chengjie před 3 měsíci
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revize
3d1a5151f0

+ 0 - 52
stock/readfile.js

@@ -1,52 +0,0 @@
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-import fs from 'fs';
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-import https from 'https'; 
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-
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-
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-var sendCount=0;//发送次数
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-
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-async function start() {
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-    const data = fs.readFileSync("stock.txt", "utf-8");
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-    //console.log("🚀 ~ start ~ data:", data);
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-    if (data){
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-
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-        let arr=data.split("\n");
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-        let arrResult=[];
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-        for(let i=0;i<arr.length;i++){
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-            if (arr[i].indexOf("CJ_ADVISE_SEL")>0){
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-                let str=arr[i].substring(0,6);
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-                arrResult.push(str);
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-            }
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-        }
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-
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-        for(let i=0;i<arrResult.length;i++){
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-            const url = 'https://www.kylx365.com/api/SendWXServiceTemplateMessage?UserID=1&TemplateID=ErrorRemind&ParamStr=' + arrResult[i];
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-            console.log("🚀 ~ start ~ url:", url);
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-            // 使用 https.get 发起 GET 请求
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-            const result = await new Promise((resolve, reject) => {
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-                https.get(url, (res) => {
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-                    let responseData = '';
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-                    res.on('data', (chunk) => {
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-                        responseData += chunk;
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-                    });
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-                    res.on('end', () => {
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-                        resolve(responseData);
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-                    });
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-                    sendCount++;
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-                }).on('error', (err) => {
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-                    reject(err);
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-                });
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-            });
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-
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-            console.log("🚀 ~ start ~ result:", result);
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-        }
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-    }
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-}
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-
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-start();
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-var interval1=setInterval(function(){
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-    start();
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-    if (sendCount>6){
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-        clearInterval(interval1);
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-    }
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-},10000);
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-

+ 0 - 13
stock/stock.txt

@@ -1,13 +0,0 @@
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-301165	锐捷网络	2025-08-19 09:25	84.77	 3.57%	 4797	价位上破	
2
-002993	奥海科技	2025-08-19 09:25	50.50	-5.32%	 3394	价位上破	
3
-300907	康平科技	2025-08-19 09:25	40.18	 5.29%	 3190	价位上破	
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-002993	奥海科技	2025-08-19 09:30	51.04	-4.31%	  619	CJ_ADVISE_BUY	
