在量化选股领域,信号稳定性是决胜关键。本指标历经算法迭代,独创"竞合博弈"模型。
使用方法:
9:25竞价结束即排序或者选股。
对选股结果所属板块分析,挑选最热的板块,例如涨停板最多 资金增量最多的板块。
本指标特别适配注册制新股及20cm创业板标的
{创业博弈竞价}
VAR1:=OPEN>REF(HIGH,1);
VAR5:=DYNAINFO(15)/OPEN/100;
VAR6:=VAR5/REF(VOL,1)*100;
VAR7:=VAR6>3 AND VAR6< 15;
VAR8:=(OPEN/REF(CLOSE,1)-1)*100;
VAR9:=DYNAINFO(15)/OPEN/FINANCE(46)*100;
VAR10:=VAR8*VAR9;
VAR11:=VAR10>3 AND VAR10< 12;
VAR12:=DYNAINFO(15)/100;
VAR13:=FINANCE(46)*CLOSE/100000;
VAR14:=(VAR12/VAR13)<22;
VAR15:=(EMA(OPEN,20)-REF(EMA(OPEN,20),1))/REF(EMA(OPEN,20),1)*100;
VAR16:=REF(OPEN,BARSLAST(CROSS(VAR15,0)));
VAR17:=(OPEN-VAR16)/VAR16*100;
VAR18:=VAR17>12 AND VAR17< 75;
K:=FINANCE(3)=3;
竞合博弈:VAR1 AND K AND VAR7 AND VAR11 AND VAR14 AND VAR18;