金牛强突量化选股模型 连续下跌个股反弹捕捉策略

gspt1:=CLOSE>REF(CLOSE,1) AND CLOSE>REF(CLOSE,2);

gspt2:=CLOSE< REF(CLOSE,1) AND CLOSE< REF(CLOSE,2);

gspt3:=REF(gspt2,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);

gspt4:=REF(gspt3,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);

gspt5:=REF(gspt4,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);

gspt6:=REF(gspt5,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);

gspt7:=REF(gspt6,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);

gspt8:=REF(gspt7,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);

gspt9:=REF(gspt8,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);

gspt10:=REF(gspt9,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);

gspt11:=REF(gspt10,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);

gspt12:=REF(gspt11,1) AND CLOSE<=REF(CLOSE,1) AND CLOSE>=REF(CLOSE,2);

gspt13:=REF(gspt12,1) AND CLOSE>=REF(CLOSE,1) AND CLOSE<=REF(CLOSE,2);

gspt14:=REF(gspt2 OR gspt3 OR gspt4 OR gspt5 OR gspt6 OR gspt7 OR gspt8 OR gspt9 OR gspt10 OR gspt11 OR gspt12 OR gspt13,1) AND gspt1;

gspt15:=(HIGH+LOW+CLOSE)/3;

gspt16:=(gspt15-MA(gspt15,14))/(0.015*AVEDEV(gspt15,14));

gspt17:=SMA(gspt16,3,1);

gspt18:=SMA(gspt17,3,1);

gspt19:=3*gspt17-2*gspt18;

gspt20:=EMA(gspt19,5);

gspt21:=REF(CLOSE,1);

gspt22:=SMA(MAX(CLOSE-gspt21,0),6,1)/SMA(ABS(CLOSE-gspt21),6,1)*100;

gspt23:=(gspt22-50)*5;

gspt24:=SMA(gspt23,3,1);

gspt25:=SMA(gspt24,3,1);

gspt26:=3*gspt24-2*gspt25;

gspt27:=EMA(gspt26,5);

gspt28:=REF(gspt27,1);

gspt29:=gspt27>gspt28;

gspt30:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW,9))*100;

gspt31:=SMA(gspt30,3,1);

gspt32:=(gspt31-50)*5;

gspt33:=SMA(gspt32,3,1);

gspt34:=SMA(gspt33,3,1);

gspt35:=3*gspt33-2*gspt34;

gspt36:=EMA(gspt35,5);

gspt37:=REF(CLOSE,1);

gspt38:=SMA(MAX(CLOSE-gspt37,0),4.1,1)/SMA(ABS(CLOSE-gspt37),4.1,1)*100;

gspt39:=CROSS(gspt38,11)*10;

金牛强突X:IF(gspt29 AND NOT(REF(gspt29,1)) AND (gspt27< (-100) AND gspt36< (-100)) AND gspt20< (-100) AND gspt14=1,80,0) AND gspt39;