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-300907	康平科技	2025-08-19 09:30	40.92	 7.23%	 2270	CJ_ADVISE_BUY	
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-300655	晶瑞电材	2025-08-19 09:30	11.80	-1.75%	  303	价位下破	
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-600487	亨通光电	2025-08-19 10:37	18.70	 3.77%	  281	CJ_ADVISE_BUY	
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-600487	亨通光电	2025-08-19 10:50	18.83	 4.50%	 1575	价位上破	
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-600487	亨通光电	2025-08-19 11:11	18.94	 5.11%	 2873	价位上破	
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-301171	易点天下	2025-08-19 11:14	34.04	 6.38%	    1	CJ_ADVISE_BUY	
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-600487	亨通光电	2025-08-19 13:09	18.93	 5.05%	10211	CJ_ADVISE_BUY	
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-300806	斯迪克	2025-08-19 13:50	23.30	-3.00%	    9	CJ_ADVISE_SEL	
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-301165	锐捷网络	2025-08-19 13:50	83.01	 1.42%	   21	CJ_ADVISE_SEL	

+ 0 - 186
stock/通达信公式买入1.txt

@@ -1,186 +0,0 @@
1
-FS:=75;
2
-分数MIN:=IF(MACHINEDATE<094500,FS-15,IF(MACHINEDATE<100000,FS-10,IF(MACHINEDATE<130000,FS-5,FS)));
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-
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-{多维度市场牛熊状态模型}
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-N1:=21;
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-N2:=55;
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-VOL_RATIO:=1.2;
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-ATR_PERIOD:=14;
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-ANGLE:=5;
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-
11
-EMA_INDEX:=EMA(INDEXC,N1);
12
-LONG_EMA_INDEX:=EMA(INDEXC,N2);
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-TREND_ANGLE:=IF(REF(EMA_INDEX,5)!=0, ATAN((EMA_INDEX/REF(EMA_INDEX,5)-1)*100)*180/3.1416, 0);
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-VOL_MA:=MA(INDEXV,N2);
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-
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-INDEX_ATR:=MA(TR,ATR_PERIOD);
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-LOW_VOLATILITY:=INDEX_ATR/REF(INDEX_ATR,5)<0.7;
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-
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-COND_BULL:=
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-    EMA_INDEX > LONG_EMA_INDEX AND
21
-    COUNT(TREND_ANGLE>ANGLE,3)>=2 AND 
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-    EVERY(INDEXV>VOL_MA*VOL_RATIO,3) AND 
23
-    NOT(LOW_VOLATILITY);
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-
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-COND_BEAR:=
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-    EMA_INDEX < LONG_EMA_INDEX AND
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-    COUNT(TREND_ANGLE<-ANGLE,3)>=2 AND
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-    EVERY(INDEXV<VOL_MA*0.7,3) AND
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-    INDEX_ATR > REF(INDEX_ATR,5)*1.3;
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-
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-HY_EMA:=EMA(HY_INDEXC,N1);
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-HY_TREND_ANGLE:= IF(REF(HY_EMA,5)!=0, ATAN((HY_EMA/REF(HY_EMA,5)-1)*100)*180/3.1416, 0);
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-STRONG_INDUSTRY:=
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-    HY_EMA > EMA(HY_INDEXC,N2) AND
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-    HY_TREND_ANGLE > ANGLE AND
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-    COUNT(HY_INDEXV>MA(HY_INDEXV,N2)*VOL_RATIO,5)>=3;
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-
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-WEAK_INDUSTRY:=
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-    HY_EMA < EMA(HY_INDEXC,N2) AND
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-    HY_TREND_ANGLE < -ANGLE AND
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-    MA(HY_INDEXV,N2)/REF(MA(HY_INDEXV,N2),5)<0.8;
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-
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-HS300C:="SZ399300$CLOSE";
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-REL_STR:=(C/REF(C,N1))/(HS300C/REF(HS300C,N1))-1;
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-IND_BULL:=FILTER(REL_STR>0.12 AND REL_STR>REF(REL_STR,1),3);
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-IND_BEAR:=FILTER(REL_STR<-0.18 AND REL_STR<REF(REL_STR,1),3);
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-
48
-WEEK_EMA:=EMA(C#WEEK,5);
