指标名为“涨停基因”,用于量化股票在特定条件下的强势特征。
核心逻辑是:根据股票过去120个交易日内涨停板出现的次数,结合当日开盘涨幅是否大于3%,来分配一个从35到85不等的“基因”分值。涨停次数越多,分值越高。它首先判断公司类型以确定涨停阈值,然后计算历史涨停频率,最后通过多重条件判断输出代表强势程度的数值。
NE:=IF(FINANCE(3)=3 OR FINANCE(3)=4,0.2,0.1);
涨停:=C+0.01>=ZTPRICE(REF(C,1),NE) AND C=H;
开幅大于三:=O/REF(C,1)>=1.03;
涨停基因:IF(REF(COUNT(涨停,120),1)>=20 AND BARSCOUNT(C)>=20 AND 开幅大于三,85,IF(REF(COUNT(涨停,120),1)>=18 AND REF(COUNT(涨停,120),1)<20 AND BARSCOUNT(C)>=20 AND 开幅大于三,80,
IF(REF(COUNT(涨停,120),1)>=15 AND REF(COUNT(涨停,120),1)<18 AND BARSCOUNT(C)>=20 AND 开幅大于三,75,IF(REF(COUNT(涨停,120),1)>=12 AND REF(COUNT(涨停,120),1)<15 AND BARSCOUNT(C)>=20 AND 开幅大于三,70,
IF(REF(COUNT(涨停,120),1)>=9 AND REF(COUNT(涨停,120),1)<12 AND BARSCOUNT(C)>=20 AND IF(DATE<=1200815,1,0) AND 开幅大于三,65,IF(COUNT(涨停,120)>=9 AND COUNT(涨停,120)<12 AND BARSCOUNT(C)>=20 AND 开幅大于三,60,
IF(REF(COUNT(涨停,120),1)>=7 AND REF(COUNT(涨停,120),1)<9 AND BARSCOUNT(C)>=20 AND 开幅大于三,55,IF(REF(COUNT(涨停,120),1)>=4 AND REF(COUNT(涨停,120),1)<7 AND BARSCOUNT(C)>=20 AND 开幅大于三,50,
IF(REF(COUNT(涨停,120),1)>=2 AND REF(COUNT(涨停,120),1)<4 AND BARSCOUNT(C)>=20 AND 开幅大于三,45,IF(REF(COUNT(涨停,120),1)>=1 AND REF(COUNT(涨停,120),1)<2 AND BARSCOUNT(C)>=20 AND 开幅大于三,35,0))))))))));
