【龙虎共舞】机构游资共振指标量化

{龙虎共舞}

AA1:=EMA((C - REF(C,1)) / REF(C,3),10) * 100 ;

AA2:=EMA(EMA(EMA(EMA(AA1,2),2),2),3) ;

AA3:=(C - MA(C,26)) / MA(C,26) * 100 ;

AA4:=1 ;

AA5:=IF(MA((C - MA(C,28)) / MA(C,28),3) * 100 > 0  AND  MA(C,5) > MA(C,10)  AND  AA3 > EMA(MA((C - MA(C,28)) / MA(C,28),3) * 100,5) AND AA2 > REF(AA2,1),MA((C - MA(C,28)) / MA(C,28),3) * 100,0) * AA4 ;

持仓:=(MA((C - MA(C,28)) / MA(C,28),3) * 100 > 0  AND MA(C,5) > MA(C,10) AND AA3 > EMA(MA((C - MA(C,28)) / MA(C,28),3) * 100,5)) * AA5 * AA4 ,LINETHICK1,COLORRED;

VR1:=MA((C - MA(C,28)) / MA(C,28),3) * 100 ;

AA6:=(MA(C,3) + MA(C,6) + MA(C,12) + MA(C,24)) / 4 ;

AA7:=AA6 + 3 * STD(AA6,10) ;

AA8:=MA(C,26) + 2 * STD(C,26) ;

卖出:=(V > 0 AND CROSS(0.5,持仓)) * REVERSE(MA((C - MA(C,28)) / MA(C,28),3) * 100) * AA4,COLORGREEN;

AC1:=(V > 0 AND AA5 > 0 AND AA2 > REF(AA2,1)) * EMA(AA5,5),COLOR005999;

AC2:=(V > 0 AND BARSLASTCOUNT(AA5>0)=1 AND CROSS(EMA(C,2),HHV(EMA(C,5),26))) * EMA(AA5,2),COLOR000999;

AC3:=(V > 0 AND BARSLASTCOUNT(AA5>0)=1 AND CROSS(EMA(C,2),HHV(EMA(C,5),26))) * -3,COLOR009999;

起爆:=(V > 0 AND BARSLASTCOUNT(AA5>0)=1 AND CROSS(EMA(C,2),HHV(EMA(C,5),26))) * 10 * AA4 ;

停牌:=NOT(DYNAINFO(4)=0);

ST:=NOT(NAMELIKE('S') OR NAMELIKE('*'));

创业板:=NOT(CODELIKE('3'));

科创板:=NOT(CODELIKE('688'));

全剔:=停牌 AND ST AND 创业板 AND 科创板;

AR51:起爆 AND 1 AND 全剔;