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-WEEK_TREND:=WEEK_EMA>REF(WEEK_EMA,3);
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-
51
-BULL_SCORE:=(COND_BULL + STRONG_INDUSTRY + IND_BULL + WEEK_TREND)>=3;
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-BEAR_SCORE:=(COND_BEAR + WEAK_INDUSTRY + IND_BEAR + NOT(WEEK_TREND))>=3;
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-
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-MARKET:=IF(BULL_SCORE,1, IF(BEAR_SCORE,2,3));{1:牛市,2:熊市,3:震荡市或不确定};
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-
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-{动态阈值设定,满分100}
57
-
58
-权重主力 :=IF(MARKET==1,	50, IF(MARKET==3,		35,		40));
59
-权重量价 :=IF(MARKET==1,	20, IF(MARKET==3,		 5,		10));
60
-权重板块 :=IF(MARKET==1,	30, IF(MARKET==3,		15,		30));
61
-权重资效 :=IF(MARKET==1,	 0, IF(MARKET==3,		20,		5));
62
-权重波动 := IF(MARKET==1,	 0, IF(MARKET==3,		10,		5));
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-权重趋势 := IF(MARKET==1,	 0, IF(MARKET==3,		5,		5));
64
-权重风险 := IF(MARKET==1, 	 0, IF(MARKET==3,		10,		5));
65
-
66
-{主力资金动态捕捉}
67
-权重DDX:=权重主力*0.6;
68
-权重DDY:=权重主力*0.4;
69
-
70
-
71
-_DDX:=(LARGEINTRDVOL-LARGEOUTTRDVOL)*10000/FINANCE(7);
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-_DDY:=IF(TRADENUM>0,(TRADEOUTNUM-TRADEINNUM)*100/TRADENUM,0);
73
-
74
-资金分DDX:= IF(_DDX>1.4, 权重DDX, IF(_DDX>1.2, 权重DDX-1, IF(_DDX>1.0, 权重DDX-2, IF(_DDX>0.8, 权重DDX-3, IF(_DDX>0.6, 权重DDX-4, IF(_DDX>0.3, 权重DDX-5, 0))))));
75
-资金分DDY:= IF(_DDY>50, 权重DDY, IF(_DDY>40, 权重DDY-1, IF(_DDY>30, 权重DDY-2, IF(_DDY>20, 权重DDY-3, IF(_DDY>15, 权重DDY-4, 0)))));
76
-
77
-资金分:=资金分DDX + 资金分DDY;
78
-
79
-{量价动能共振模型}
80
-量比:=DYNAINFO(17);
81
-量比MIN:=IF (TIME<1000,3,IF (TIME<1430, 2, 1.5));
82
-量比判断:=量比 > 量比MIN;
83
-
84
-现价:=DYNAINFO(7);
85
-分时均价:=DYNAINFO(11);
86
-
87
-当前涨幅:=(C-REF(C,1))/REF(C,1)*100;
88
-涨幅扩大:=当前涨幅 > MA(当前涨幅,5) AND 当前涨幅 > REF(当前涨幅,1);
89
-
90
-RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;
91
-K:=SMA(RSV,3,1);
92
-D:=SMA(K,3,1);
93
-J:=3*K-2*D;
94
-KDJ上限:=90;
95
-
96
-量价初始分:=IF(量比判断, 权重量价*0.4, 0)  + IF(现价>分时均价, 权重量价*0.4, 0)  + IF(涨幅扩大, 权重量价*0.2, 0);
97
-量价分:=IF(MARKET==1, 量价初始分, IF(J<KDJ上限,	量价初始分,	0));
98
-
99
-
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-{板块效应强化机制}
101
-行业排名:=HORCALC(HYBLOCK, 105, 1, 0);
102
-行业热度:=HORCALC(HYBLOCK, 105, 2, 0)*100;
103
-
104
-板块分:=IF(行业热度>=0, 
105
-		ROUND(
106
-		IF(行业排名<=2, 权重板块*0.6, 
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-		IF(行业排名<=3, 权重板块*0.5, 
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-		IF(行业排名<=5, 权重板块*0.4, 
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-		IF(行业排名<=10, 权重板块*0.2, 
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-		0))))
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-          + IF(行业热度>=3, 权重板块*0.4, 
112
-			IF(行业热度>=2, 权重板块*0.3,  
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-			IF(行业热度>=1, 权重板块*0.2, 
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-		0)))),
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-		0);
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-
117
-{资金效率筛选}
118
-成交额万元 := DYNAINFO(8)/10000;  
119
-行业平均涨幅 := 100 * HORCALC(HYBLOCK, 105, 2, 0);  
120
-超额涨幅 := 当前涨幅 - 行业平均涨幅; 
121
-阈值 := MA(VOL,20)/10000;
122
-资金效率 := IF(成交额万元 > 阈值 AND 成交额万元 > 0, 超额涨幅 / LOG(成交额万元), 0);  
123
-资效分:=IF(资金效率 >= 2, 权重资效, 
124
-		IF(资金效率 >= 1.5, 权重资效*0.8, 
125
-		IF(资金效率 >= 1.0, 权重资效*0.6, 
126
-		IF(资金效率 >= 0.5, 权重资效*0.4, 
127
-		0)))); 
128
-
129
-{夏普比率筛选器}
130
-RF := 0.025;     {2025年最新无风险利率(2.5%)}
131
-日收益率 := IF(REF(C,1)!=0, C/REF(C,1)-1, 0);  
132
-年化收益 := (EMA(日收益率,20)*252) - RF;  
133
-年化波动 := (STD(日收益率,20)+0.0001)*SQRT(252);  
134
-夏普值 := 年化收益 / 年化波动;
135
-夏普阈值 := IF(年化波动>0.3, 0.5, 0.8);
136
-波动分:=IF(夏普值>夏普阈值 AND 夏普值>=8,权重波动,
137
-		IF(夏普值>夏普阈值 AND 夏普值>=6,权重波动*0.8,
138
-		IF(夏普值>夏普阈值 AND 夏普值>=4,权重波动*0.6,
139
-		IF(夏普值>夏普阈值 AND 夏普值>=2,权重波动*0.4,
140
-		IF(夏普值>夏普阈值 AND 夏普值>=1,权重波动*0.2,
141
-		0)))));
142
-
143
-{趋势判断}
144
-短期穿越1:= 现价 > MA(C,5);
145
-短期穿越2:= MA(C,5) > MA(C,10);
146
-短期穿越3:= MA(C,10) < MA(C,20);
147
-换手率下限:=IF (MACHINETIME<094500,0.1,IF (MACHINETIME<100000, 0.15, 0.2));
148
-换手率条件:=DYNAINFO(36)<换手率下限;
149
-趋势分:=IF(换手率条件 AND 短期穿越1 AND 短期穿越2 AND 短期穿越3, 权重趋势,
150
-		IF(换手率条件 AND 短期穿越1 AND 短期穿越2, 权重趋势*0.5,
151
-		IF(换手率条件 AND 短期穿越1, 权重趋势*0.2,
152
-		0)));
153
-
154
-{风险控制与信号强化}
155
-大盘趋势:=INDEXC > MA(INDEXC,50) AND (DYNAINFO(60)/(DYNAINFO(60)+DYNAINFO(61)))>0.3;
156
-流通市值过滤:=FINANCE(40)/100000000;
157
-流通市值达标:=流通市值过滤>20;
158
-市盈率条件:=IF(DYNAINFO(40)>0 AND DYNAINFO(40)<=HYSYL*1.1,1,0);
159
-风险分:=IF(SAFESCORE>80,
160
-			IF(流通市值达标, 权重风险*0.2, 0) 
161
-          + IF(市盈率条件, 权重风险*0.3, 0) 
162
-          + IF(大盘趋势, 权重风险*0.5, 0)
163
-		,0);
164
-
165
-{量比过小不买}
166
-量比下限:=0.8;
167
-市盈率极限:=IF(DYNAINFO(40)<=0 OR DYNAINFO(40)>300,1,0);
