[AI量化反包王]选股器的定位及效果
[AI量化反包王]选股器的核心逻辑是通过AI量化资金监测、动能加速、增益因子、动量监测等分析技术,及时、准确发掘出今日断板,明日反包的个股(今日买入次日卖,虽断板但动能在增加),是专业性的量化工具。
[AI量化反包王]选股器采用2024年数据回测,T+1交易方式胜利率高达85%(同类平均水平为46%)、次日涨停概率高达63%
{FDP趋势操盘主图源码如下}
SWL:(EMA(CLOSE,10)*7+EMA(CLOSE,20)*3)/10;
SWS:DMA(EMA(CLOSE,20),MAX(1,100*(SUM(VOL,5)/(3*CAPITAL)))),COLORWHITE,DOTLINE;
DRAWBAND(SWL,RGB(255,50,50),SWS,RGB(64,204,208));
STICKLINE(C>O,C,O,2.8,0),COLORRED;
DRAWKLINE(HIGH,OPEN,LOW,CLOSE);
JRH:=HHV(C,2);
JRL:=LLV(C,2);
MA3:=MA(CLOSE,3);
YTSL:=(3*CLOSE+LOW+OPEN+HIGH)/6;
VAR1:=(CLOSE>REF(CLOSE,1) AND CLOSE>REF(CLOSE,2));
VAR2:=(REF(VAR1,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR3:=(REF(VAR2,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR4:=(REF(VAR3,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR5:=(REF(VAR4,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR6:=(REF(VAR5,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR7:=(REF(VAR6,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR8:=(REF(VAR7,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR9:=(REF(VAR8,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VARA:=(REF(VAR9,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VARB:=(REF(VARA,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VARC:=(REF(VARB,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VARD:=(CLOSE< REF(CLOSE,1) AND CLOSE< REF(CLOSE,2));
VARE:=(REF(VARD,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VARF:=(REF(VARE,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR10:=(REF(VARF,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR11:=(REF(VAR10,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR12:=(REF(VAR11,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR13:=(REF(VAR12,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR14:=(REF(VAR13,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR15:=(REF(VAR14,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR16:=(REF(VAR15,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR17:=(REF(VAR16,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2));
VAR18:=(REF(VAR17,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2));
