),1) > 0.35),6,65)) - CLOSE))/(HHV(HIGH,IF((IF((BARSCOUNT(CLOSE) > 7),(100)*((MA(CLOSE,7))/(LLV(MA(CLOSE,7),7)) - 1),1) > 0.35),6,65)) - LLV(LOW,IF((IF((BARSCOUNT(CLOSE) > 7),(100)*((MA(CLOSE,7))/(LLV(MA(CLOSE,7),7)) - 1),1) > 0.35),6,65)))))*((DATE < 20070110)),(-2));