168
-其他分:=IF(量比<=量比下限,-10,0)+IF(市盈率极限,-10,0);
169
-
170
-
171
-{不是有效代码直接得分为0}
172
-沪市主板:=CODELIKE('60') AND NOT(CODELIKE('688')); 
173
-深市主板:=CODELIKE('000') OR CODELIKE('001') OR CODELIKE('002')  OR CODELIKE('30'); 
174
-有效代码:=沪市主板 OR 深市主板 AND NOT(NAMELIKE('ST'));
175
-
176
-
177
-{总分计算(满分100)}
178
-信号强度:= (资金分 + 量价分 + 板块分 + 资效分 + 波动分 + 趋势分 + 风险分 + 其他分) * 有效代码;
179
-
180
-买入阈值:=IF(MARKET==1,分数MIN+5, IF(MARKET==3,分数MIN-5,分数MIN));
181
-
182
-{即时价格必须小于某涨幅}
183
-最高涨幅:=(H-REF(C,1))/REF(C,1)*100;
184
-涨幅上限:=IF((CODELIKE('688') OR CODELIKE('30')), 12, 6);
185
-
186
-买入信号:信号强度>=买入阈值 AND 最高涨幅<涨幅上限; 

+ 0 - 214
stock/通达信公式买入2.txt

@@ -1,214 +0,0 @@
1
-{ 动态市场状态模型 }
2
-FS:=70;
3
-分数MIN:=IF(MACHINETIME<094500,FS-15,IF(MACHINETIME<100000,FS-10,IF(MACHINETIME<130000,FS-5,FS)));
4
-
5
-{ 市场牛熊判断 }
6
-N1:=21;
7
-N2:=55;
8
-VOL_RATIO:=1.2;
9
-ATR_PERIOD:=14;
10
-ANGLE:=5;
11
-
12
-EMA_INDEX:=EMA(INDEXC,N1);
13
-LONG_EMA_INDEX:=EMA(INDEXC,N2);
14
-TREND_ANGLE:=IF(REF(EMA_INDEX,5)!=0, ATAN((EMA_INDEX/REF(EMA_INDEX,5)-1)*100)*180/3.1416, 0);
15
-VOL_MA:=MA(INDEXV,N2);
16
-
17
-INDEX_ATR:=MA(TR,ATR_PERIOD);
18
-LOW_VOLATILITY:=INDEX_ATR/REF(INDEX_ATR,5)<0.7;
19
-
20
-COND_BULL:=
21
-    EMA_INDEX > LONG_EMA_INDEX AND
22
-    COUNT(TREND_ANGLE>ANGLE,3)>=2 AND 
23
-    EVERY(INDEXV>VOL_MA*VOL_RATIO,3) AND 
24
-    NOT(LOW_VOLATILITY);
25
-
26
-COND_BEAR:=
27
-    EMA_INDEX < LONG_EMA_INDEX AND
28
-    COUNT(TREND_ANGLE<-ANGLE,3)>=2 AND
29
-    EVERY(INDEXV<VOL_MA*0.7,3) AND
30
-    INDEX_ATR > REF(INDEX_ATR,5)*1.3;
31
-
32
-HY_EMA:=EMA(HY_INDEXC,N1);
33
-HY_TREND_ANGLE:= IF(REF(HY_EMA,5)!=0, ATAN((HY_EMA/REF(HY_EMA,5)-1)*100)*180/3.1416, 0);
34
-STRONG_INDUSTRY:=
35
-    HY_EMA > EMA(HY_INDEXC,N2) AND
36
-    HY_TREND_ANGLE > ANGLE AND
37
-    COUNT(HY_INDEXV>MA(HY_INDEXV,N2)*VOL_RATIO,5)>=3;
38
-
39
-WEAK_INDUSTRY:=
40
-    HY_EMA < EMA(HY_INDEXC,N2) AND
41
-    HY_TREND_ANGLE < -ANGLE AND
42
-    MA(HY_INDEXV,N2)/REF(MA(HY_INDEXV,N2),5)<0.8;
43
-
44
-HS300C:="399300$CLOSE";
45
-REL_STR:=IF(REF(C,N1)!=0 AND REF(HS300C,N1)!=0, (C/REF(C,N1)) / (HS300C/REF(HS300C,N1)) - 1, 0);
46
-IND_BULL:=FILTER(REL_STR>0.12 AND REL_STR>REF(REL_STR,1),3);
47
-IND_BEAR:=FILTER(REL_STR<-0.18 AND REL_STR<REF(REL_STR,1),3);
48
-
49
-WEEK_EMA:=EMA(C#WEEK,5);
50
-WEEK_TREND:=WEEK_EMA>REF(WEEK_EMA,3);
51
-
52
-BULL_SCORE:=(COND_BULL + STRONG_INDUSTRY + IND_BULL + WEEK_TREND)>=3;
53
-BEAR_SCORE:=(COND_BEAR + WEAK_INDUSTRY + IND_BEAR + NOT(WEEK_TREND))>=3;
54
-
55
-MARKET:IF(BULL_SCORE,1, IF(BEAR_SCORE,2,3));{1:牛市,2:熊市,3:震荡市或不确定};
56
-
57
-{ 动态权重 - 根据市场强度调整 }
58
-牛熊强度:=EMA_INDEX/LONG_EMA_INDEX-1; 
59
-权重主力 :=IF(MARKET==1, 50*(1+牛熊强度), IF(MARKET==3,35,40));
60
-权重量价 :=IF(MARKET==1, 20, IF(MARKET==3, 5,10));
61
-权重板块 :=IF(MARKET==1, 30*(1+牛熊强度/2), IF(MARKET==3,15,30));
62
-权重资效 :=IF(MARKET==1, 0, IF(MARKET==3,20,5));
63
-权重波动 := IF(MARKET==1, 0, IF(MARKET==3,10,5));
64
-权重趋势 := IF(MARKET==1, 0, IF(MARKET==3,5,5));
65
-权重风险 := IF(MARKET==1, 0, IF(MARKET==3,10,5));
66
-
67
-{ 主力资金增强 - 加入北向资金 }
68
-
69
-北向占比1:= GPJYVALUE(6,1,1);
70
-北向占比2:=IF(STRCMP(北向占比1,'-')=0,0,IF(北向占比1>0,北向占比1/CAPITAL,0)); { 深沪股通持股比例 }
71
-
72
-
73
-权重DDX:=IF(北向占比2=0,权重主力*0.6,权重主力*0.5);
74
-权重DDY:=IF(北向占比2=0,权重主力*0.4,权重主力*0.3);
75
-权重北向:=IF(北向占比2=0,0,权重主力*0.2);
76
-
77
-_DDX:=(LARGEINTRDVOL-LARGEOUTTRDVOL)*10000/CAPITAL;
78
-_DDY:=IF(TRADENUM>0,(TRADEOUTNUM-TRADEINNUM)*100/TRADENUM,0);
79
-
80
-资金分DDX:= 权重DDX * MIN(1, MAX(0, (_DDX - 0.3)/(1.4 - 0.3)));
81
-资金分DDY:= 权重DDY * MIN(1, MAX(0, (_DDY - 10)/(30 - 10)));
82
-资金分北向:= 权重北向 * MIN(1, MAX(0, 北向占比2/3)); { 3%为阈值 }
83
-资金分数:资金分DDX + 资金分DDY + 资金分北向;
84
-
85
-{ 量价模型优化 - 解决早盘失效 }
86
-量比:=DYNAINFO(17);
87
-量比MIN:= 2 + (INDEXV / REF(INDEXV,20) - 1) * 0.5; { 调整量比阈值 }
88
-量比判断:=量比 > 量比MIN;
89
-
90
-现价:=C;
91
-分时均价:=IF(MACHINETIME>093000, DYNAINFO(11), REF(DYNAINFO(11),1)); { 早盘用前日数据 }
92
-
93
-日内涨幅:=(C-OPEN)/OPEN*100;
94
-早盘涨幅:=IF(MACHINETIME<100000, 日内涨幅>1.5, 日内涨幅 > REF(MA(日内涨幅,5),1) AND 日内涨幅 > REF(日内涨幅,1)); { 分段处理 }
95
-
96
-LC:=REF(CLOSE,1);
97
-RSI_VAL:=SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
98
-RSI上限:=70;
99
-
100
-OBV_VAL:=SUM(IF(C>REF(C,1),V,IF(C<REF(C,1),-V,0)),0);
101
-OBV_MA:=MA(OBV_VAL,5);
102
-OBV确认:=OBV_VAL > OBV_MA;
103
-
104
-量价初始分:=IF(量比判断, 权重量价*0.3, 0)  + 
105
-           IF(现价>分时均价, 权重量价*0.3 , 0)  + 
106
-           IF(早盘涨幅, 权重量价*0.2, 0) + 
107
-           IF(OBV确认, 权重量价*0.2, 0);
108
-量价分数:IF(MARKET=1, 量价初始分, IF(RSI_VAL<RSI上限, 量价初始分, 0));
109
-
110
-{ 行业排名使用内置函数 }
111
-行业排名:=HORCALC(HYBLOCK, 105, 1, 0);
112
-行业热度:=HORCALC(HYBLOCK, 105, 2, 0)*100;
113
-
114
-板块分数:IF(行业热度>=0, 
115
-		ROUND(
116
-		IF(行业排名<=2, 权重板块*0.6, 
117
-		IF(行业排名<=3, 权重板块*0.5, 
118
-		IF(行业排名<=5, 权重板块*0.4, 
119
-		IF(行业排名<=10, 权重板块*0.2, 
120
-		IF(行业排名<=20, 权重板块*0.1, 
121
-		0)))))
122
-          + IF(行业热度>=3, 权重板块*0.4, 
