miaoguo_system_server/stock/通达信公式买入9_在线使用最终版.txt

{ 动态市场状态模型 }
FS:=70;
分数MIN:=IF(MACHINETIME<094500,FS-15,IF(MACHINETIME<100000,FS-10,IF(MACHINETIME<130000,FS-5,FS)));

{ 市场牛熊判断 }
N1:=21;
N2:=55;
VOL_RATIO:=1.2;
ATR_PERIOD:=14;
ANGLE:=5;

EMA_INDEX:=EMA(INDEXC,N1);
LONG_EMA_INDEX:=EMA(INDEXC,N2);
TREND_ANGLE:=IF(REF(EMA_INDEX,5)!=0, ATAN((EMA_INDEX/REF(EMA_INDEX,5)-1)*100)*180/3.1416, 0);
VOL_MA:=MA(INDEXV,N2);

INDEX_ATR:=MA(TR,ATR_PERIOD);
LOW_VOLATILITY:=INDEX_ATR/REF(INDEX_ATR,5)<0.7;

COND_BULL:=
    EMA_INDEX > LONG_EMA_INDEX AND
    COUNT(TREND_ANGLE>ANGLE,3)>=2 AND 
    EVERY(INDEXV>VOL_MA*VOL_RATIO,3) AND 
    NOT(LOW_VOLATILITY);

COND_BEAR:=
    EMA_INDEX < LONG_EMA_INDEX AND
    COUNT(TREND_ANGLE<-ANGLE,3)>=2 AND
    EVERY(INDEXV<VOL_MA*0.7,3) AND
    INDEX_ATR > REF(INDEX_ATR,5)*1.3;

HY_EMA:=EMA(HY_INDEXC,N1);
HY_TREND_ANGLE:= IF(REF(HY_EMA,5)!=0, ATAN((HY_EMA/REF(HY_EMA,5)-1)*100)*180/3.1416, 0);
STRONG_INDUSTRY:=
    HY_EMA > EMA(HY_INDEXC,N2) AND
    HY_TREND_ANGLE > ANGLE AND
    COUNT(HY_INDEXV>MA(HY_INDEXV,N2)*VOL_RATIO,5)>=3;

WEAK_INDUSTRY:=
    HY_EMA < EMA(HY_INDEXC,N2) AND
    HY_TREND_ANGLE < -ANGLE AND
    MA(HY_INDEXV,N2)/REF(MA(HY_INDEXV,N2),5)<0.8;

HS300C:="399300$CLOSE";
REL_STR:=IF(REF(C,N1)!=0 AND REF(HS300C,N1)!=0, (C/REF(C,N1)) / (HS300C/REF(HS300C,N1)) - 1, 0);
IND_BULL:=FILTER(REL_STR>0.12 AND REL_STR>REF(REL_STR,1),3);
IND_BEAR:=FILTER(REL_STR<-0.18 AND REL_STR<REF(REL_STR,1),3);

WEEK_EMA:=EMA(C#WEEK,5);
WEEK_TREND:=WEEK_EMA>REF(WEEK_EMA,3);

BULL_SCORE:=(COND_BULL + STRONG_INDUSTRY + IND_BULL + WEEK_TREND)>=3;
BEAR_SCORE:=(COND_BEAR + WEAK_INDUSTRY + IND_BEAR + NOT(WEEK_TREND))>=3;

MARKET:=IF(BULL_SCORE,1, IF(BEAR_SCORE,2,3));{1:牛市,2:熊市,3:震荡市或不确定};

{ 动态权重 - 根据市场强度调整 }
牛熊强度:=EMA_INDEX/LONG_EMA_INDEX-1; 
权重主力 :=IF(MARKET==1, 50*(1+牛熊强度), IF(MARKET==3,35,40));
权重量价 :=IF(MARKET==1, 20, IF(MARKET==3, 5,10));
权重板块 :=IF(MARKET==1, 30*(1+牛熊强度/2), IF(MARKET==3,15,30));
权重资效 :=IF(MARKET==1, 0, IF(MARKET==3,20,5));
权重波动 := IF(MARKET==1, 0, IF(MARKET==3,10,5));
权重趋势 := IF(MARKET==1, 0, IF(MARKET==3,5,5));
权重风险 := IF(MARKET==1, 0, IF(MARKET==3,10,5));

