短线5天3%成功率88%选股公式
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更新时间:2009-02-13 16:39:00
公式简介:
VJ:=VOL/CAPITAL*100<11 OR REF(VOL/CAPITAL*100,1)>6 AND VOL/CAPITAL*100/(REF(VOL/CAPITAL*100,1))<1.99 OR VOL/CAPITAL<REF(HHV(VOL/CAPITAL,90),1);
VAR1:=EMA(AMOUNT/VOL/100,3);
SM:=EMA(VAR1,88)*0.85;
HD:=SM*0.85;
HD1:=(CLOSE<SM OR LOW<HD) AND (CLOSE/REF(CLOSE,1)>1.046 AND CLOSE/REF(CLOSE,1)<1.053 AND CLOSE=HIGH AND MA(CLOSE,8)>REF(MA(CLOSE,8),1) OR REF(CLOSE,1)/REF(CLOSE,2)>1.046 AND CLOSE/REF(CLOSE,1)>1.046 AND CLOSE/REF(CLOSE,1)<1.053 AND CLOSE=HIGH OR CLOSE/REF(CLOSE,1)>1.096 AND CLOSE/REF(CLOSE,1)<1.105 AND CLOSE=HIGH);
HD2:=FILTER(COUNT(HD1,1)=1,7);
ZD:=CLOSE<SM AND LOW<SM AND LOW>HD AND (CLOSE/REF(CLOSE,1)>1.046 AND CLOSE/REF(CLOSE,1)<1.053 AND CLOSE=HIGH AND MA(CLOSE,8)>REF(MA(CLOSE,8),1) OR REF(CLOSE,1)/REF(CLOSE,2)>1.046 AND CLOSE/REF(CLOSE,1)>1.046 AND CLOSE/REF(CLOSE,1)<1.053 AND CLOSE=HIGH OR CLOSE/REF(CLOSE,1)>1.096 AND CLOSE/REF(CLOSE,1)<1.105 AND CLOSE=HIGH);
(ZD OR HD2) AND VJ;
下面是5天3%测试
测试结果(利润1:用目标周期内最高价计算的全部指示的平均利润,利润2:期末价平均利润)
测试证券数:1388 曾指示证券数:1277
共发出指示:5249 成功指示:4631 失败指示:615 未完成指示:3
平均成功率:88.28%, 成功率达到50%的股票有:90.5%
利润1总平均:11.17% 利润1最大值:51.95% 利润1最小值:-4.62%
最高利润达到2倍目标利润以上指示: 3830 (73.01%)
最高利润达到3倍目标利润以上指示: 3081 (58.73%)
利润2总平均: 3.53% 利润2最大值: 51.95% 利润2最小值: -24.29%
期末低于介入点指示: 2084 (39.73%)
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