123
-			IF(行业热度>=2, 权重板块*0.3,  
124
-			IF(行业热度>=1, 权重板块*0.2, 
125
-		0)))),
126
-		0);
127
-
128
-{ 资金效率优化 }
129
-成交额万元 := AMOUNT/10000;  
130
-行业平均涨幅 := 100 * HORCALC(HYBLOCK, 105, 2, 0);
131
-当前涨幅:=(C-REF(C,1))/REF(C,1)*100;
132
-超额涨幅 := 当前涨幅 - 行业平均涨幅; 
133
-阈值 := MA(AMOUNT,20)/1000000; { 调整为百万元 }
134
-资金效率 := IF(成交额万元 > 阈值 AND 成交额万元 > 0, 超额涨幅 / LOG(成交额万元), 0);  
135
-资效分数:IF(资金效率 >= 2, 权重资效, 
136
-        IF(资金效率 >= 1.5, 权重资效*0.8, 
137
-        IF(资金效率 >= 1.0, 权重资效*0.6, 
138
-        IF(资金效率 >= 0.5, 权重资效*0.4, 
139
-        0)))); 
140
-
141
-{ 波动率模型改进 }
142
-日收益率 := IF(REF(C,1)!=0, C/REF(C,1)-1, 0);
143
-真实波幅:=MAX(MAX(H-L,ABS(H-REF(C,1))),ABS(L-REF(C,1)));
144
-波动率:=MA(真实波幅,20)/REF(C,20); { ATR相对波动率 }
145
-VAR1:= -1.645 * 波动率 * SQRT(126);  { 半年周期 }
146
-波动分数:IF(VAR1 > -0.05, 权重波动,
147
-IF(VAR1 > -0.1, 权重波动*0.8,
148
-IF(VAR1 > -0.15, 权重波动*0.6,
149
-IF(VAR1 > -0.2, 权重波动*0.4, 0))));
150
-
151
-{ 趋势判断增加流动性 }
152
-MID:=MA(C,20);
153
-UPPER:=MID + 2*STD(C,20);
154
-短期穿越1:= C > MA(C,5);
155
-短期穿越2:= MA(C,5) > MA(C,10);
156
-短期穿越3:= MA(C,10) > MA(C,20);
157
-BOLL穿越:=C > UPPER;
158
-
159
-{ 流动性风控 }
160
-流通市值:=FINANCE(40)/100000000;
161
-挂单厚度:=(DYNAINFO(58)+DYNAINFO(59))/CAPITAL;
162
-换手率条件:=DYNAINFO(37)>0.5 AND 流通市值>30 AND 挂单厚度>15; { 综合流动性 }
163
-
164
-趋势分1:=IF(换手率条件 AND 短期穿越1 AND 短期穿越2 AND 短期穿越3 AND BOLL穿越, 权重趋势,
165
-IF(换手率条件 AND 短期穿越1 AND 短期穿越2 AND 短期穿越3, 权重趋势*0.8,
166
-IF(换手率条件 AND 短期穿越1 AND 短期穿越2, 权重趋势*0.5,
167
-IF(换手率条件 AND 短期穿越1, 权重趋势*0.2,
168
-0))));
169
-
170
-DIFF := EMA(C,12) - EMA(C,26);
171
-DEA := EMA(DIFF,9);
172
-MACD确认 := CROSS(DIFF,DEA) AND BARSLAST(CROSS(DEA,DIFF))>5;
173
-趋势分2 :=趋势分1 * IF(MACD确认, 1.2, 1);
174
-趋势分数:IF(趋势分2> 权重趋势, 权重趋势, 趋势分2);
175
-
176
-
177
-{ 风险控制增强 }
178
-大盘趋势:=INDEXC > MA(INDEXC,50) AND (DYNAINFO(60)/(DYNAINFO(60)+DYNAINFO(61)))>0.3;
179
-流通市值达标:=流通市值>30; { 提高市值门槛 }
180
-市盈率条件:=IF(STRCMP(DYNAINFO(39),'-')=0,0,IF(DYNAINFO(39)>0 AND DYNAINFO(39)<=50,1,0)); { 动态PE<50 }
181
-
182
-{ 增加财务因子 }
183
-ROE连续:=COUNT(FINANCE(30)>15,4)=4; { 近4年ROE>15% }
184
-研发占比:=FINANCE(64)/AMOUNT>0.05; { 研发费用率>5% }
185
-
186
-风险分数:IF(SAFESCORE>80,
187
-            IF(流通市值达标, 权重风险*0.2, 0) 
188
-          + IF(市盈率条件, 权重风险*0.2, 0) 
189
-          + IF(大盘趋势, 权重风险*0.2, 0)
190
-          + IF(ROE连续, 权重风险*0.2, 0)
191
-          + IF(研发占比, 权重风险*0.2, 0)
192
-        ,0);
193
-
194
-{ 其他过滤 }
195
-量比下限:=0.8;
196
-市盈率极限:=IF(NOT(DYNAINFO(39)) OR DYNAINFO(39)<=0 OR DYNAINFO(39)>300,1,0);
197
-其他分数:IF(量比<=量比下限,-10,0)+IF(市盈率极限,-10,0);
198
-
199
-{ 股票池过滤 }
200
-沪市主板:=CODELIKE('60') AND NOT(CODELIKE('688'));
201
-深市主板:=CODELIKE('000') OR CODELIKE('001') OR CODELIKE('002') OR CODELIKE('30');
202
-有效代码:=(沪市主板 OR 深市主板) AND NOT(NAMELIKE('ST')) AND NOT(NAMELIKE('*'));
203
-
204
-{ 总分计算 }
205
-信号强度初始:= (资金分数 + 量价分数 + 板块分数 + 资效分数 + 波动分数 + 趋势分数 + 风险分数 + 其他分数) * 有效代码;
206
-信号强度:MAX(MIN(信号强度初始,100),0);
207
-
208
-{熔断条件}
209
-最高涨幅:=(H-REF(C,1))/REF(C,1)*100;
210
-涨幅上限:=IF((CODELIKE('688') OR CODELIKE('30')), 12, 6);
211
-熔断条件1:= 最高涨幅>=涨幅上限;{ 当前涨太高了 }
212
-熔断条件2:= (INDEXC/REF(INDEXC,5)-1)*100 < -2;{ 大盘瞬间暴跌停止买入建议 }
213
-买入阈值:=分数MIN + 5*(MARKET-2);
214
-买入信号:=信号强度>=买入阈值 AND NOT(熔断条件1) AND NOT(熔断条件2);

+ 0 - 214
stock/通达信公式买入9_在线使用最终版.txt

@@ -1,214 +0,0 @@
1
-{ 动态市场状态模型 }
2
-FS:=70;
3
-分数MIN:=IF(MACHINETIME<094500,FS-15,IF(MACHINETIME<100000,FS-10,IF(MACHINETIME<130000,FS-5,FS)));
4
-
5
-{ 市场牛熊判断 }
6
-N1:=21;
7
-N2:=55;
8
-VOL_RATIO:=1.2;
9
-ATR_PERIOD:=14;
10
-ANGLE:=5;
11
-
12
-EMA_INDEX:=EMA(INDEXC,N1);
13
-LONG_EMA_INDEX:=EMA(INDEXC,N2);
14
-TREND_ANGLE:=IF(REF(EMA_INDEX,5)!=0, ATAN((EMA_INDEX/REF(EMA_INDEX,5)-1)*100)*180/3.1416, 0);
15
-VOL_MA:=MA(INDEXV,N2);
16
-
17
-INDEX_ATR:=MA(TR,ATR_PERIOD);
18
-LOW_VOLATILITY:=INDEX_ATR/REF(INDEX_ATR,5)<0.7;
19
-
20
-COND_BULL:=
21
-    EMA_INDEX > LONG_EMA_INDEX AND
22
-    COUNT(TREND_ANGLE>ANGLE,3)>=2 AND 
23
-    EVERY(INDEXV>VOL_MA*VOL_RATIO,3) AND 
24
-    NOT(LOW_VOLATILITY);
25
-
26
-COND_BEAR:=
27
-    EMA_INDEX < LONG_EMA_INDEX AND
28
-    COUNT(TREND_ANGLE<-ANGLE,3)>=2 AND
29
-    EVERY(INDEXV<VOL_MA*0.7,3) AND
30
-    INDEX_ATR > REF(INDEX_ATR,5)*1.3;
31
-
32
-HY_EMA:=EMA(HY_INDEXC,N1);
33
-HY_TREND_ANGLE:= IF(REF(HY_EMA,5)!=0, ATAN((HY_EMA/REF(HY_EMA,5)-1)*100)*180/3.1416, 0);
34
-STRONG_INDUSTRY:=
35
-    HY_EMA > EMA(HY_INDEXC,N2) AND
36
-    HY_TREND_ANGLE > ANGLE AND
37
-    COUNT(HY_INDEXV>MA(HY_INDEXV,N2)*VOL_RATIO,5)>=3;
38
-
39
-WEAK_INDUSTRY:=
40
-    HY_EMA < EMA(HY_INDEXC,N2) AND
41
-    HY_TREND_ANGLE < -ANGLE AND
42
-    MA(HY_INDEXV,N2)/REF(MA(HY_INDEXV,N2),5)<0.8;
43
-
44
-HS300C:="399300$CLOSE";
45
-REL_STR:=IF(REF(C,N1)!=0 AND REF(HS300C,N1)!=0, (C/REF(C,N1)) / (HS300C/REF(HS300C,N1)) - 1, 0);
46
-IND_BULL:=FILTER(REL_STR>0.12 AND REL_STR>REF(REL_STR,1),3);
47
-IND_BEAR:=FILTER(REL_STR<-0.18 AND REL_STR<REF(REL_STR,1),3);