{ 主力资金增强 - 加入北向资金 }

北向占比1:= GPJYVALUE(6,1,1);
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 }


权重DDX:=IF(北向占比2=0,权重主力*0.6,权重主力*0.5);
权重DDY:=IF(北向占比2=0,权重主力*0.4,权重主力*0.3);
权重北向:=IF(北向占比2=0,0,权重主力*0.2);

_DDX:=(LARGEINTRDVOL-LARGEOUTTRDVOL)*10000/CAPITAL;
_DDY:=IF(TRADENUM>0,(TRADEOUTNUM-TRADEINNUM)*100/TRADENUM,0);

资金分DDX:= 权重DDX * MIN(1, MAX(0, (_DDX - 0.3)/(1.4 - 0.3)));
资金分DDY:= 权重DDY * MIN(1, MAX(0, (_DDY - 10)/(30 - 10)));
资金分北向:= 权重北向 * MIN(1, MAX(0, 北向占比2/3)); { 3%为阈值 }
资金分数:=资金分DDX + 资金分DDY + 资金分北向;

{ 量价模型优化 - 解决早盘失效 }
量比:=DYNAINFO(17);
量比MIN:= 2 + (INDEXV / REF(INDEXV,20) - 1) * 0.5; { 调整量比阈值 }
量比判断:=量比 > 量比MIN;

现价:=C;
分时均价:=IF(MACHINETIME>093000, DYNAINFO(11), REF(DYNAINFO(11),1)); { 早盘用前日数据 }

日内涨幅:=(C-OPEN)/OPEN*100;
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 }

LC:=REF(CLOSE,1);
RSI_VAL:=SMA(MAX(CLOSE-LC,0),N1,1)/SMA(ABS(CLOSE-LC),N1,1)*100;
RSI上限:=70;

OBV_VAL:=SUM(IF(C>REF(C,1),V,IF(C<REF(C,1),-V,0)),0);
OBV_MA:=MA(OBV_VAL,5);
OBV确认:=OBV_VAL > OBV_MA;

量价初始分:=IF(量比判断, 权重量价*0.3, 0)  + 
           IF(现价>分时均价, 权重量价*0.3 , 0)  + 
           IF(早盘涨幅, 权重量价*0.2, 0) + 
           IF(OBV确认, 权重量价*0.2, 0);
量价分数:=IF(MARKET=1, 量价初始分, IF(RSI_VAL<RSI上限, 量价初始分, 0));

{ 行业排名使用内置函数 }
行业排名:=HORCALC(HYBLOCK, 105, 1, 0);
行业热度:=HORCALC(HYBLOCK, 105, 2, 0)*100;

板块分数:=IF(行业热度>=0, 
		ROUND(
		IF(行业排名<=2, 权重板块*0.6, 
		IF(行业排名<=3, 权重板块*0.5, 
		IF(行业排名<=5, 权重板块*0.4, 
		IF(行业排名<=10, 权重板块*0.2, 
		IF(行业排名<=20, 权重板块*0.1, 
		0)))))
          + IF(行业热度>=3, 权重板块*0.4, 
			IF(行业热度>=2, 权重板块*0.3,  
			IF(行业热度>=1, 权重板块*0.2, 
		0)))),
		0);

{ 资金效率优化 }
成交额万元 := AMOUNT/10000;  
行业平均涨幅 := 100 * HORCALC(HYBLOCK, 105, 2, 0);
当前涨幅:=(C-REF(C,1))/REF(C,1)*100;
超额涨幅 := 当前涨幅 - 行业平均涨幅; 
阈值 := MA(AMOUNT,20)/1000000; { 调整为百万元 }
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);  
资效分数:=IF(资金效率 >= 2, 权重资效, 
        IF(资金效率 >= 1.5, 权重资效*0.8, 
        IF(资金效率 >= 1.0, 权重资效*0.6, 
        IF(资金效率 >= 0.5, 权重资效*0.4, 
        0)))); 

