指标通过三个维度筛选强势股:
趋势:20/30/60日均线呈多头排列且20日均线持续向上;
位置:股价突破所有均线并创60日新高;
量能:当日成交量显著放大且5日均量高于20日均量。
配合MACD金叉和3%以上中阳线,形成多头共振信号。操作策略为在满足全部条件时介入,注意需结合大盘环境判断。
MA20 := MA(C, 20);
MA30 := MA(C, 30);
MA60 := MA(C, 60);
条件趋势 := MA20 > MA30 AND MA30 > MA60 AND EVERY(MA20 > REF(MA20, 1), 5);
条件位置 := C > MA20 AND C > MA30 AND C > MA60 AND C >= HHV(H, 60);
VOL_MA5 := MA(VOL, 5);
VOL_MA20 := MA(VOL, 20);
条件量能 := VOL > VOL_MA5 * 1.5 AND VOL_MA5 > VOL_MA20 * 1.2;
DIFF := EMA(CLOSE, 12) - EMA(CLOSE, 26);
DEA := EMA(DIFF, 9);
MACD := 2*(DIFF-DEA);
条件MACD := DIFF > 0 AND DEA > 0 AND DIFF > REF(DIFF, 1);
条件K线 := C > O AND (C/REF(C,1)-1)*100 > 3;
选股: 条件趋势 AND 条件位置 AND 条件量能 AND 条件MACD AND 条件K线;