48
-
49
-WEEK_EMA:=EMA(C#WEEK,5);
50
-WEEK_TREND:=WEEK_EMA>REF(WEEK_EMA,3);
51
-
52
-BULL_SCORE:=(COND_BULL + STRONG_INDUSTRY + IND_BULL + WEEK_TREND)>=3;
53
-BEAR_SCORE:=(COND_BEAR + WEAK_INDUSTRY + IND_BEAR + NOT(WEEK_TREND))>=3;
54
-
55
-MARKET:=IF(BULL_SCORE,1, IF(BEAR_SCORE,2,3));{1:牛市,2:熊市,3:震荡市或不确定};
56
-
57
-{ 动态权重 - 根据市场强度调整 }
58
-牛熊强度:=EMA_INDEX/LONG_EMA_INDEX-1; 
59
-权重主力 :=IF(MARKET==1, 50*(1+牛熊强度), IF(MARKET==3,35,40));
60
-权重量价 :=IF(MARKET==1, 20, IF(MARKET==3, 5,10));
61
-权重板块 :=IF(MARKET==1, 30*(1+牛熊强度/2), IF(MARKET==3,15,30));
62
-权重资效 :=IF(MARKET==1, 0, IF(MARKET==3,20,5));
63
-权重波动 := IF(MARKET==1, 0, IF(MARKET==3,10,5));
64
-权重趋势 := IF(MARKET==1, 0, IF(MARKET==3,5,5));
65
-权重风险 := IF(MARKET==1, 0, IF(MARKET==3,10,5));
66
-
67
-{ 主力资金增强 - 加入北向资金 }
68
-
69
-北向占比1:= GPJYVALUE(6,1,1);
70
-北向占比2:=IF(STRCMP(北向占比1,'-')=0,0,IF(北向占比1>0,北向占比1/CAPITAL,0)); { 深沪股通持股比例 }
71
-
72
-
73
-权重DDX:=IF(北向占比2=0,权重主力*0.6,权重主力*0.5);
74
-权重DDY:=IF(北向占比2=0,权重主力*0.4,权重主力*0.3);
75
-权重北向:=IF(北向占比2=0,0,权重主力*0.2);
76
-
77
-_DDX:=(LARGEINTRDVOL-LARGEOUTTRDVOL)*10000/CAPITAL;
78
-_DDY:=IF(TRADENUM>0,(TRADEOUTNUM-TRADEINNUM)*100/TRADENUM,0);
79
-
80
-资金分DDX:= 权重DDX * MIN(1, MAX(0, (_DDX - 0.3)/(1.4 - 0.3)));
81
-资金分DDY:= 权重DDY * MIN(1, MAX(0, (_DDY - 10)/(30 - 10)));
82
-资金分北向:= 权重北向 * MIN(1, MAX(0, 北向占比2/3)); { 3%为阈值 }
83
-资金分数:=资金分DDX + 资金分DDY + 资金分北向;
84
-
85
-{ 量价模型优化 - 解决早盘失效 }
86
-量比:=DYNAINFO(17);
87
-量比MIN:= 2 + (INDEXV / REF(INDEXV,20) - 1) * 0.5; { 调整量比阈值 }
88
-量比判断:=量比 > 量比MIN;
89
-
90
-现价:=C;
91
-分时均价:=IF(MACHINETIME>093000, DYNAINFO(11), REF(DYNAINFO(11),1)); { 早盘用前日数据 }
92
-
93
-日内涨幅:=(C-OPEN)/OPEN*100;
94
-早盘涨幅:=IF(MACHINETIME<100000, 日内涨幅>1.5, 日内涨幅 > REF(MA(日内涨幅,5),1) AND 日内涨幅 > REF(日内涨幅,1)); { 分段处理 }
95
-
96
-LC:=REF(CLOSE,1);
97
-RSI_VAL:=SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
98
-RSI上限:=70;
99
-
100
-OBV_VAL:=SUM(IF(C>REF(C,1),V,IF(C<REF(C,1),-V,0)),0);
101
-OBV_MA:=MA(OBV_VAL,5);
102
-OBV确认:=OBV_VAL > OBV_MA;
103
-
104
-量价初始分:=IF(量比判断, 权重量价*0.3, 0)  + 
105
-           IF(现价>分时均价, 权重量价*0.3 , 0)  + 
106
-           IF(早盘涨幅, 权重量价*0.2, 0) + 
107
-           IF(OBV确认, 权重量价*0.2, 0);
108
-量价分数:=IF(MARKET=1, 量价初始分, IF(RSI_VAL<RSI上限, 量价初始分, 0));
109
-
110
-{ 行业排名使用内置函数 }
111
-行业排名:=HORCALC(HYBLOCK, 105, 1, 0);
112
-行业热度:=HORCALC(HYBLOCK, 105, 2, 0)*100;
113
-
114
-板块分数:=IF(行业热度>=0, 
115
-		ROUND(
116
-		IF(行业排名<=2, 权重板块*0.6, 
117
-		IF(行业排名<=3, 权重板块*0.5, 
118
-		IF(行业排名<=5, 权重板块*0.4, 
119
-		IF(行业排名<=10, 权重板块*0.2, 
120
-		IF(行业排名<=20, 权重板块*0.1, 
121
-		0)))))
122
-          + IF(行业热度>=3, 权重板块*0.4, 
123
-			IF(行业热度>=2, 权重板块*0.3,  
124
-			IF(行业热度>=1, 权重板块*0.2, 
125
-		0)))),
126
-		0);
127
-
128
-{ 资金效率优化 }
129
-成交额万元 := AMOUNT/10000;  
130
-行业平均涨幅 := 100 * HORCALC(HYBLOCK, 105, 2, 0);
131
-当前涨幅:=(C-REF(C,1))/REF(C,1)*100;
132
-超额涨幅 := 当前涨幅 - 行业平均涨幅; 
133
-阈值 := MA(AMOUNT,20)/1000000; { 调整为百万元 }
134
-资金效率 := IF(成交额万元 > 阈值 AND 成交额万元 > 0, 超额涨幅 / LOG(成交额万元), 0);  
135
-资效分数:=IF(资金效率 >= 2, 权重资效, 
136
-        IF(资金效率 >= 1.5, 权重资效*0.8, 
137
-        IF(资金效率 >= 1.0, 权重资效*0.6, 
138
-        IF(资金效率 >= 0.5, 权重资效*0.4, 
139
-        0)))); 
140
-
141
-{ 波动率模型改进 }
142
-日收益率 := IF(REF(C,1)!=0, C/REF(C,1)-1, 0);
143
-真实波幅:=MAX(MAX(H-L,ABS(H-REF(C,1))),ABS(L-REF(C,1)));
144
-波动率:=MA(真实波幅,20)/REF(C,20); { ATR相对波动率 }
145
-VAR1:= -1.645 * 波动率 * SQRT(126);  { 半年周期 }
146
-波动分数:=IF(VAR1 > -0.05, 权重波动,
147
-IF(VAR1 > -0.1, 权重波动*0.8,
148
-IF(VAR1 > -0.15, 权重波动*0.6,
149
-IF(VAR1 > -0.2, 权重波动*0.4, 0))));
150
-
151
-{ 趋势判断增加流动性 }
152
-MID:=MA(C,20);
153
-UPPER:=MID + 2*STD(C,20);
154
-短期穿越1:= C > MA(C,5);
155
-短期穿越2:= MA(C,5) > MA(C,10);
156
-短期穿越3:= MA(C,10) > MA(C,20);
157
-BOLL穿越:=C > UPPER;
158
-
159
-{ 流动性风控 }
160
-流通市值:=FINANCE(40)/100000000;
161
-挂单厚度:=(DYNAINFO(58)+DYNAINFO(59))/CAPITAL;
162
-换手率条件:=DYNAINFO(37)>0.5 AND 流通市值>30 AND 挂单厚度>15; { 综合流动性 }
163
-
164
-趋势分1:=IF(换手率条件 AND 短期穿越1 AND 短期穿越2 AND 短期穿越3 AND BOLL穿越, 权重趋势,
165
-IF(换手率条件 AND 短期穿越1 AND 短期穿越2 AND 短期穿越3, 权重趋势*0.8,
166
-IF(换手率条件 AND 短期穿越1 AND 短期穿越2, 权重趋势*0.5,
167
-IF(换手率条件 AND 短期穿越1, 权重趋势*0.2,
168
-0))));
169
-
170
-DIFF := EMA(C,12) - EMA(C,26);
171
-DEA := EMA(DIFF,9);
172
-MACD确认 := CROSS(DIFF,DEA) AND BARSLAST(CROSS(DEA,DIFF))>5;
173
-趋势分2 :=趋势分1 * IF(MACD确认, 1.2, 1);
174
-趋势分数:=IF(趋势分2> 权重趋势, 权重趋势, 趋势分2);
175
-
176
-
177
-{ 风险控制增强 }
178
-大盘趋势:=INDEXC > MA(INDEXC,50) AND (DYNAINFO(60)/(DYNAINFO(60)+DYNAINFO(61)))>0.3;
179
-流通市值达标:=流通市值>30; { 提高市值门槛 }
180
-市盈率条件:=IF(STRCMP(DYNAINFO(39),'-')=0,0,IF(DYNAINFO(39)>0 AND DYNAINFO(39)<=50,1,0)); { 动态PE<50 }
181
-
182
-{ 增加财务因子 }
183
-ROE连续:=COUNT(FINANCE(30)>15,4)=4; { 近4年ROE>15% }
184
-研发占比:=FINANCE(64)/AMOUNT>0.05; { 研发费用率>5% }
185
-
186
-风险分数:=IF(SAFESCORE>80,
187
-            IF(流通市值达标, 权重风险*0.2, 0) 
188
-          + IF(市盈率条件, 权重风险*0.2, 0) 
189
-          + IF(大盘趋势, 权重风险*0.2, 0)