VAR19:=((REF(VARD OR VARE OR VARF OR VAR10 OR VAR11 OR VAR12 OR VAR13 OR VAR14 OR VAR15 OR VAR16 OR VAR17 OR VAR18,1)) AND VAR1);
VAR1A:=((REF(VAR1 OR VAR2 OR VAR3 OR VAR4 OR VAR5 OR VAR6 OR VAR7 OR VAR8 OR VAR9 OR VARA OR VARB OR VARC,1)) AND VARD);
红色持股:VAR1 OR VAR2 OR VAR3 OR VAR4 OR VAR5 OR VAR6 OR VAR7 OR VAR8 OR VAR9 OR VARA OR VARB OR VARC,COLOR0000FF,NODRAW;
离场:=IF(红色持股,JRL,DRAWNULL);
明离场价:=离场,COLORFF99FF,NODRAW;
今离场价:REF(离场,1)COLOR0000FF,NODRAW;
青色观望:VARD OR VARE OR VARF OR VAR10 OR VAR11 OR VAR12 OR VAR13 OR VAR14 OR VAR15 OR VAR16 OR VAR17 OR VAR18,COLORFFFF00,NODRAW;
进:=IF(青色观望,JRH,DRAWNULL);
明进场价:=进,COLOR33AACC,NODRAW;
今进场价:REF(明进场价,1),COLORFF0000,NODRAW;
短买:VAR19,COLOR33AACC,NODRAW;
白色离场:VAR1A,COLORFF99FF,NODRAW;
急速超跌:(CLOSE-MA(CLOSE,34))/MA(CLOSE,34)*100< -14,COLORFFFFFF,NODRAW;
上市日期年:REF(YEAR,BARSCOUNT(CLOSE)-1),NODRAW,COLOR0000FF;
月:REF(MONTH,BARSCOUNT(CLOSE)-1),NODRAW,COLORFF00FF;
日:REF(DAY,BARSCOUNT(CLOSE)-1),NODRAW,COLOR00FFFF;
辰星线:=(20*YTSL+19*REF(YTSL,1)+18*REF(YTSL,2)+17*REF(YTSL,3)+16*REF(YTSL,4)+15*REF(YTSL,5)+14*REF(YTSL,6)+13*REF(YTSL,7)+12*REF(YTSL,8)+11*REF(YTSL,9)+10*REF(YTSL,10)+9*REF(YTSL,11)+8*REF(YTSL,12)+7*REF(YTSL,13)+6*REF(YTSL,14)+5*REF(YTSL,15)+4*REF(YTSL,16)+3*REF(YTSL,17)+2*REF(YTSL,18)+REF(YTSL,20))/211,COLOR0000FF;
牵牛线:=MA(CLOSE,26),COLORFF00FF;
等待:=IF(MA3>辰星线,辰星线,MA3);
STICKLINE(ISLASTBAR AND (红色持股 OR REF(红色持股,1)=1),今离场价,今离场价,2.8,1),COLORRED;
STICKLINE(ISLASTBAR AND (青色观望 OR REF(青色观望,1)=1),今进场价,今进场价,2.8,1),COLORC0C0C0;
STICKLINE(C>=O,L,H,0,0),COLORRED;
STICKLINE(C< O, L,H,0,0),COLOR00BD00;
STICKLINE(C>=O,C,O,2.8,0),COLORRED;
STICKLINE(红色持股,C,O,2.8,0),COLORRED;
STICKLINE(青色观望,C,O,2.8,0),COLORC0C0C0;
CO:=(C-O);
STICKLINE(急速超跌,O,C-CO/2,2.8,0),COLORC0C0C0;
STICKLINE(短买,O,C,2.8,0),COLOR00FFFF;
STICKLINE(白色离场,O,C,2.8,0),COLORFF00FF;
DRAWTEXT(短买,REF(L,1)*0.999,'←主力买入'),COLORFF0000;
DRAWTEXT(白色离场,REF(H,1)*1.001,'←主力卖出'),COLORFF00FF;
E:=(HIGH+LOW+OPEN+2*CLOSE)/5;
明日阻力:=2*E-LOW;
明日支撑:=2*E-HIGH;
明日突破:=E+(HIGH-LOW);
明日反转:=E-(HIGH-LOW);
今日阻力:=REF(明日阻力 , 1);
今日支撑:=REF(明日支撑 , 1);
DRAWTEXT_FIX(C!=0,0.90,0.88,0,STRCAT('支撑:',STRCAT(CON2STR(明日支撑,2),' 元'))),COLORRED;
DRAWTEXT_FIX(C!=0,0.90,0.96,0,STRCAT('反转:',STRCAT(CON2STR(明日反转,2),' 元'))),COLORYELLOW;
X1:=IF(MA(C,5)>MA(C,10),20,0);