{ 波动率模型改进 }
日收益率 := IF(REF(C,1)!=0, C/REF(C,1)-1, 0);
真实波幅:=MAX(MAX(H-L,ABS(H-REF(C,1))),ABS(L-REF(C,1)));
波动率:=MA(真实波幅,20)/REF(C,20); { ATR相对波动率 }
VAR1:= -1.645 * 波动率 * SQRT(126);  { 半年周期 }
波动分数:=IF(VAR1 > -0.05, 权重波动,
IF(VAR1 > -0.1, 权重波动*0.8,
IF(VAR1 > -0.15, 权重波动*0.6,
IF(VAR1 > -0.2, 权重波动*0.4, 0))));

{ 趋势判断增加流动性 }
MID:=MA(C,20);
UPPER:=MID + 2*STD(C,20);
短期穿越1:= C > MA(C,5);
短期穿越2:= MA(C,5) > MA(C,10);
短期穿越3:= MA(C,10) > MA(C,20);
BOLL穿越:=C > UPPER;

{ 流动性风控 }
流通市值:=FINANCE(40)/100000000;
挂单厚度:=(DYNAINFO(58)+DYNAINFO(59))/CAPITAL;
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 }

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,
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,
IF(换手率条件 AND 短期穿越1 AND 短期穿越2, 权重趋势*0.5,
IF(换手率条件 AND 短期穿越1, 权重趋势*0.2,
0))));

DIFF := EMA(C,12) - EMA(C,26);
DEA := EMA(DIFF,9);
MACD确认 := CROSS(DIFF,DEA) AND BARSLAST(CROSS(DEA,DIFF))>5;
趋势分2 :=趋势分1 * IF(MACD确认, 1.2, 1);
趋势分数:=IF(趋势分2> 权重趋势, 权重趋势, 趋势分2);


{ 风险控制增强 }
大盘趋势:=INDEXC > MA(INDEXC,50) AND (DYNAINFO(60)/(DYNAINFO(60)+DYNAINFO(61)))>0.3;
流通市值达标:=流通市值>30; { 提高市值门槛 }
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 }

{ 增加财务因子 }
ROE连续:=COUNT(FINANCE(30)>15,4)=4; { 近4年ROE>15% }
研发占比:=FINANCE(64)/AMOUNT>0.05; { 研发费用率>5% }

风险分数:=IF(SAFESCORE>80,
            IF(流通市值达标, 权重风险*0.2, 0) 
          + IF(市盈率条件, 权重风险*0.2, 0) 
          + IF(大盘趋势, 权重风险*0.2, 0)
          + IF(ROE连续, 权重风险*0.2, 0)
          + IF(研发占比, 权重风险*0.2, 0)
        ,0);

{ 其他过滤 }
量比下限:=0.8;
市盈率极限:=IF(NOT(DYNAINFO(39)) OR DYNAINFO(39)<=0 OR DYNAINFO(39)>300,1,0);
其他分数:=IF(量比<=量比下限,-10,0)+IF(市盈率极限,-10,0);

{ 股票池过滤 }
沪市主板:=CODELIKE('60') AND NOT(CODELIKE('688'));
深市主板:=CODELIKE('000') OR CODELIKE('001') OR CODELIKE('002') OR CODELIKE('30');
有效代码:=(沪市主板 OR 深市主板) AND NOT(NAMELIKE('ST')) AND NOT(NAMELIKE('*'));

{ 总分计算 }
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;
信号强度:=MAX(MIN(信号强度初始,100),0);

{熔断条件}
最高涨幅:=(H-REF(C,1))/REF(C,1)*100;
涨幅上限:=IF((CODELIKE('688') OR CODELIKE('30')), 12, 6);
熔断条件1:= 最高涨幅>=涨幅上限;{ 当前涨太高了 }
熔断条件2:= (INDEXC/REF(INDEXC,5)-1)*100 < -2;{ 大盘瞬间暴跌停止买入建议 }
买入阈值:=分数MIN + 5*(MARKET-2);
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);