190
-          + IF(ROE连续, 权重风险*0.2, 0)
191
-          + IF(研发占比, 权重风险*0.2, 0)
192
-        ,0);
193
-
194
-{ 其他过滤 }
195
-量比下限:=0.8;
196
-市盈率极限:=IF(NOT(DYNAINFO(39)) OR DYNAINFO(39)<=0 OR DYNAINFO(39)>300,1,0);
197
-其他分数:=IF(量比<=量比下限,-10,0)+IF(市盈率极限,-10,0);
198
-
199
-{ 股票池过滤 }
200
-沪市主板:=CODELIKE('60') AND NOT(CODELIKE('688'));
201
-深市主板:=CODELIKE('000') OR CODELIKE('001') OR CODELIKE('002') OR CODELIKE('30');
202
-有效代码:=(沪市主板 OR 深市主板) AND NOT(NAMELIKE('ST')) AND NOT(NAMELIKE('*'));
203
-
204
-{ 总分计算 }
205
-信号强度初始:= (资金分数 + 量价分数 + 板块分数 + 资效分数 + 波动分数 + 趋势分数 + 风险分数 + 其他分数) * 有效代码;
206
-信号强度:=MAX(MIN(信号强度初始,100),0);
207
-
208
-{熔断条件}
209
-最高涨幅:=(H-REF(C,1))/REF(C,1)*100;
210
-涨幅上限:=IF((CODELIKE('688') OR CODELIKE('30')), 12, 6);
211
-熔断条件1:= 最高涨幅>=涨幅上限;{ 当前涨太高了 }
212
-熔断条件2:= (INDEXC/REF(INDEXC,5)-1)*100 < -2;{ 大盘瞬间暴跌停止买入建议 }
213
-买入阈值:=分数MIN + 5*(MARKET-2);
214
-买入信号:信号强度>=买入阈值 AND NOT(熔断条件1) AND NOT(熔断条件2);

+ 0 - 86
stock/通达信公式卖出1.txt

@@ -1,86 +0,0 @@
1
-{---------------------- 参数设置 ----------------------} 
2
-N1:=2; { 回撤阈值系数 } 
3
-N2:=3; { 开盘过滤时间(分钟) } 
4
-BUYPRICE:=0; {买入均价,手动输入实际值;若0则忽略止盈止损 } 
5
-STOPLOSS:=5; {止损阈值(%),亏损超过此值强制卖出 } 
6
-TAKEPROFIT:=10; {止盈阈值(%),盈利达到此值且有信号则卖出 }
7
-
8
-{---------------------- 基础数据重构 ----------------------} 
9
-分时均价 := DYNAINFO(11); 
10
-基准价 := MAX(OPEN, REF(C, 1)); { 取开盘与前收较高者 } 
11
-有效最高价 := HHV(C, 5);
12
-当前回撤 := (有效最高价 - C) / 基准价 * 100;
13
-
14
-{基于买入价的盈利/亏损计算 } 
15
-当前盈利 := IF(BUYPRICE > 0, (C - BUYPRICE) / BUYPRICE * 100, 0); 
16
-止损触发 := 当前盈利 <= -STOPLOSS; { 强制止损 } 
17
-止盈准备 := 当前盈利 >= TAKEPROFIT; { 止盈待信号确认 }
18
-
19
-{---------------------- 时间控制 ----------------------} 
20
-有效时段 := MACHINETIME > 093000 + N2*100 AND MACHINETIME < 145500; { 过滤开盘N2分钟 }
21
-
22
-{---------------------- 波动性修正 ----------------------} 
23
-TR1 := MAX(MAX(HIGH-LOW, ABS(REF(CLOSE,1)-HIGH)), ABS(REF(CLOSE,1)-LOW)); 
24
-ATR := MA(TR1, 14); 
25
-日内ATR := ATR * (FROMOPEN / 240); { 时间加权 } 
26
-动态回撤阈值 := IF(ATR > 5, 4, IF(ATR > 3, 3, 2.5)) * N1 * (1 + (ATR/REF(C,1)));
27
-
28
-{---------------------- 资金流向增强 ----------------------} 
29
-_DDX := (LARGEINTRDVOL - LARGEOUTTRDVOL)*10000/FINANCE(7); 
30
-_DDY := IF(TRADENUM > 0, (TRADEOUTNUM - TRADEINNUM)*100/TRADENUM, 0); 
31
-DDX质量 := MA(_DDX, 3) - MA(_DDX, 10); 
32
-DDY趋势 := SLOPE(_DDY, 5) < -0.1;
33
-
34
-DDX转负确认 := EVERY(_DDX < -0.3, 2) AND DDX质量 < 0; { 连续确认 } 
35
-DDY转负确认 := EVERY(_DDY < 0, 2) AND DDY趋势;
36
-
37
-{---------------------- 主力行为验证 ----------------------} 
38
-主力对倒:= (L2_AMO(1,3) > L2_AMO(1,2) * 1.2 AND L2_AMO(1,2) > 0) { 主卖与主买金额接近且活跃} 
39
-AND (L2_AMO(1,3) + L2_AMO(1,2)) > MA(VOL,10) * C * 0.5 { 大单交易额显著高于均值} 
40
-AND ABS((ACTOUTVOL - ACTINVOL)/(ACTOUTVOL + ACTINVOL)) < 0.3 { 买卖量相对均衡 } 
41
-AND L2_VOL(2,3)/MA(VOL,10) < 0.5; { 中单参与度低 }
42
-
43
-主动出货:= (L2_AMO(0,3) > L2_AMO(0,2)*2 AND L2_AMO(1,3) > L2_AMO(1,2)*1.5) { 大+超大单主卖强度} 
44
-AND L2_VOL(0,3)/VOL > 0.5 { 超大单卖量占比超50%} 
45
-AND (VOL/MA(VOL,5) > 1.5 OR VOL > MA(VOL,20)*2) { 放量验证 } 
46
-AND (C < O OR (C < REF(C,1) AND (H - C)/C > 0.03)) { 收阴线或长上影线 } 
47
-AND (H - L)/REF(C,1) > 0.06; { 振幅>6% }
48
-
49
-{---------------------- 量价关系优化 ----------------------} 
50
-有效量价背离 := COUNT(V < REF(V,1),3) >=2 { 近3日至少2日缩量 } 
51
-AND V < MA(V,20)*0.7 { 成交量 < 20日均量70% } 
52
-AND C > REF(HHV(C,10),1) { 收盘价创10日新高 } 
53
-AND C > O { 实体阳线 } 
54
-AND MACD.DIF < REF(MACD.DIF,1) { MACD动能减弱 } 
55
-AND (MFI(14) < 40 OR RSI(14) < 40); { 修改:阈值从50调至40,增强弱势过滤 }
56
-
57
-BOLL1:=MA(CLOSE,20); 
58
-BOLL上轨:= Tertiary:=BOLL1+2*STD(CLOSE,20); 
59
-假突破识别 := COUNT(C > BOLL上轨, 3) >= 1 { 布林带上轨 } 
60
-AND C < MA(C,20) AND COUNT(C < REF(C,1),2)>=1; { 添加2日收阴确认 }
61
-
62
-{---------------------- 板块动态评估修正版 ----------------------} 行业收盘 := HORCALC(HYBLOCK, 103, 2, 3); 行业涨幅 := HORCALC(HYBLOCK, 105, 2, 3); 行业成交 := HORCALC(HYBLOCK, 104, 2, 2);
63
-
64
-行业价格变动 := 行业收盘 - REF(行业收盘, 1); 
65
-行业上涨均值 := SMA(MAX(行业价格变动,0), 14, 1); 
66
-行业下跌均值 := SMA(ABS(MIN(行业价格变动,0)), 14, 1); 
67
-行业RSI := 行业上涨均值 / (行业上涨均值 + 行业下跌均值) * 100;
68
-
69
-板块弱势 := 行业RSI < 40 { RSI弱势 } AND 行业涨幅 < REF(行业涨幅, 1) { 涨幅环比下降 } 
70
-AND 行业成交 < REF(MA(行业成交, 5), 1) AND C < MA(C,60); { 趋势过滤,仅弱势趋势下生效 }
71
-
72
-龙头收盘 := HORCALC(HYBLOCK, 103, 1, 3);
73
-龙头回调 := 龙头收盘 / REF(龙头收盘, 1) < 0.97 AND 行业RSI < 50;
74
-
75
-{---------------------- 信号集成 ----------------------} 
76
-卖出条件1 := 当前回撤 >= 动态回撤阈值 AND CROSS(分时均价, C) AND COUNT(C < 分时均价, 10) >= 3;
77
-卖出条件2 := (DDX转负确认 AND 主动出货) OR (DDY转负确认 AND 主力对倒);
78
-卖出条件3 := (有效量价背离 AND 板块弱势) OR (DYNAINFO(58)/DYNAINFO(59) < 0.3 AND 龙头回调);
79
-卖出条件4 := 止损触发 OR (止盈准备 AND (卖出条件1 OR 卖出条件2 OR 卖出条件3)); { 止盈止损整合,止损优先 }
80
-
81
-综合信号 : (卖出条件1 + 卖出条件2 + 卖出条件3 + 卖出条件4) >= 2 
82
-AND 有效时段 AND VOL > MA(VOL,5)*1.0 AND NOT(假突破识别);
83
-
84
-{---------------------- 可视化输出 ----------------------} 
85
-DRAWICON(综合信号, C, 2); { 卖出箭头 } 