X2:=IF(MA(C,20)>MA(C,60),10,0);
X3:=IF(KDJ.J>KDJ.K,10,0);
X4:=IF(MACD.DIF>MACD.DEA,10,0);
X5:=IF(MACD.MACD>0,10,0);
X6:=IF(V>MA(V,60),10,0);
X7:=IF(WINNER(C)>0.5,10,0);
X8:=IF(C/REF(C,1)>1.03,10,0);
XX:=X1+X2+X3+X4+X5+X6+X7+X8;
DRAWTEXT_FIX(V>O,0.90,0.80,0,STRCAT('量化评分:',STRCAT(CON2STR(XX,2),' '))),COLORFFC0CB;
{AI量化反包王副图源码如下}
ZT:=C>=ZTPRICE(REF(C,1),0.1)-0.01; {定义涨停:收盘价达到涨停价(考虑计算误差)}
COND_T:=HIGH>=ZTPRICE(REF(C,1),0.1) AND C<ZTPRICE(REF(C,1),0.1); {T日开板:曾触涨停但未封住}
{条件1:T-1涨停、T-2涨停、T-3非涨停,且T-4至T-8连续5日非涨停}
COND1:=REF(ZT,1) AND REF(ZT,2) AND NOT(REF(ZT,3))
AND NOT(REF(ZT,4)) AND NOT(REF(ZT,5)) AND NOT(REF(ZT,6)) AND NOT(REF(ZT,7)) AND NOT(REF(ZT,8));
{条件2:T-1涨停、T-2涨停、T-3涨停、T-4非涨停,且T-5至T-9连续5日非涨停}
COND2:=REF(ZT,1) AND REF(ZT,2) AND REF(ZT,3) AND NOT(REF(ZT,4))
AND NOT(REF(ZT,5)) AND NOT(REF(ZT,6)) AND NOT(REF(ZT,7)) AND NOT(REF(ZT,8)) AND NOT(REF(ZT,9));
{ --- 增益因子(能量效率)--- }
X2 := (CLOSE - REF(CLOSE, 1)) / REF(CLOSE, 1) * 100;
X6 := VOL;
X10 := X2 * X6;
阴线效率 := ABS(SUM(IF(X10 < 0, X10, 0), 7));
阳线效率 := SUM(IF(X10 > 0, X10, 0), 7);
X14 := 20; { 原28 → 缩短周期提高灵敏度 }
X15 := (阴线效率 + 阳线效率) / 2;
X16 := STD(MAX(阴线效率, 阳线效率), X14);
X18 := MA(X15, X14);
X19 := X18 + 1.8 * X16; { 原1.6 → 提升红紫柱阈值 }
红柱条件 := 阳线效率 > 阴线效率 AND 阳线效率 >= X18;
红紫柱条件 := 阳线效率 > 阴线效率 AND 阳线效率 > X19;
红柱长度 := 阳线效率 - MAX(X18, 阴线效率);
红紫柱长度 := 阳线效率 - MAX(X19, 阴线效率);
红柱昨长 := REF(红柱长度, 1);
红紫柱昨长 := REF(红紫柱长度, 1);
昨日红柱达标 := 红柱昨长 >= 5; { 原7 → 降低绝对值要求 }
昨日红紫柱达标 := 红紫柱昨长 >= 5; { 原7 → 同步调整 }
策略1选股 := (红柱条件 AND 红柱长度 >= 1.3 * 红柱昨长 AND 昨日红柱达标)AND(红紫柱条件 AND 红紫柱长度 >= 1.3 * 红紫柱昨长 AND 昨日红紫柱达标);
{ 增长倍数1.4→1.3 → 避免过度过滤 };
{ --------- 策略2:红柱动能筛选 --------- }
VAR2_1 := VOL / MA(VOL, 5);
VAR2_2 := CLOSE / REF(CLOSE, 1);
VAR2_3 := SUM(VOL * (HIGH - LOW), 5) / SUM(VOL, 5);
VAR2_4 := EMA(VAR2_3, 5);
VAR2_5 := EMA(VAR2_4, 10);
动能柱 := VAR2_4 - VAR2_5;
红柱合力 := 动能柱 > 0 AND VAR2_1 > 2.0 AND VAR2_2 > 1.03;
红柱未合力 := 动能柱 > 0 AND (VAR2_1 < 2.0 OR VAR2_2 < 1.03);
排除条件1 := 动能柱 > 0 AND VAR2_1 < 1.5 AND VAR2_2 < 1.02;
排除条件2 := 动能柱 < 0 AND VAR2_1 < 1.0 AND VAR2_2 < 1.0;
排除条件3 := 动能柱 < 0 AND VAR2_1 > 1.5 AND VAR2_2 > 1.0;
策略2条件 := (红柱合力 OR 红柱未合力) AND NOT (排除条件1 OR 排除条件2 OR 排除条件3);
XG:COND_T AND (COND1 OR COND2) AND 策略1选股 AND 策略2条件; {最终选股条件};