86
-STICKLINE(综合信号, O, C, 3, 0), COLORRED; { 红K线突出 }

+ 0 - 135
stock/通达信公式卖出2.txt

@@ -1,135 +0,0 @@
1
-{ 持有股票名称和成本价 }
2
-BUYDATE1:=1000000+250819;
3
-NAME1:='600487';
4
-PRICE1:=18.76;
5
-
6
-BUYDATE2:=BUYDATE1;
7
-NAME2:='301171';
8
-PRICE2:=34.10;
9
-
10
-BUYDATE3:=1000000+250818;
11
-NAME3:='301165';
12
-PRICE3:=74.57;
13
-
14
-BUYDATE4:=BUYDATE3;
15
-NAME4:='300806';
16
-PRICE4:=23.40;
17
-
18
-MYBUYPRICE:=IF(CODELIKE(NAME1),PRICE1,IF(CODELIKE(NAME2),PRICE2,IF(CODELIKE(NAME3),PRICE3,IF(CODELIKE(NAME4),PRICE4,0)))); 
19
-MYBUYDATE:=IF(CODELIKE(NAME1),BUYDATE1,IF(CODELIKE(NAME2),BUYDATE2,IF(CODELIKE(NAME3),BUYDATE3,IF(CODELIKE(NAME4),BUYDATE4,0)))); 
20
-持仓天数 :=DATETODAY(DATE)-DATETODAY(MYBUYDATE);
21
-
22
-{ ===================== 参数设置 ===================== }
23
-N1_BASE:=2;     
24
-N2:=3;          
25
-N3:=2;          
26
-N4_BASE:=1.5;   
27
-N5:=0.5;        
28
-N6:=-5;         
29
-STOPLOSS:=5;    
30
-TAKEPROFIT:=10; 
31
-
32
-创业板标识 := CODELIKE('300') OR CODELIKE('301');
33
-N1 := IF(创业板标识, 2.75, N1_BASE);   
34
-N4 := IF(创业板标识, 2.25, N4_BASE);   
35
-
36
-{ ===================== 时间控制 ===================== }
37
-集合竞价时段 := MACHINETIME>=092500 AND MACHINETIME<=093000;
38
-上午开盘后 := MACHINETIME >= (093000 + N2*100) AND MACHINETIME <= 113000;
39
-下午开盘后 := MACHINETIME >= 130000 AND MACHINETIME <= 145500;
40
-有效时段 := 上午开盘后 OR 下午开盘后;
41
-
42
-{ ===================== 基础数据 ===================== }
43
-TR1 := MAX(MAX(H-L, ABS(REF(C,1)-H)), ABS(REF(C,1)-L));
44
-相对ATR := MA(TR1,14)/REF(C,1)*100;
45
-日内系数 := FROMOPEN/240;  
46
-分时均价 := DYNAINFO(11);          
47
-基准价 := MAX(O, REF(C,1));        
48
-
49
-持续高波动 := BARSLASTCOUNT(相对ATR > 0.5);
50
-高波动天数 := SUM(相对ATR > 0.5, 100);
51
-有效周期 := IF(相对ATR > 0.5, MIN(MAX(持续高波动, 高波动天数), 30), 10);
52
-有效最高价 := HHV(H, 有效周期);
53
-当前回撤 := IF(基准价>0, (有效最高价 - C)/基准价*100, 0);
54
-
55
-{ ===================== 集合竞价策略 ===================== }
56
-集合竞价低开 := (O-REF(C,1))/REF(C,1)*100;
57
-集合卖出 := 集合竞价时段 AND (
58
-    (MYBUYPRICE>0 AND (O - MYBUYPRICE)/MYBUYPRICE*100 <= -STOPLOSS) 
59
-    OR 集合竞价低开 < N6
60
-);
61
-
62
-{ ===================== 动态止盈止损 ===================== }
63
-当前盈利 := IF(MYBUYPRICE>0, (C - MYBUYPRICE)/MYBUYPRICE*100, 0);
64
-动态止损 := MAX(STOPLOSS, 1.2 * 相对ATR);
65
-动态止盈 := MAX(TAKEPROFIT, 当前盈利 - N4 * 相对ATR);
66
-
67
-止损触发瞬时 := MYBUYPRICE>0 AND 当前盈利 <= -动态止损;
68
-止盈准备瞬时 := MYBUYPRICE>0 AND 当前盈利 >= 动态止盈;
69
-
70
-{ ---- 锁定逻辑 ---- }
71
-止损锁定 := IF(BARSLAST(止损触发瞬时)=DRAWNULL,0, BARSLAST(止损触发瞬时)< 10000);
72
-止盈准备锁定 := IF(BARSLAST(止盈准备瞬时)=DRAWNULL,0, BARSLAST(止盈准备瞬时)< 10000);
73
-
74
-{ ===================== 动态回撤阈值 ===================== }
75
-动态回撤阈值 := (1 + 相对ATR/100) * N1 * (1 - 0.3*日内系数) * N3;
76
-
77
-{ ===================== 量价动能 ===================== }
78
-缩量回落 := V < MA(V,20) * 0.8;
79
-DIF := EMA(C,12)-EMA(C,26);
80
-动能转弱 := DIF < REF(DIF,1) AND MACD<0;
81
-下破均价 := C < 分时均价 AND REF(C,1) >= REF(分时均价,1);
82
-
83
-{ ===================== 板块计算 ===================== }
84
-行业涨幅 := HORCALC(HYBLOCK,105,2,3);
85
-板块弱势 := 行业涨幅 < REF(行业涨幅,1) AND 行业涨幅 < 0;
86
-
87
-{ ===================== L2信号 ===================== }
88
-主力对倒 := L2_AMO(1,3) > L2_AMO(1,2)*1.2 
89
-        AND (L2_AMO(1,3)+L2_AMO(1,2)) > MA(V,10)*C*0.3;
90
-主动出货 := L2_AMO(0,3) > L2_AMO(0,2)*2 
91
-        AND L2_VOL(0,3)/V > 0.3 
92
-        AND V/MA(V,5) > 1.2;
93
-
94
-{ ===================== 信号分层 ===================== }
95
-强制卖出 := 止损锁定 OR 主动出货;
96
-
97
-HS300C:="399300$C";
98
-HS300ATR:= MA(ABS(REF(HS300C,1)-HS300C),14)/REF(HS300C,1)*100;
99
-大盘弱势:=HS300C < REF(HS300C,1) * (1 - HS300ATR*N5/100);
100
-
101
-弱信号1 := (当前回撤 >= 动态回撤阈值) AND 下破均价;
102
-弱信号2 := 缩量回落 AND 动能转弱;
103
-弱信号3 := 板块弱势;
104
-弱信号4 := 主力对倒;
105
-弱信号5 := 大盘弱势;
106
-
107
-组合卖出 := (弱信号1 + 弱信号2*2 + 弱信号3 + 弱信号4 + 弱信号5) >= 3;
108
-
109
-{ ===================== 成交过滤 ===================== }
110
-基础过滤 := V > MA(V,5)*0.7;
111
-紧急情况 := (REF(C,1)-C)/REF(C,1)*100 > 5 
112
-          OR (止损锁定 AND EVERY(V < MA(V,5)*0.8, 3))
113
-          OR C <= ROUND(REF(C,1)*0.9*100)/100;
114
-创业板紧急情况 := (REF(C,1)-C)/REF(C,1)*100 > 4 
115
-               OR (止损锁定 AND EVERY(V < MA(V,5)*0.8, 2))
116
-               OR C <= ROUND(REF(C,1)*0.86*100)/100;
117
-成交过滤 := IF(创业板标识, 基础过滤 OR 创业板紧急情况, 基础过滤 OR 紧急情况);
118
-
119
-{ ===================== 综合信号 ===================== }
120
-综合信号瞬时 := MYBUYPRICE>0 AND (
121
-        集合卖出 
122
-        OR (有效时段 AND (强制卖出 OR 组合卖出))
123
-        OR (止盈准备锁定 AND (强制卖出 OR 组合卖出))
124
-    )
125
-    AND 成交过滤
126
-    AND 持仓天数>=1;
127
-
128
-{ ---- 综合信号锁定(记忆功能) ---- }
129
-综合信号锁定 := IF(BARSLAST(综合信号瞬时)=DRAWNULL,0, BARSLAST(综合信号瞬时)< 10000);
130
-
131
-{ ---- 自动清零逻辑:新建仓时重置 ---- }
132
-综合信号 : IF(MYBUYPRICE>0, 综合信号锁定, 0);
133
-
134
-{ ===================== 可视化 ===================== }
135
-DRAWICON(综合信号, L*0.98, 2);